{"entities":{"Q5120601":{"pageid":7150175,"ns":120,"title":"Item:Q5120601","lastrevid":100308458,"modified":"2026-06-05T21:49:32Z","type":"item","id":"Q5120601","labels":{"en":{"language":"en","value":"Multi-asset portfolio returns: a Markov switching copula-based approach"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7247638"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120601$5D0B9026-86A7-40AC-8CF2-F3F6AE6F421B","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"aca4b21aef9f9dcb81bc9e11c90d5ce4fd4f0e30","datavalue":{"value":"1474.91194","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5120601$EA58CBA4-E52C-4FA1-92D2-C921F4039F7D","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"6f4b172bc951dcf40effb490c93b252f20aabf04","datavalue":{"value":{"entity-type":"item","numeric-id":5015945,"id":"Q5015945"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120601$5CDE5965-11CC-4282-9099-9B68475BC065","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"29d4809eff0524c53b4eef549f94840ff7bb4f80","datavalue":{"value":{"entity-type":"item","numeric-id":1995223,"id":"Q1995223"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120601$3AD8EEF9-5A10-4F0C-A69D-EC60C1299ECC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"5b1d790d9d9fcd9e542c4a8fb937643ca37bdd60","datavalue":{"value":{"entity-type":"item","numeric-id":267185,"id":"Q267185"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120601$BD304643-8C3E-4F81-BB32-CD17D9E8C64C","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"c9dc11dc35808770c89ec3e6f9fb3a24ceb06e54","datavalue":{"value":{"time":"+2020-09-15T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5120601$A504C230-8B28-408F-A1A7-CC5F888128CF","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"879a7b24c62e28558c4f5d374efcb95c53e3297f","datavalue":{"value":"http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/2488","type":"string"},"datatype":"url"},"type":"statement","id":"Q5120601$0B33C3BE-426D-4D65-8050-8A22C55F965E","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5120601$24FEE7D4-630C-4EAD-8264-98C4046D54DA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5aebd1e2f37ac7804756da25eed3c017810ad161","datavalue":{"value":"91G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5120601$1F8413CB-FB90-4D11-818E-C806E0043F89","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"87af44252b2ddfa90518373dcedaab6f72c10d17","datavalue":{"value":"62H05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5120601$FA2DB962-767D-4130-A0A2-BBFFE3B996CE","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"d336efdce3ccc5cfb0d96d50af4cc702cb60985c","datavalue":{"value":"7247638","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5120601$6BCB27AB-86AE-4F26-B09B-386D14AC13D7","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"920b849b50f1ccd0cb2f9167f03a928d981c0909","datavalue":{"value":"GARCH","type":"string"},"datatype":"string"},"type":"statement","id":"Q5120601$8D972AF7-70B2-41CA-8447-2B63917832C6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e4cb73782ef5a31ddbff4dfb8ee53b86a9c54dfa","datavalue":{"value":"Markov switching multivariate copula","type":"string"},"datatype":"string"},"type":"statement","id":"Q5120601$F62411E6-8867-413E-B1A7-E28690249B85","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9effbd77275abc34efef0c019cc670fa9c4fd521","datavalue":{"value":"value-at-risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q5120601$8E99D2DA-33BC-41D9-B914-60FFC0585442","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"44c89c2af644eba2b4f27d4db9b90c844f51b236","datavalue":{"value":"expected shortfall","type":"string"},"datatype":"string"},"type":"statement","id":"Q5120601$7D6909BD-0ED0-470C-9BF2-B96CB36736CD","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120601$4ED1CDE6-C02A-40E9-AA55-98AD1C683B8B","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"0a5d1495a1ba1493ce1e71d8c6cb2d89f998ffa5","datavalue":{"value":{"entity-type":"item","numeric-id":5121457,"id":"Q5121457"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120601$D047216D-1155-4FD7-920F-C18C8885A7DF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"107b6e0a2fadc1a21b730f38e4180b20c4ee82f0","datavalue":{"value":{"entity-type":"item","numeric-id":5121460,"id":"Q5121460"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120601$C1C04696-E765-49FA-BC4E-690C77DDCDAC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4d1e8cfdc4a47f7612c08f96e84b5f42275073d1","datavalue":{"value":{"entity-type":"item","numeric-id":3281461,"id":"Q3281461"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120601$7B19F9FE-AF99-4AFE-858D-569986E0FC65","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c19bcd2bfcf7f5ff0ec62eddb21944353aedf940","datavalue":{"value":{"entity-type":"item","numeric-id":4203680,"id":"Q4203680"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120601$95F14779-1324-43AD-81B7-4B13DEC108FC","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2459da33d3b3a6ef5e2daeafcb6980bbdd9fb389","datavalue":{"value":{"entity-type":"item","numeric-id":5015951,"id":"Q5015951"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0b9cf8bb71340a85d197ca5e965b561198baf640","datavalue":{"value":{"amount":"+0.7934262752532959","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5120601$86831304-1EFF-438E-9D79-165218110701","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6e8b6bb72e038ad4c71b375a5aa594452acda5a1","datavalue":{"value":{"entity-type":"item","numeric-id":3557573,"id":"Q3557573"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ca5e06c0e0200bfc23b3a1db2a2932dea53539ff","datavalue":{"value":{"amount":"+0.783348798751831","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5120601$141C15FB-896B-4DB1-AF3F-7349D84036CC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4e5b5ab95d5c591b71faa2e432e6d164365d4df6","datavalue":{"value":{"entity-type":"item","numeric-id":2280583,"id":"Q2280583"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b505dddc6617a1772ab83fade2e9cfd2f400e6be","datavalue":{"value":{"amount":"+0.7689563632011414","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5120601$F3CBFDF1-D59E-4E64-B07C-665642A0B52E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"edc5d7cfaf52076730041dbb29d68b808debfce0","datavalue":{"value":{"entity-type":"item","numeric-id":5121457,"id":"Q5121457"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"92d1b08c6888fe47c15c11c864cf4058fc16dd1e","datavalue":{"value":{"amount":"+0.7612898349761963","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5120601$F245B835-1C5A-4B86-8FF1-FC4CA1AD51EA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"29275121756d4a0f278b0c6901127e2adacea83d","datavalue":{"value":{"entity-type":"item","numeric-id":3295717,"id":"Q3295717"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"43c938d86447eb8778277c99cd8dbe18aa994b89","datavalue":{"value":{"amount":"+0.7565352320671082","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5120601$8ADF2F34-0D2C-4554-B9A2-59D0D2EDC9AD","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Multi-asset portfolio returns: a Markov switching copula-based approach","badges":[]}}}}}