{"entities":{"Q5247942":{"pageid":7277510,"ns":120,"title":"Item:Q5247942","lastrevid":52250486,"modified":"2026-01-21T06:26:53Z","type":"item","id":"Q5247942","labels":{"en":{"language":"en","value":"Model risk of the implied GARCH-normal model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6431024"}},"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":"Q5247942$17F5BF07-31F4-4AE4-A63F-DB3187291FC4","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"ccbb9ec3b717aa0f2180f1be3dac760fc39d1c86","datavalue":{"value":{"text":"Model risk of the implied GARCH-normal model","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5247942$3E2916A5-E759-442F-8CB2-A8CC119DAB39","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"ae54afa4baf8e96ac6aada06f32467ae97b9a2f2","datavalue":{"value":"1402.91790","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5247942$82EC3AAD-A8B9-4D0B-9FF2-A4B918FE1589","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"212b60a425ce45fdefa6d3fb7d63adff5dfef374","datavalue":{"value":"10.1080/14697688.2011.630323","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5247942$E377B499-7826-4BD8-B1DB-4B6603C68038","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"b04cb5738ffe9857518384177f2b02b942667a85","datavalue":{"value":{"entity-type":"item","numeric-id":245544,"id":"Q245544"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5247942$753E31DB-FCDB-465A-AD2C-C2E22C016E8B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"f8e2cd561498aacf09d1ee123286f06b7afef5cf","datavalue":{"value":{"entity-type":"item","numeric-id":1314705,"id":"Q1314705"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5247942$B238DF96-25B2-4F78-82B4-1F03302B8B1C","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":"Q5247942$B3172BD4-9972-4AF2-8A58-D8A08F56E79B","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"34861ca83152241dd8211da38e2afdba43add67e","datavalue":{"value":{"time":"+2015-04-27T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5247942$713075D6-496C-42AA-BDAB-853DCA749ED5","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5247942$D3C875B2-7A59-41F2-BAEA-4529AFF60900","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5247942$F54F3B33-91BD-4976-86B6-05DDAECF95F3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5247942$D129158F-D8CD-4AC8-9F82-7F040223B1C1","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"823f1edfd29a51f84b4a5d8bb98d3e66d49d0090","datavalue":{"value":"6431024","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5247942$8169C775-9E90-4B19-A684-3082385E69A2","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3bd0fba1514d65d84b3ee1d42a6e96a9ffdec727","datavalue":{"value":"conditional leptokurtic model","type":"string"},"datatype":"string"},"type":"statement","id":"Q5247942$1052180E-9BCB-41B2-9422-F6A84DD416FB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c16f8cb68f9874ab0ab2fbac5fe4b5c85aba9580","datavalue":{"value":"dynamic semiparametric approach","type":"string"},"datatype":"string"},"type":"statement","id":"Q5247942$371A89BE-3161-48C3-AFD8-A290CA267925","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"056662ccd8c8904f7f042fd5f14db534f8e42969","datavalue":{"value":"extended Girsanov principle","type":"string"},"datatype":"string"},"type":"statement","id":"Q5247942$99E1CC1F-6A75-4E83-BD48-C2848E540AD5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"70e3f46c09ffaacbf9d5ccf01a7ad5dcbdb78f0c","datavalue":{"value":"GARCH model","type":"string"},"datatype":"string"},"type":"statement","id":"Q5247942$75ECE31C-30CB-4D0B-BB1A-C0BD28537826","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f12d0382bb455f420e0948fdeb9d05e45f05618a","datavalue":{"value":"model risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q5247942$547A6580-02FD-4EB5-89EF-3F9BCB92B616","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b1f2ddce604924ab32527569a0f52666c50cc2ec","datavalue":{"value":"option pricing","type":"string"},"datatype":"string"},"type":"statement","id":"Q5247942$A25638AD-BE42-4B3C-B91D-5B84561AF4AF","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":"Q5247942$BB7E6E91-259F-4498-B47F-38BE227501A6","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"406122cbef6b9c5f9db4b21f1cb935ca5a0a6b30","datavalue":{"value":"https://doi.org/10.1080/14697688.2011.630323","type":"string"},"datatype":"url"},"type":"statement","id":"Q5247942$A398354C-8E29-4D9C-8667-16E99B0552C7","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"8d9b915854df361f894bd93c94163fc8ff90df40","datavalue":{"value":"W2045287107","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5247942$87C58928-E3DE-425E-B035-659F8E44544F","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"16448de213180a123399053e615f537c025c36a7","datavalue":{"value":{"entity-type":"item","numeric-id":938035,"id":"Q938035"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5247942$1D1C1790-7728-4B99-BE1A-51864780E1C4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d458f9d40a2164b