{"entities":{"Q5864510":{"pageid":7894061,"ns":120,"title":"Item:Q5864510","lastrevid":54333704,"modified":"2026-01-26T16:00:34Z","type":"item","id":"Q5864510","labels":{"en":{"language":"en","value":"Lassoing the HAR model: a model selection perspective on realized volatility dynamics"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7537960"}},"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":"Q5864510$01440FF8-63A5-4B2B-927C-C18401A0FC19","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"fd55d07850d36188e026a14dded33892e4d1eca9","datavalue":{"value":{"text":"Lassoing the HAR Model: A Model Selection Perspective on Realized Volatility Dynamics","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5864510$3245E436-37CA-41B9-9CD8-DA9C826CDE02","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"957622fdff16a04811229329801421248711ccfe","datavalue":{"value":"1491.62149","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5864510$970FA6A0-CE27-4E4B-A18E-1931B8FEE1E3","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"02d1be128746544ef4c171dceebffc0587ded766","datavalue":{"value":"10.1080/07474938.2015.1092801","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5864510$410A357E-0D45-4766-91FF-EBF73CFBAF01","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"65f01a132b0d058647ad486ee9160893b9f080ba","datavalue":{"value":{"entity-type":"item","numeric-id":429536,"id":"Q429536"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5864510$BFE1162F-62C7-47A8-AA7B-6C10FFBE4E1F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"0ca10096b200350b97a64bcf7a2ce70ac447d660","datavalue":{"value":{"entity-type":"item","numeric-id":5864509,"id":"Q5864509"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5864510$8CCC8826-BA91-4398-961C-3748236806D7","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"67d59fb4fe5542780d0dd3244fd1ce2f76a6c21e","datavalue":{"value":{"entity-type":"item","numeric-id":71366,"id":"Q71366"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5864510$50BECCB8-2032-4BF6-8C50-151C2B97C57F","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"2ff714c78b8f59c0fb2986e113ff3d9414a44593","datavalue":{"value":{"time":"+2022-06-07T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5864510$99173BF7-382D-4657-B749-22B18B9B4DDA","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"2545940fa09affb7889aa6edfcb4c61bedba8f60","datavalue":{"value":"http://ux-tauri.unisg.ch/RePEc/usg/econwp/EWP-1224.pdf","type":"string"},"datatype":"url"},"type":"statement","id":"Q5864510$61C83F49-6AE9-4FB1-B533-4A691B3FC24E","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5864510$923FD592-0ADD-4938-A216-07B153461D15","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5864510$0DA536C9-F21B-4A93-8E67-7D12099C91F6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"23afbf06f979e808a9283f99202378cf5d9ee2fc","datavalue":{"value":"62J07","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5864510$C45549FC-B962-4F87-8563-E3E22BAD9E1E","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"2c32dd0a1beadc7f3c6647b6d4631623e8b7d0ef","datavalue":{"value":"7537960","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5864510$FDF4C2BC-4B1E-4E05-913F-9C67F257C399","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"02b98deea4414c810482a182366fe9001e6c528a","datavalue":{"value":"heterogeneous autoregressive model","type":"string"},"datatype":"string"},"type":"statement","id":"Q5864510$3A64940D-174F-4087-B4C7-F57562DFFCCF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"681d7fcbc749a5fe61cd41d37ef9c16cf8c0f4e3","datavalue":{"value":"Lasso","type":"string"},"datatype":"string"},"type":"statement","id":"Q5864510$55570CBF-EA9B-4A60-806E-DDFE1D01C7BA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f46144d181639b9063b7f4586f50bbb1b1798bb8","datavalue":{"value":"model selection","type":"string"},"datatype":"string"},"type":"statement","id":"Q5864510$0CA6902E-0B0C-4BC0-84D3-BA40FE2B7A39","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"48810a2720b1929c9ad56b2c16c1e95f8c91967f","datavalue":{"value":"realized volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q5864510$813D70C9-C0EC-4361-8928-66E77D773E03","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"cda13c822d8f03c4d9a61107c1596418b3b51f29","datavalue":{"value":{"entity-type":"item","numeric-id":20169,"id":"Q20169"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5864510$62D07217-6C45-4181-A4E3-448D0F51C49E","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5864510$FC5A0D4B-1CB6-4420-828E-878C813F89BD","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"ee9c52cc50c45c5ffaf4f81c54bf6d3340971c15","datavalue":{"value":"W1823577794","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5864510$A8F59663-8BAA-483B-8B86-0262EE3F7F29","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"1e156eaed790e749c97a96ddc029ec2905705a9e","datavalue":{"value":{"entity-type":"item","numeric-id":4808055,"id":"Q4808055"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5864510$740F9017-5001-462D-9C4D-80742B5A2F2E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"32bb890f81ff188e7dc9471dc3e79228830066b6","datavalue":{"value":{"entity-type":"item","numeric-id":4670770,"id":"Q4670770"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5864510$0D77DC3A-112E-4A25-ADF7-E136CEE249AB","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":"Q5864510$73316132-10F3-413A-8CE6-4841EB86E6C1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e628e9a3446c47dc621db0f234ff8470d1fed02e","datavalue":{"value":{"entity-type":"item","numeric-id":5538617,"id":"Q5538617"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5864510$F6D0FDFB-667E-4EF5-936C-81C2C47F245E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"18f6ecc90fd95aac8a2268393718f7ce97fc28de","datavalue":{"value":{"entity-type":"item","numeric-id":532983,"id":"Q532983"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5864510$F8AA894A-7E78-4EBC-A1DF-3CEEBDAE6B80","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bf7f60c1710a5975a0bf8426a79727c84d9764d1","datavalue":{"value":{"entity-type":"item","numeric-id":5255678,"id":"Q