{"entities":{"Q5392691":{"pageid":7422265,"ns":120,"title":"Item:Q5392691","lastrevid":51227231,"modified":"2026-01-17T08:25:04Z","type":"item","id":"Q5392691","labels":{"en":{"language":"en","value":"A general multivariate threshold GARCH model with dynamic conditional correlations"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5877705"}},"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":"Q5392691$95202541-E13C-4452-8DBC-74E16A2EA5D3","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"2320c623257d64e93715b56d7c9d7ec0a70c31fb","datavalue":{"value":{"text":"A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5392691$4E2111F7-25F3-4E6D-8D2E-FF507442A063","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"b589da15df9dfa3339674c5175347833b96e6751","datavalue":{"value":"1214.62090","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5392691$F0AB1C94-ECC5-4BEC-A9AD-AE4FF5447BF2","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"65f01a132b0d058647ad486ee9160893b9f080ba","datavalue":{"value":{"entity-type":"item","numeric-id":429536,"id":"Q429536"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5392691$EAB0A57D-BE07-4745-A458-4687AB2A1079","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"d76009e9d07a9abfc782529f48b31254dcda8428","datavalue":{"value":{"entity-type":"item","numeric-id":174846,"id":"Q174846"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5392691$461E2C0E-9FAA-4A59-B8A6-D27149E50D60","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"3d8a52c1a984706ea8204dd61dbd45fd818740ea","datavalue":{"value":{"time":"+2011-04-13T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5392691$D2AFC58C-2A5E-4408-8341-B5FB142830A9","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"28d82b29290afa59b50755ab9fc12238a5fd81e3","datavalue":{"value":"http://doc.rero.ch/record/21152/files/trojani_JBES_2011.pdf","type":"string"},"datatype":"url"},"type":"statement","id":"Q5392691$43264D94-29AC-43F6-92D2-509790F69090","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5392691$147CF8C7-AA0A-44C5-A7B9-6D7742629770","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"793e07fc7774d64d96d1288dd2fd18143d8cfb3c","datavalue":{"value":"62H12","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5392691$FCBD2611-E710-4347-90B1-FDCE216D5A31","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5392691$45E40E64-EBF6-4818-8761-9478CB2BD639","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"0ebd82111c2c38f0d7f43ce785734cdc28b2f746","datavalue":{"value":"5877705","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5392691$2A21C546-BC30-49DC-B438-05BA063D2039","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f592e9569b57525245f3def8804274519ac62225","datavalue":{"value":"dynamic conditional correlations","type":"string"},"datatype":"string"},"type":"statement","id":"Q5392691$417AF876-79FF-4591-B97D-FC99C33F9490","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b1300dc81c9a31aa6a60ad2dd072e0cba81c623b","datavalue":{"value":"multivariate GARCH models","type":"string"},"datatype":"string"},"type":"statement","id":"Q5392691$43C2B8A4-DF05-44DE-8649-D6A0BCDB50C9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"74f41bda1e570d53ac377d37cd550bc83ee64ff8","datavalue":{"value":"tree-structured GARCH models","type":"string"},"datatype":"string"},"type":"statement","id":"Q5392691$EFBD4D13-F1C7-409B-9367-3241A29F20A7","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":"Q5392691$081BDDDC-2ACE-435E-92F2-24123D59F6DC","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"21fc8036af5101ed5196461cc7b0a999d0ae8297","datavalue":{"value":"W2063583831","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5392691$DA3720CA-2C70-46D4-93BD-137A16D3BF73","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"799881f380f98422d0ab08b3382b934c3bf2a86d","datavalue":{"value":"10.1198/JBES.2010.08117","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5392691$69A8EA03-F160-4CA7-A682-2306B259A81B","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"13b1bbb0e00653574c847a629e0c0bf6e7fd2770","datavalue":{"value":{"entity-type":"item","numeric-id":6586877,"id":"Q6586877"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5392691$C19E169D-8130-4C71-9364-9C9E104D397B","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9ce367c99aaf1a5ab37df2d347914f6f2015fa83","datavalue":{"value":{"entity-type":"item","numeric-id":3404109,"id":"Q3404109"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"25be71160f03472e44f68b1288ef1295acdb76b8","datavalue":{"value":{"amount":"+0.8638432621955872","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":"Q5392691$A1FDAAF6-684D-42D5-BEC3-1883960F12ED","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"56e9d9eab7614f2512ec92448f46c214650899bb","datavalue":{"value":{"entity-type":"item","numeric-id":4900923,"id":"Q4900923"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d46e97cc7bec5917c003db0cd7bd031d9f0f2ccc","datavalue":{"value":{"amount":"+0.8421800136566162","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5392691$F8AF5DE5-93C2-4C32-B086-B4F0658637EF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"adffcc61ca95d718b32972a37bcabf37678f791b","datavalue":{"value":{"entity-type":"item","numeric-id":2630121,"id":"Q2630121"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b9270a1115976af799360140724efeed7cffb818","datavalue":{"value":{"amount":"+0.8402100801467896","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":"Q5392691$9A996606-6F77-4AF8-AD97-CB9C8D20288A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1dee4f6430a3a5fd50b18cf896d597ae73d200dc","datavalue":{"value":{"entity-type":"item","numeric-id":5166728,"id":"Q5166728"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bfef82ce68ce8ce6359af7d475c88fc8c290e678","datavalue":{"value":{"amount":"+0.8335316181182861","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":"Q5392691$5E9E3D1C-30A1-498A-8C88-C99A7E23629E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"641a09d6f69e222ae50acc089dcedb6f5c16ffd4","datavalue":{"value":{"entity-type":"item","numeric-id":960327,"id":"Q960327"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4a27d061f398ec74c43c02d0339d02d3ada322c6","datavalue":{"value":{"amount":"+0.8317305445671082","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":"Q5392691$1935452A-00DE-4FD1-B6DE-D9047D3C965C","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5392691","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5392691"}}}}}