904160bd3a427cd146dacea7","datavalue":{"value":{"entity-type":"item","numeric-id":136004,"id":"Q136004"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5247942$7B0A4F8A-28A0-4208-8666-E9529B2B8534","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1dd49b833dd742d611c19e0150bea1fd33444adc","datavalue":{"value":{"entity-type":"item","numeric-id":1821471,"id":"Q1821471"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5247942$EED43592-88F0-4375-84CE-ABF6B5697F4E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bba5e2c198f8edc8f6fbae9c7dba5e00573f5a45","datavalue":{"value":{"entity-type":"item","numeric-id":292018,"id":"Q292018"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5247942$1F9736FD-5F55-4939-93C3-82BB071D3632","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"56fad00ef4a07491ba304a924bc19d8a5132595f","datavalue":{"value":{"entity-type":"item","numeric-id":3125789,"id":"Q3125789"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5247942$21D9EED3-8270-416A-9B5F-3A05C610B362","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7727745069ae9e9b4800427644891c7cffa43e4a","datavalue":{"value":{"entity-type":"item","numeric-id":2784025,"id":"Q2784025"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5247942$DC6961B3-C660-47B2-AB56-FAED4D7B1DC6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b48660bd5d5a3454419cdd3a11d444238eab5825","datavalue":{"value":{"entity-type":"item","numeric-id":5941429,"id":"Q5941429"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5247942$B8C47C57-EC39-4175-B88A-4A8D44BA32EC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c0f5d2da4a715f5e6ec97c71f21ee03032988df6","datavalue":{"value":{"entity-type":"item","numeric-id":4213036,"id":"Q4213036"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5247942$D5EF618F-9665-4373-815D-999138A2436D","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":"Q5247942$BC6D2CEF-3B45-4A71-B319-3735A848FA5B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"969746c2c475316d7c1f6be894a8f64230126b64","datavalue":{"value":{"entity-type":"item","numeric-id":4840212,"id":"Q4840212"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5247942$8F1FFC03-8864-4A31-B601-A0030BC2DF95","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"87cc679408c6eaf7661d4b027cd9e625bd720360","datavalue":{"value":{"entity-type":"item","numeric-id":3571971,"id":"Q3571971"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5247942$A47D640E-9309-4BEC-838B-8028797E9A15","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"da2986a3e099bbf8f39aa572324ce45ca4d94a8e","datavalue":{"value":{"entity-type":"item","numeric-id":3210032,"id":"Q3210032"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5247942$580B63CD-F510-4F54-A4C6-BA8B7D398151","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"766d8cef3ef480b8da317ac15e792edce8ca87d5","datavalue":{"value":{"entity-type":"item","numeric-id":1600540,"id":"Q1600540"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"153a7adc8e45a13d9642241c7c59edf7e5ae2002","datavalue":{"value":{"amount":"+0.7666594982147217","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5247942$DBD15EE6-5C10-40AB-8B0B-FAA075F400F4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b9e62a8d6b3b73e1895ee159af5e77ed382c0436","datavalue":{"value":{"entity-type":"item","numeric-id":4554508,"id":"Q4554508"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8079f346eccb942a7f624d7b98fab7267b0e40d0","datavalue":{"value":{"amount":"+0.7628101110458374","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":"Q5247942$A322B023-7D00-4BC6-B332-837C3CB3E982","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d9c5b706ed2a6839032dca66bd2183f2681e1b94","datavalue":{"value":{"entity-type":"item","numeric-id":704080,"id":"Q704080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"53426c1abe41a51ecf5a4d65e71081830fe90fd8","datavalue":{"value":{"amount":"+0.7464715838432312","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":"Q5247942$913BBEE3-9330-4A3F-B011-065EED5A4BEE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bdcdbc0ae07d100e99984e8551d9062cbcf98d07","datavalue":{"value":{"entity-type":"item","numeric-id":3574718,"id":"Q3574718"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bb355a6a51ee8262899c0536ad247aed10d1feed","datavalue":{"value":{"amount":"+0.744279146194458","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5247942$F531941E-9997-4910-9211-60D3DF75AA3C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0974ae6dd49a4056baf415e79bbd64dd7dae8b87","datavalue":{"value":{"entity-type":"item","numeric-id":2873536,"id":"Q2873536"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9f08ec0706ae7129a682922530e4a4a5281e3d94","datavalue":{"value":{"amount":"+0.7418772578239441","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":"Q5247942$527F1687-8911-44B7-A71C-3428AF8A2233","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5247942","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5247942"}}}}}