{"entities":{"Q5706503":{"pageid":7736057,"ns":120,"title":"Item:Q5706503","lastrevid":39832282,"modified":"2025-01-27T18:04:01Z","type":"item","id":"Q5706503","labels":{"en":{"language":"en","value":"Analysis of Financial Time Series"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 2225473"}},"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":"Q5706503$5441A6DA-4665-4BB8-B289-A4254A8837F5","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"4af8967b77259efcf48881a72d014aa8908dc79a","datavalue":{"value":{"text":"Analysis of Financial Time Series","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5706503$B7EC2DD0-6F80-4BE9-965F-75D4885B683C","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"cd44cd523a591120adc3feb2448e1fa4019aba4e","datavalue":{"value":"1086.91054","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5706503$31B3EEF6-B083-4A89-B021-71BEE404075A","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"049c8380eab87586a744b6df85aa865c559445b0","datavalue":{"value":"10.1002/0471746193","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5706503$004B3133-E117-4C51-BC8B-AB81D6BB05E3","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"36f536acded597f313799fa781dd888a4fe0b6a9","datavalue":{"value":{"entity-type":"item","numeric-id":205407,"id":"Q205407"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5706503$EE07877A-990C-4020-A36C-3A00E31BCD4F","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"87d38fbf1ccee27cd91ca485fcabe7d96ee76be4","datavalue":{"value":{"entity-type":"item","numeric-id":2707028,"id":"Q2707028"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5706503$F86167F7-099B-495A-9A10-89E7CEF1CD1A","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"d6caaa16ec57e4bb5caaf730cdf7928d5600fc3c","datavalue":{"value":{"time":"+2005-11-07T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5706503$8B89B926-CEF1-40D6-A0E9-4F7F033A2847","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"325e035d1812352c3a83010cdc35176514b19a00","datavalue":{"value":"91B84","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5706503$8A82FACD-9BB5-437F-98E8-3B36380CEC37","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"7b600a0bd525a05fa571487b461fe5ba90ad6e5d","datavalue":{"value":"91B28","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5706503$AA8B308E-13C8-4CBB-8326-0B3CF641D702","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"8daa5ad7fe7bd0ab90085b487d5d211e40c7ee71","datavalue":{"value":"91-01","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5706503$4DF54781-3378-4629-8252-90AEEC831CA5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5706503$94E1538C-8466-490F-A6E4-9CD3FFBBC1DE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"6e419163fd9b5f210c8c0c28cdb07c2197a2bcac","datavalue":{"value":"91B26","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5706503$A7BFF19D-5960-4546-9DB5-690262EDE8B3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e54dfc2ecddf296ea542bd5ed5f10672d6b15158","datavalue":{"value":"91B30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5706503$B946CBCA-90FE-41A0-994B-AC4661511622","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"717fb9ff5c255c0ece2b8d0edc2485c67757bb67","datavalue":{"value":"2225473","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5706503$F987E11E-BEA6-4FC2-8827-4D351E7CA302","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e84328658be17bb17757cbce2b64bf7f4f116bf9","datavalue":{"value":"Time series","type":"string"},"datatype":"string"},"type":"statement","id":"Q5706503$E0EA1E11-C8E2-486B-86AD-ABEFDA961799","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"36b80a64075de0f0e26d8d713e84a892e5c56046","datavalue":{"value":"Finance","type":"string"},"datatype":"string"},"type":"statement","id":"Q5706503$14988E6B-55D1-49D0-A963-9FA6D259E82D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1d4f64867e6ed60c38d2ab25a1ab9a07c3056581","datavalue":{"value":"Var, VARMA","type":"string"},"datatype":"string"},"type":"statement","id":"Q5706503$16333FFE-31D9-4A92-8651-A684947CB087","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"17e902fd26422fe071299763f7e2d70d69219cd6","datavalue":{"value":"Options","type":"string"},"datatype":"string"},"type":"statement","id":"Q5706503$5FE12A5C-894D-416C-AC49-EEA19977FE0F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b4e149a3dcb6f27fbc2b613c9370fc0803eb30a6","datavalue":{"value":"Difusion","type":"string"},"datatype":"string"},"type":"statement","id":"Q5706503$06365335-9AB8-429D-9618-67BD9EF561F4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"46a0252b275b5eabaf67052933ee61622380a9cc","datavalue":{"value":"Extreme value","type":"string"},"datatype":"string"},"type":"statement","id":"Q5706503$99F00EC5-209B-48F7-953D-95EE01CDECF3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c34f157ea40f4dbfb9fb7466cfb2f0a2392e4150","datavalue":{"value":"Multiple assets","type":"string"},"datatype":"string"},"type":"statement","id":"Q5706503$694849E9-A910-42B5-9EB1-30FB75C51C94","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c0bb3d57b23e7490439523ff30e85aece5359635","datavalue":{"value":"Heavy tailed distribution","type":"string"},"datatype":"string"},"type":"statement","id":"Q5706503$4212624B-206C-43E9-BDF9-9637EA555AA0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"cd3bc794df656aea683e1456bdb66cdcdc3eac62","datavalue":{"value":"Co-integration","type":"string"},"datatype":"string"},"type":"statement","id":"Q5706503$D67D9996-8850-4825-8E28-91B649929D3E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"270fbdb0659a5b5b7f6dcf868515201470fdef0c","datavalue":{"value":"Volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q5706503$95DD5F5A-6995-4020-87ED-AA5165BEB6B2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8a374883a0559388423da4bd83c42d75836d02e0","datavalue":{"value":"MCMC","type":"string"},"datatype":"string"},"type":"statement","id":"Q5706503$F7F87C6C-7894-4612-A775-2617162A9569","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"934520ec1a595b7a23a50404cfa37515acfa6feb","datavalue":{"value":"Financial