{"entities":{"Q5127660":{"pageid":7157234,"ns":120,"title":"Item:Q5127660","lastrevid":53856770,"modified":"2026-01-25T20:19:41Z","type":"item","id":"Q5127660","labels":{"en":{"language":"en","value":"Volatility estimation of multivariate ARMA-GARCH model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7266784"}},"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":"Q5127660$5C41B8FF-A125-403F-BD8B-E56F1D5E8864","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"92d6f51cde4b774cc54f4d6cca2dd376244e3499","datavalue":{"value":"1463.91147","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5127660$180C8AEC-79D2-4157-8B41-750A7A33CB67","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"4700d291e593a355834f8dd0556f80e23db68255","datavalue":{"value":{"entity-type":"item","numeric-id":2056598,"id":"Q2056598"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5127660$966639EF-AEAD-4C37-B3C9-8649AA1B92E2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"e2db112f00fa8c383a196bec23fc1f3464d9d42f","datavalue":{"value":{"entity-type":"item","numeric-id":866060,"id":"Q866060"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5127660$6D07DA9D-436E-4793-AFCF-E2E442B282C9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"8c58b48f159e66038813de3ccc2a2444af795c35","datavalue":{"value":{"entity-type":"item","numeric-id":2150825,"id":"Q2150825"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5127660$EBF2BCDA-1F44-4547-978D-4E51DED3B7AF","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"e96c211c6c1bd548b28ba402cff609519e380594","datavalue":{"value":{"time":"+2020-10-27T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5127660$60481FD1-41BB-40F1-B8AA-781BC63690B8","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"0d0e2fd66f3c91c16852cf3c5f54f347b0794e5e","datavalue":{"value":"91G15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5127660$F78D2722-5BF6-4D49-AF16-4863990FC3A6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5127660$1E99DA71-3EF3-4019-86E7-E54DC04ADD7E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5127660$145D0D6A-52AE-4456-AE69-D9D2C9744CAB","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"925aef8719b7a7cedc739eda8e37a6f204e85dec","datavalue":{"value":"7266784","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5127660$25F38C62-BFB7-4B97-8872-F8C6AB230E20","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a284ae48478f7ea96e09d994afed399087a55f52","datavalue":{"value":"structural autoregressive moving-average","type":"string"},"datatype":"string"},"type":"statement","id":"Q5127660$3DCCC2FB-45C0-4D83-98F9-F7F3796B1DF3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7d3365f19a71eaa9ff4ca820529e4ddd1f429aa6","datavalue":{"value":"multivariate GARCH model","type":"string"},"datatype":"string"},"type":"statement","id":"Q5127660$A6C5B8B4-9187-44D5-828E-B560E5D43B95","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e60510decbdac592b27776df2b791b89c1761e3d","datavalue":{"value":"independent component","type":"string"},"datatype":"string"},"type":"statement","id":"Q5127660$60B8492B-F05C-4CA3-8BE6-54C1BBBC7122","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5f108b00eb8d05ccf6f868ccc1d053222fe6b6a7","datavalue":{"value":"causal structure","type":"string"},"datatype":"string"},"type":"statement","id":"Q5127660$D6B2669B-30AC-45C9-8F14-10E769EEBC06","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"34ce13e9a537b18b981ecd0dc2fe27fae924aee9","datavalue":{"value":"volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q5127660$08FA9602-47A4-4687-9942-01AD5001B397","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5127660$F35E3DE0-F3AC-4F60-8D0A-2C63B1BA5ED2","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"a36d8aa8881aeeb7eea66f19987348758fcedaaf","datavalue":{"value":"http://hit.alljournals.cn/html/jhit_cn/2020/1/20200104.html","type":"string"},"datatype":"url"},"type":"statement","id":"Q5127660$C7447825-1A93-4EE9-8EF8-E1F71F22FD72","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"81d721cf5d83099d9e5203f9acb92bbb55275811","datavalue":{"value":"W3015012389","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5127660$300DC608-3371-4C76-8405-4E3A7E08BC20","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"1603771c880c6fe99106897e3bccb3094f6e36bf","datavalue":{"value":"10.11916/J.ISSN.1005-9113.18077","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5127660$40272D67-5299-4F01-B787-004CD15FD88C","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"63dd6f9bc3c783aae65151f717d209ec07ea7e8a","datavalue":{"value":{"text":"Volatility Estimation of Multivariate ARMA-GARCH Model","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5127660$10B90664-78FE-4393-A21D-E294A494FF6C","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7402326ddac5fec3279126d32c1066ff433100e8","datavalue":{"value":{"entity-type":"item","numeric-id":3307800,"id":"Q3307800"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"80b539a166fd15883c33da8e1c76b16644417f7b","datavalue":{"value":{"amount":"+0.8518353700637817","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":"Q5127660$4E187959-2B41-468A-A582-4603593413E3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"56e9d9eab7614f2512ec92448f46c214650899bb","datavalue":{"value":{"entity-type":"item","numeric-id":4900923,"id":"Q4900923"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ef9a9138b16b6ed0cd931f6088e8f1ae8b28744c","datavalue":{"value":{"amount":"+0.7686425447463989","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5127660$A8C664A7-66BA-4B8E-8638-A7A50EDE40CE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b8dfb3c1d14e4d020792210acce684b8229a971d","datavalue":{"value":{"entity-type":"item","numeric-id":3394105,"id":"Q3394105"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"464d7030f4dafd97f49cbb577642ebb3b751e127","datavalue":{"value":{"amount":"+0.7656490206718445","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":"Q5127660$FEDFAB87-CB25-4DFA-B017-DADE18BE2F4A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"549e0d9e0c2ca2a3f5fd23ddecd0c524501aff3d","datavalue":{"value":{"entity-type":"item","numeric-id":2175635,"id":"Q2175635"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a883d47ec146dee82a5fb1f1f7483df7624c1dd6","datavalue":{"value":{"amount":"+0.753334641456604","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5127660$DD5C8A4E-A988-4EE3-AAD6-2A996F0791BF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b56785cebe2535d33b19181edc0b54063e90e0f4","datavalue":{"value":{"entity-type":"item","numeric-id":5378149,"id":"Q5378149"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"84f41f5a13c2072ee0e81250af36ee61ce3de81c","datavalue":{"value":{"amount":"+0.7532206177711487","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":"Q5127660$79F25732-4EA2-4B19-BAAD-C6E243F5AAA4","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5127660","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5127660"}}}}}