5255678"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5864510$8EB38392-F87A-423B-8E81-955EF39DCCEB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4b4b13dc7e81fec2443e4fd0359aa71adc328fff","datavalue":{"value":{"entity-type":"item","numeric-id":5388714,"id":"Q5388714"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5864510$8E085288-038D-44E4-AF5B-403F5F9D4B22","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"79002feb6cb49ad5900a80b8acdbbfe6f8fffb70","datavalue":{"value":{"entity-type":"item","numeric-id":1050059,"id":"Q1050059"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5864510$93C4C83F-FF6E-40C6-BB63-A4B61D7333C9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2a89c088a8436d69ad333fa6c6be0d5f1d6b5fa5","datavalue":{"value":{"entity-type":"item","numeric-id":1023702,"id":"Q1023702"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5864510$E3C49DCB-C7AE-4722-B1F2-2BFD5E8C2688","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a3d5de1b069924758b3a551ad4ed7f2d8a0aba9c","datavalue":{"value":{"entity-type":"item","numeric-id":4002301,"id":"Q4002301"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5864510$68E68944-3499-4951-8252-A79CED81C67B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ce169bb6bde47d909b9807c39047afbb064f2959","datavalue":{"value":{"entity-type":"item","numeric-id":3539862,"id":"Q3539862"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5864510$2FAEA3A3-D493-419C-9914-E3C4C4C57A7A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b7454791401336ae7c9a9b586dbefd617a692bb7","datavalue":{"value":{"entity-type":"item","numeric-id":631620,"id":"Q631620"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5864510$97F872B1-38D7-4B14-A0D1-34EB20E15D01","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9ac6957306ac1de842f88516cd615036e57cc571","datavalue":{"value":{"entity-type":"item","numeric-id":2255836,"id":"Q2255836"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5864510$75CA81A6-BAD1-4A0E-85B8-856D583E88A8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ee7353b5a23af81ecf6ad191013d317d4d1a0e6a","datavalue":{"value":{"entity-type":"item","numeric-id":737909,"id":"Q737909"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5864510$CBC748DC-B808-4495-970E-7C7E952D0F77","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8793a352725696ee976b244569189d060c2803f2","datavalue":{"value":{"entity-type":"item","numeric-id":4864293,"id":"Q4864293"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5864510$5BC09FBC-DF7E-4DE6-822D-6926FEA1FC78","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"202407c4e69a4df9919311c4dd148a8bd80e5f9f","datavalue":{"value":{"entity-type":"item","numeric-id":2453079,"id":"Q2453079"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5864510$CADDA0B5-4465-4C43-AE30-2D8882DA9E4A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c1a2a7c8969ae8d9669361782f7728159bff37c8","datavalue":{"value":{"entity-type":"item","numeric-id":5087438,"id":"Q5087438"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5864510$3E01D56C-DF89-4140-B70D-3B9AA3380818","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"50b5503f1ba1cdfe1be6fbf84e21070a2c4b84d5","datavalue":{"value":{"entity-type":"item","numeric-id":5754906,"id":"Q5754906"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5864510$4ACE453D-866C-4306-BF05-61F9918168BC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c6712369502bb2d148809c4cc6e039f76fb536f8","datavalue":{"value":{"entity-type":"item","numeric-id":3174050,"id":"Q3174050"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5864510$ACDE4E0B-8568-49D2-A510-305EDB4E7E1A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1dd702dafa89207d24cc3967d8e8d1c0a6637425","datavalue":{"value":{"entity-type":"item","numeric-id":147375,"id":"Q147375"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5864510$90BD4313-939A-4194-B0AD-AC124C90C3A4","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e1852d92d5bd5f1ac89332c97eef29134e286142","datavalue":{"value":{"entity-type":"item","numeric-id":530371,"id":"Q530371"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"54b1223abe5b5e9d3383b063fb8bcfd08b4b4f0f","datavalue":{"value":{"amount":"+0.7876459360122681","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":"Q5864510$2A1B4509-F1F7-48BB-855D-1216E377DF41","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f4b3d21ac0f63eb21a729f738f11166ed1f32983","datavalue":{"value":{"entity-type":"item","numeric-id":5226150,"id":"Q5226150"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"90d1ce55a04650b95a973b9511f31d2e1d4dbcbc","datavalue":{"value":{"amount":"+0.7843255400657654","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5864510$BAED7865-09EF-44B3-8041-0986CF5B1F51","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d978970cf644b4b743499bbf23aae3d11e0b5a4d","datavalue":{"value":{"entity-type":"item","numeric-id":4624777,"id":"Q4624777"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"df5bcdb4abc156203ef78200fc52523ce9fc7963","datavalue":{"value":{"amount":"+0.771196186542511","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":"Q5864510$79B475D7-152E-4BE7-8C8A-6E79CA8AA967","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"52bc5b6502ee3fb6f0a53d9bb2cd6ec2858fd814","datavalue":{"value":{"entity-type":"item","numeric-id":1622112,"id":"Q1622112"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3d534cb11a43d46c93962a23089965cb7f191bee","datavalue":{"value":{"amount":"+0.766007661819458","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":"Q5864510$6D94D9AC-C2AA-4D03-B24E-7DA84176ECBD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8ed468e246d9e9edaad5f951bc4617e413643faf","datavalue":{"value":{"entity-type":"item","numeric-id":4563388,"id":"Q4563388"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b4f8ae175f9e74d09f5865e516e2b72c7a2fc0ff","datavalue":{"value":{"amount":"+0.7654239535331726","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5864510$CA30E9AE-50A1-48C9-B936-E49D84492DCB","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5864510","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5864510"}}}}}