factor model","type":"string"},"datatype":"string"},"type":"statement","id":"Q5706503$60416322-8316-4E27-8EA8-0117295D345C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"406bcfcd1d43d35869d503a03417a4610c96395b","datavalue":{"value":"Portfolio analysis","type":"string"},"datatype":"string"},"type":"statement","id":"Q5706503$ACD5B6BE-08B3-4220-8924-A548D8ACDBC9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"892b8f6e94d69de5fe79e35174ac1294ce4d29ea","datavalue":{"value":"Kalman filter","type":"string"},"datatype":"string"},"type":"statement","id":"Q5706503$A49FC847-22D9-48B4-A96C-101F61672698","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"7e45fadb8c360bdef8c391ebfb924e811c0a2f8a","datavalue":{"value":{"entity-type":"item","numeric-id":15430,"id":"Q15430"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5706503$5837E093-203D-4E66-8A5A-983FB2DC6F2C","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":"Q5706503$6968806E-06EE-4CD0-A56E-C5C76194E608","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"80e25344009516482a4ee124bf98db26445b55fb","datavalue":{"value":"https://doi.org/10.1002/0471746193","type":"string"},"datatype":"url"},"type":"statement","id":"Q5706503$8C957721-BDB6-4BA6-9B3A-98A781A21D42","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"e3bccc03dcafa6375105df035c23445bf5f294ad","datavalue":{"value":"W2489540272","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5706503$7B83A884-91EC-438F-AAFA-8A63F663425A","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"cb061206b27b42530076127429bd7bba4094c18b","datavalue":{"value":{"entity-type":"item","numeric-id":4429917,"id":"Q4429917"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0f8fefd2d8ab3e9bc19b8b360591e2347208c68f","datavalue":{"value":{"amount":"+0.90744853","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5706503$A56C523C-BC3F-4F35-980D-E47EA215E116","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"86cc445ba0fa22315eb0ca7c0ae68dfad5fe53b1","datavalue":{"value":{"entity-type":"item","numeric-id":5504260,"id":"Q5504260"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e8aa2ea45efc06691be0ec2842244209b41031bd","datavalue":{"value":{"amount":"+0.8873362","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5706503$BBCC79EB-64B3-433D-8C68-6C9D3FFE3938","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"be6da7e9b6cbaed777c8e2fb0f2b969f58721140","datavalue":{"value":{"entity-type":"item","numeric-id":4779802,"id":"Q4779802"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"27e4e10245016607884a52ca7d6083b1a54fab01","datavalue":{"value":{"amount":"+0.8822212","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5706503$1FBAB5FD-0BAE-4ADF-AE1D-DB1ED9D739F8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a6ab0258a0911a5bae95739548ee10c0c0739f93","datavalue":{"value":{"entity-type":"item","numeric-id":3583112,"id":"Q3583112"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"56ebc75403b97f5fbeef30c1cf43213783ecd5c4","datavalue":{"value":{"amount":"+0.8813222","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5706503$2A180895-8432-4D22-B5F8-CDA25C399D2D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b5344dfe9e2eaf821d5f3a679c1db635a26f333f","datavalue":{"value":{"entity-type":"item","numeric-id":4606998,"id":"Q4606998"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"59090a24e59a4720e34f64c5e4ea4341fab286df","datavalue":{"value":{"amount":"+0.8727552","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5706503$FC02CB39-091A-49E9-B196-9880FA8F10A8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"761ec6ea0d48f49b612866a00ea32d1560741522","datavalue":{"value":{"entity-type":"item","numeric-id":3433875,"id":"Q3433875"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9804a507f134d572a3f4b53120cc93beb1332496","datavalue":{"value":{"amount":"+0.8724979","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5706503$2961405F-49BD-4CDD-989F-A1709F565B2A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bec1dbeb5cc568c79f15c29a54c6b6a75be0eca0","datavalue":{"value":{"entity-type":"item","numeric-id":4631569,"id":"Q4631569"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"28e96fa852ff66f10ffe185eb809a8bec024b932","datavalue":{"value":{"amount":"+0.87032294","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5706503$1301E487-4471-498C-B8EA-1FC0676867B7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"705e80b8fe4ae51ac82fa3dd2c50a8d787765119","datavalue":{"value":{"entity-type":"item","numeric-id":5163783,"id":"Q5163783"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"80e0a4f665f7f1c8e190017d02c8725624fac3fd","datavalue":{"value":{"amount":"+0.86556333","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5706503$5EC78723-76AC-42D3-AF2D-6BF4CBF8D912","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b898c18d700499afd90a5f2c48c1c6b9f438c48b","datavalue":{"value":{"entity-type":"item","numeric-id":4230831,"id":"Q4230831"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b7b2eafd614d9118014cec67dfa4101e68b274b0","datavalue":{"value":{"amount":"+0.86489654","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5706503$6D5F1143-26DE-40A3-9F3B-2999F7F2A429","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f674b6d79f8226ff456949050bc9090818b75292","datavalue":{"value":{"entity-type":"item","numeric-id":4781200,"id":"Q4781200"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"89ca70e9c1816d9515a56f26268519e490af511a","datavalue":{"value":{"amount":"+0.8625735","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5706503$1DDB5A92-8033-458F-AE72-74059711837D","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5706503","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5706503"}}}}}