{"entities":{"Q5120732":{"pageid":7150306,"ns":120,"title":"Item:Q5120732","lastrevid":53822288,"modified":"2026-01-25T18:52:45Z","type":"item","id":"Q5120732","labels":{"en":{"language":"en","value":"Volatility modeling and prediction: the role of price impact"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7247989"}},"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":"Q5120732$C680F2DC-56F1-4B68-892C-407A03620D9D","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"4b5f19d068242fa7588a47f9863adf0496afa752","datavalue":{"value":{"text":"Volatility modeling and prediction: the role of price impact","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5120732$3265358A-0B73-4342-929C-E5A97BBFB4E9","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"765e8cfeb55599531059fbc80332d587c2ae9d90","datavalue":{"value":"1441.91067","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5120732$29691597-38C1-4F16-89C1-693842A56E70","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"7413ad4f7c939a7e21854126766d395427c1c365","datavalue":{"value":"10.1080/14697688.2019.1636123","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5120732$0EFEAD34-30AF-4C67-B2B1-108FD1570E74","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"7c9994e22132749d99397bc99150caa21bed2ae3","datavalue":{"value":{"entity-type":"item","numeric-id":457561,"id":"Q457561"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120732$9013ED20-B7BA-4718-A0CC-6BE34846D095","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"cf0663237e945675adcceb0097172811dac426c7","datavalue":{"value":{"entity-type":"item","numeric-id":433276,"id":"Q433276"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120732$3F8CCA5C-30EB-49C5-AA81-4BDAA6E2B15E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"1d272db07a4005bd860226ef5a9cb00558b512ed","datavalue":{"value":{"entity-type":"item","numeric-id":635198,"id":"Q635198"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120732$8EA0EBEE-66FA-4D28-978F-B7AC70EC8267","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"7e43ff56736a78583a3eb5480c97b5a2b6feb8dc","datavalue":{"value":{"entity-type":"item","numeric-id":504817,"id":"Q504817"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120732$89F9DF9F-7A2B-49F3-AB0A-7B6F4C69B42F","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"23333674ce653bc0d256ee8ec5b56bad3d92e2c6","datavalue":{"value":{"entity-type":"item","numeric-id":90171,"id":"Q90171"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120732$BD19AFC4-FF65-4692-AB66-39E90CB48A70","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"d8a1b19bcd78e0dc931de056a092ffff84485749","datavalue":{"value":{"time":"+2020-09-16T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5120732$E1DC17B2-0FC1-423C-9270-89718200DE8D","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"5354af46d7fdab0dc5d0fe81259f95c831791728","datavalue":{"value":"http://eprints.nottingham.ac.uk/59571/1/Volatility%20modeling%20and%20prediction%20the%20role%20of%20price%20impact.pdf","type":"string"},"datatype":"url"},"type":"statement","id":"Q5120732$15367204-A271-46AC-B685-749EC2ABA5EC","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5120732$621C577D-F9A9-4BC8-9794-F179330476FA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5120732$FB4D83DA-1D9B-4A6B-AFB3-2019921C7DCA","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"e11ed13298fe6bf2c9c40d9a8b0decf208abee09","datavalue":{"value":"7247989","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5120732$3AFE5DCB-E51F-422D-B3A5-CEEFC54F58A6","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"684b757b52d8894e7453c616feb50011d60a2125","datavalue":{"value":"market microstructure","type":"string"},"datatype":"string"},"type":"statement","id":"Q5120732$5FE0A9CB-257A-4EA2-8294-07B79D270F92","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"949cefd5a2c4b6db73b6b3ab27b22047145a71d6","datavalue":{"value":"Chinese stock market","type":"string"},"datatype":"string"},"type":"statement","id":"Q5120732$5F4D2ADA-8F17-44EB-8172-084F92F4C796","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"787660446f9a4f1c2da46b941856d8f22332b971","datavalue":{"value":"panel vector autoregression","type":"string"},"datatype":"string"},"type":"statement","id":"Q5120732$7F3820B4-605C-4884-9330-97E26CCF0A75","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f9a19341e023d7105c936626cdd9b54eece7b12e","datavalue":{"value":"volatility modeling","type":"string"},"datatype":"string"},"type":"statement","id":"Q5120732$6E217AC2-22AB-4379-BFA1-F4D258622587","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"a3d94d6df893e2bb16ef92971c2fad855ec9df69","datavalue":{"value":{"entity-type":"item","numeric-id":36953,"id":"Q36953"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120732$2126010A-839F-44C7-AD82-82B4B749927E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1463","hash":"ffd4175bf14716d4e73ed03fdf49cefd509a41da","datavalue":{"value":{"entity-type":"item","numeric-id":18167,"id":"Q18167"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120732$E1612BB2-B175-41D8-88C3-3D9425462D35","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":"Q5120732$2BA99354-8A19-4411-B713-A684837250CB","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"43e263529025683e07b4b2b9b5cb24477466ffdf","datavalue":{"value":"W2963705173","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5120732$F4DE6C6A-0DF8-47E2-B4BE-D9BC295F04CD","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"0f237876d3412156f4ea8c42fbfe23c054519183","datavalue":{"value":{"entity-type":"item","numeric-id":5472963,"id":"Q5472963"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120732$F5523E0C-4CEA-4A47-886B-C89E416B45EC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1dd49b833dd742d611c19e0150bea1fd33444adc","datavalue":{"value":{"entity-type":"item","numeric-id":1821471,"id":"Q1821471"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120732$B572049C-60B1-43D3-A785-81D0E844B7CD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b3e70372ec3ff08ec21d0d4ec8f28fd89ad507f4","datavalue":{"value":{"entity-type":"item","numeric-id":3295728,"id":"Q3295728"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120732$9BBA8554-DD7B-4474-ABB0-248936576A5F