{"entities":{"Q5867418":{"pageid":7896969,"ns":120,"title":"Item:Q5867418","lastrevid":58617789,"modified":"2026-04-06T00:57:56Z","type":"item","id":"Q5867418","labels":{"en":{"language":"en","value":"Are multi-factor Gaussian term structure models still useful? An empirical analysis on Italian BTPs"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7584521"}},"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":"Q5867418$CE8F91A3-E1D7-4BC7-BEF8-648910C1E2AC","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"0061650bf6ad287731745ca3ff2fae7842009545","datavalue":{"value":{"text":"Are multi-factor Gaussian term structure models still useful? An empirical analysis on Italian BTPs","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5867418$21B183A0-C649-47B2-A8C3-AC5A264703A8","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"eb898f764c04418d5f7e7bf9908f6fc5d485b545","datavalue":{"value":"1497.91315","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5867418$A153FED5-B607-41AD-B134-356C238E23BE","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"28730fa0ea6c83481c565bae070376222e73e4e5","datavalue":{"value":"10.1080/03610918.2020.1721540","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5867418$4A48262F-329C-4B43-93CC-006AE63B00EC","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"1ae4db6f87972b5604d2dc1167fed07eb2ffe242","datavalue":{"value":{"entity-type":"item","numeric-id":257655,"id":"Q257655"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5867418$F29BC3AC-1F0E-4B52-983F-B2B7A2BFB466","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"1c797c26cdde3aad40e9314d3feb54ffdc057831","datavalue":{"value":{"time":"+2022-09-14T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5867418$239A3EC0-038C-4BA6-ABAC-F9C33D09B659","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"4654d1cb12e18a0bc1047d295fd6a5d598184d7f","datavalue":{"value":"https://arxiv.org/abs/1805.09996","type":"string"},"datatype":"url"},"type":"statement","id":"Q5867418$0B262B2C-C167-4E95-9F43-C5485B9E1318","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"430bfe9f518c2ca34636300d2eb2688c66c08e36","datavalue":{"value":"91G30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5867418$67C45E58-99A8-4AA7-A873-67F8F6B91C7A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5867418$7050D70C-D47C-4EF0-89B2-038575829228","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"b19edc8cffc8ab96eb0d8abff507f3a248ebe1d5","datavalue":{"value":"7584521","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5867418$63982A6E-913C-41AC-8731-61761352B0D0","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2d9e2bd29ad8d1880896fd38e8ab43b1b15dd94a","datavalue":{"value":"Cox-Ingersoll-Ross processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q5867418$360D8088-FB38-4683-BD4E-45D03BCA258A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a7441c1382e3c94ce5a367d79b949522693ec521","datavalue":{"value":"Gaussian Ornstein-Uhlenbeck processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q5867418$18C95ABA-0583-471C-9835-CF202E701B57","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"facc22b7daca875208a7fcfd8cd110d5680950df","datavalue":{"value":"bond pricing","type":"string"},"datatype":"string"},"type":"statement","id":"Q5867418$3E9ED42D-2328-4F92-91C4-7A9732435FD3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"892b8f6e94d69de5fe79e35174ac1294ce4d29ea","datavalue":{"value":"Kalman filter","type":"string"},"datatype":"string"},"type":"statement","id":"Q5867418$449EA3ED-314E-4C06-912B-E744D7AA5D69","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"003ccbf26f87cc11c98af668cdc39237d404a52a","datavalue":{"value":"maximum likelihood estimation","type":"string"},"datatype":"string"},"type":"statement","id":"Q5867418$2C9FE41C-826E-4F04-9C54-61E5620D1B14","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"84a88b421280b34f481da3439bc42bedb8032702","datavalue":{"value":"nonlinear optimization","type":"string"},"datatype":"string"},"type":"statement","id":"Q5867418$1EF6FED9-15B2-4E54-BEC0-8C4D2A1FE2C1","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"1d91d8da25ae340e77a5d07e97756c3c35675b25","datavalue":{"value":{"entity-type":"item","numeric-id":17825,"id":"Q17825"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5867418$2B383D51-6833-427D-9F95-C2BDCF5015CE","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":"Q5867418$8A09414B-C1AF-47FC-A7DB-C1EFBB19B0BD","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"51fb74d2b43690800c39187991cb5dc8c8d4666e","datavalue":{"value":"W3004406396","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5867418$3B61EDD7-1827-4137-A8D1-38E0C992B0D3","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"cf48ad84a3a96ad94d2b0391cc753245333fce50","datavalue":{"value":{"entity-type":"item","numeric-id":1410572,"id":"Q1410572"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5867418$9D596A75-D9EA-426D-AB00-D79EC7A04686","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8101680af0939c2996eb91403a4d1a0ba8de7bab","datavalue":{"value":{"entity-type":"item","numeric-id":1927110,"id":"Q1927110"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5867418$34070B35-C0AD-49F9-8123-3E9CC70E597F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"846b29fb1f7e2d7862411bda1aea9b5e69fe1c54","datavalue":{"value":{"entity-type":"item","numeric-id":855091,"id":"Q855091"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5867418$1C5A5868-E02B-4053-B3C0-CB3D8352A261","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"efc4b63cebf0765738bb7c4c87a82180c9d30d10","datavalue":{"value":{"entity-type":"item","numeric-id":2856469,"id":"Q2856469"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5867418$C482295B-764B-4C47-87CB-C900898BB1AC