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2c7b75e7f8763935ace83b0608eb24399c6fbe3d","datavalue":{"value":{"entity-type":"item","numeric-id":2707194,"id":"Q2707194"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120732$53AAB5D8-C573-4775-8A0E-747A289BF502","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7e0b08fe782fb4ce0df8c04fdd5ca1373794ed50","datavalue":{"value":{"entity-type":"item","numeric-id":2873559,"id":"Q2873559"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120732$B8B304A9-ADD7-4CE6-B3E4-A42AB113810F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9a224e226e0cc5829a98aab8619cd2bb1b69712a","datavalue":{"value":{"entity-type":"item","numeric-id":3953065,"id":"Q3953065"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120732$A069C802-2CC7-4C3C-8593-AFF77792E6AB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cfcb917816fef2b47d19db29232e8749d388643d","datavalue":{"value":{"entity-type":"item","numeric-id":4720635,"id":"Q4720635"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120732$9332F1E1-C655-491C-BDF7-2163B80C7084","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"03c25f020c6291f5108085a4d64a6188946a25c1","datavalue":{"value":{"entity-type":"item","numeric-id":4554485,"id":"Q4554485"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120732$D6B15AA7-590F-4F8E-8E45-BBB057681566","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c2bdc12d048d98d6ad5d93bf32d2e015d35424e7","datavalue":{"value":{"entity-type":"item","numeric-id":433360,"id":"Q433360"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120732$1FB4C24F-4472-4816-A3B5-7DA3565E1A83","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6ab79dfaf0a3c3281edf04f1d686cf7b4238ca8c","datavalue":{"value":{"entity-type":"item","numeric-id":3063858,"id":"Q3063858"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120732$29308970-4ADA-4008-ACF5-D2F2C05777CF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ac586a70159efed247b35d24bf802a66da6975b5","datavalue":{"value":{"entity-type":"item","numeric-id":83292,"id":"Q83292"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120732$B6DEA441-AE15-4010-A992-3718CDE2D54A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a7d902cfe1ba9332982d6628ab7564a94544bb51","datavalue":{"value":{"entity-type":"item","numeric-id":5966603,"id":"Q5966603"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120732$531F2AA6-4069-4564-B621-EFACBC454921","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4692359a6b6a1c9de87b54debf6d1e10cb97c6f8","datavalue":{"value":{"entity-type":"item","numeric-id":3521281,"id":"Q3521281"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120732$55214B3D-0CC6-455F-90FD-50C8B495110B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"63abce8502220db78a861c06d30b2926d2a4ab91","datavalue":{"value":{"entity-type":"item","numeric-id":3688054,"id":"Q3688054"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120732$26256884-199E-485E-A6B0-58E5DC98453A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3bfc4fe33d6642676f79e60fa60d78227fe035d4","datavalue":{"value":{"entity-type":"item","numeric-id":1186063,"id":"Q1186063"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120732$D9BDC439-FAD9-433D-B115-12F646AF579F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b5bbf2a35184d7ea2bc9b12372d7a15e0d13b2ff","datavalue":{"value":{"entity-type":"item","numeric-id":1164531,"id":"Q1164531"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120732$A840716B-4A1F-42F7-BE19-0A94EE76EE86","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b0c71fb3eaab05c4af779f29d9ed7b93f32ed280","datavalue":{"value":{"entity-type":"item","numeric-id":5697322,"id":"Q5697322"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120732$34528B8F-A493-4BA4-AAB1-06F7183E12B3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f92f6356f29e446dd6e4b2e0222fb4ccb90f4e03","datavalue":{"value":{"entity-type":"item","numeric-id":3375377,"id":"Q3375377"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5120732$1F799E8D-2A21-4236-BFA0-0038BA125D46","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"69e8050d220924f1ef6d16e022fb876efd15c54c","datavalue":{"value":{"entity-type":"item","numeric-id":5260059,"id":"Q5260059"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"39208e31e018c898fd3fa8e9317ac3ab79e6cb82","datavalue":{"value":{"amount":"+0.7977085709571838","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":"Q5120732$1C2B1FD6-CC7B-4BB4-AD7D-0B11A2AD15DA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"016597402ea2d24b409522254b16d086c33cc7aa","datavalue":{"value":{"entity-type":"item","numeric-id":3169221,"id":"Q3169221"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9425a9dc27553862002ffc5977eb13f1b7b113aa","datavalue":{"value":{"amount":"+0.7668686509132385","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":"Q5120732$848DC977-C038-470C-9F9C-37AA2EFFACEE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"22581f52e72a46e30591f3080cbe52c40c5169df","datavalue":{"value":{"entity-type":"item","numeric-id":609837,"id":"Q609837"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bef44ddf65d0075ce364edeba281f59d5c437172","datavalue":{"value":{"amount":"+0.7340463995933533","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":"Q5120732$5605FF38-0949-4986-8DB9-D60B707980A0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d220d2f49af222cfdf4e08e771be09c2ff5aba0c","datavalue":{"value":{"entity-type":"item","numeric-id":5012735,"id":"Q5012735"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"321af81fe0411033f1ffc1b5abf7cffa08eae844","datavalue":{"value":{"amount":"+0.7231729626655579","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":"Q5120732$94E34A83-C688-4276-B9A8-C71E63495D2B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6da57095cd3d195a898ffdced6862a52a49809a4","datavalue":{"value":{"entity-type":"item","numeric-id":660060,"id":"Q660060"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b4e26181bfccd41ed9bbf2abff314dccbba652e1","datavalue":{"value":{"amount":"+0.7190722227096558","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":"Q5120732$5647D5E6-1938-4334-85C8-2BAD75BB691B","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5120732","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5120732"}}}}}