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"744736913fe774d7146c0679f83edd9d1ce449a3","datavalue":{"value":{"entity-type":"item","numeric-id":2378387,"id":"Q2378387"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5867418$2C16C94E-527A-481E-9EB7-9C14D5AAC055","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a78192415dafb5f296cb3a652688c9e74ee51da1","datavalue":{"value":{"entity-type":"item","numeric-id":819974,"id":"Q819974"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5867418$5B90BD61-52A7-43ED-8B95-AD65FB7E1B64","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"002d43f74cd0c8526449cad2863ecea2eeb99c8e","datavalue":{"value":{"entity-type":"item","numeric-id":928499,"id":"Q928499"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5867418$2439A0F0-917F-49E8-BDA8-D2568585255C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"987d63b7eb9c8f7ad30e130826b28fcda0c094cb","datavalue":{"value":{"entity-type":"item","numeric-id":2464244,"id":"Q2464244"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5867418$A2290DB1-2280-4BE4-B22E-91E1130AD48E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ae8350b1c737210305ab9148a816f39fab59a64b","datavalue":{"value":{"entity-type":"item","numeric-id":5432553,"id":"Q5432553"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5867418$0FF45756-F880-48AA-BE9E-CE2E3B83173D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3d0a90b6c2e837982a9992bfd20b97fd125f3c96","datavalue":{"value":{"entity-type":"item","numeric-id":957220,"id":"Q957220"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5867418$DC924A66-F26F-4DC9-BD3A-997D3211B125","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"33579f750c27ac9a69066c03bc052503069eb5c3","datavalue":{"value":{"entity-type":"item","numeric-id":629040,"id":"Q629040"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5867418$9E264C5D-9D5E-45C6-9208-51A4E6817598","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ce11304921a8c7655bf25f4078a20a0b3aa469af","datavalue":{"value":{"entity-type":"item","numeric-id":3184722,"id":"Q3184722"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5867418$48FE92EF-9B49-4220-871D-853B609B487C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"67e1aa3c13ee2e7c920cd5654c25982ae972a345","datavalue":{"value":{"entity-type":"item","numeric-id":2874728,"id":"Q2874728"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5867418$213BD666-28A7-4365-8AE2-88A5F574D843","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a43e1916a7d4ee54429727bfc1d3653e022ad617","datavalue":{"value":{"entity-type":"item","numeric-id":2855741,"id":"Q2855741"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5867418$A44E360C-BC56-4952-9AB3-9ECFBB98BF0C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0cbb65187a5d6a2f9aa0238ba5e361b71d2a2f62","datavalue":{"value":{"entity-type":"item","numeric-id":5363838,"id":"Q5363838"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5867418$1CA68DB7-0D22-4252-A1F2-462C97B4CB7D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c7506705fec78d0df5959d1dd63b918a81bac243","datavalue":{"value":{"entity-type":"item","numeric-id":444331,"id":"Q444331"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5867418$00FBE2B2-D4FC-4116-A20E-8C9D139ED36D","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"b292d27fe44d86af96305cb7ef95f30865067431","datavalue":{"value":{"entity-type":"item","numeric-id":6544926,"id":"Q6544926"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5867418$12BEF424-B739-43F7-9E35-080C641FDC7E","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5f66a147b1c490be29456c0a7630240450f94a99","datavalue":{"value":{"entity-type":"item","numeric-id":1415421,"id":"Q1415421"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"dfef8e479b4d0834fcfafb4b24e183a1e5b7c99b","datavalue":{"value":{"amount":"+0.7416604161262512","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":"Q5867418$3A9F0A8B-4768-4A61-BDDE-B19D9A2938C1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4c6d41f620d426043554f6a1cc10bbeb9c8ac1a6","datavalue":{"value":{"entity-type":"item","numeric-id":1000460,"id":"Q1000460"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0f5dc971c4323a0785eeebda542328790037e0b2","datavalue":{"value":{"amount":"+0.7403006553649902","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":"Q5867418$3C015D18-B1D7-4B81-A100-1B1C8AC19E51","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"42c8c470e9fcfacf2ad9ac9cc5660fccff20d33d","datavalue":{"value":{"entity-type":"item","numeric-id":4887229,"id":"Q4887229"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bf7e9184108a950799297ff1b3b1892191e1b07e","datavalue":{"value":{"amount":"+0.7325955629348755","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":"Q5867418$8B2F0441-3C49-4493-A25F-2704546BC8BB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b68334da4fa0f523c300d8021e512d35bb676000","datavalue":{"value":{"entity-type":"item","numeric-id":4698075,"id":"Q4698075"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"133bb8935c3b299dc73274c6cdbe683abf6e82e8","datavalue":{"value":{"amount":"+0.7289097905158997","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":"Q5867418$186E173A-A4A7-43F6-AF5D-719F943EBB40","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"76e9ae4530b2e526f017e7a7a44e0e81d35f0fbe","datavalue":{"value":{"entity-type":"item","numeric-id":5718217,"id":"Q5718217"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b69274a6d2b4535e2ebebbf470d052254d91c1ce","datavalue":{"value":{"amount":"+0.7284572124481201","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":"Q5867418$73C96242-4B7C-42C5-9201-4F95422926DE","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5867418","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5867418"}}}}}