{"entities":{"Q5947894":{"pageid":8124696,"ns":120,"title":"Item:Q5947894","lastrevid":58626597,"modified":"2026-04-06T01:54:48Z","type":"item","id":"Q5947894","labels":{"en":{"language":"en","value":"Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1666260"}},"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":"Q5947894$E6C4C930-587C-42C2-A3A3-CF09A404E6E2","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"bd461d563eb4017e48876d6d96c098de6b227b31","datavalue":{"value":{"text":"Evaluating the RiskMetrics methodology in measuring volatility and Value-at-Risk in financial markets","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5947894$76E52628-2908-471A-AFAF-2983D0AF9697","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"71db7e958f0ce7d57245a0842596590274d4fa1f","datavalue":{"value":"0974.91031","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5947894$CC9DEC1E-BAB6-49E2-B9A2-C6CC8FBBDDE7","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"6e2a490416681bddbb918be742b3d23632ca8e02","datavalue":{"value":"10.1016/S0378-4371(01)00310-7","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5947894$163FD81D-8B5F-45AF-A7D6-18408231F9EB","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"4257f3a0656c2bda97b08da87db542799594a2d0","datavalue":{"value":{"entity-type":"item","numeric-id":212822,"id":"Q212822"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5947894$B53550DA-EF00-44F4-B710-68FDCF659DF3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"790b1cb97c38f0d6304514ee1fde66e77daf0b29","datavalue":{"value":{"entity-type":"item","numeric-id":212823,"id":"Q212823"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5947894$DCB5F5CF-A521-4AA5-BEE0-4017B718FF70","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"b65078c747436749e6b1eb1d325c917cb6bae583","datavalue":{"value":{"entity-type":"item","numeric-id":179396,"id":"Q179396"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5947894$0C30E841-354A-4508-84EE-F2A6C2BF5E82","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"9c942329286f61912919b34bd0734f5ee78c9108","datavalue":{"value":{"time":"+2001-10-23T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5947894$CB042069-0569-4D3E-BD18-F91B48A621B3","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"2024f01d65f6c422bdc73dfb29f7eb543ab8d0c2","datavalue":{"value":"https://arxiv.org/abs/cond-mat/0103107","type":"string"},"datatype":"url"},"type":"statement","id":"Q5947894$686A6F1A-4339-43EE-A22E-4B0CE30F52D6","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e54dfc2ecddf296ea542bd5ed5f10672d6b15158","datavalue":{"value":"91B30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5947894$1908F523-4E04-4E76-8827-01B7FA0B77D7","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"fe34eacde349d64a5a173fb991976d22c09d1e53","datavalue":{"value":"1666260","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5947894$9108F375-BC76-453B-8FCF-19815810024E","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3ab4fc6dc834820c029ecff3d8ae419dbe9e2926","datavalue":{"value":"distribution function","type":"string"},"datatype":"string"},"type":"statement","id":"Q5947894$32CE0D3C-F6C1-4CB0-90D2-427C8ADD41C6","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5947894$C148930E-C92A-4615-8921-5E93E564F12F","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d796eb451ef8de392c8fed3bf31cd1191c60c29","datavalue":{"value":{"entity-type":"item","numeric-id":1185106,"id":"Q1185106"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5947894$19A9AC85-B519-4951-8C54-1A452B8224D0","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b858036b146db563d9d021c41b32be03a4aea39d","datavalue":{"value":{"entity-type":"item","numeric-id":4431289,"id":"Q4431289"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7be98d4e9fd3aeaa66075c16cc74dee8212774f3","datavalue":{"value":{"amount":"+0.7840933203697205","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":"Q5947894$7C78A420-5E77-4B3A-A149-C51BC332679A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"726f9ec50e64d1829aa4dbcd1fe14cfd5fdd1145","datavalue":{"value":{"entity-type":"item","numeric-id":3385131,"id":"Q3385131"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9a8c792bf15c3dfd6814fed7d13b47cf86e4d0ae","datavalue":{"value":{"amount":"+0.7613784670829773","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":"Q5947894$15FD248C-0A01-4443-8585-7BB70644A5FC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c6681267c2b0d1aac2dead283c516b407f822db8","datavalue":{"value":{"entity-type":"item","numeric-id":5398619,"id":"Q5398619"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7e426c529f6b49d91f5fe7c4a04d65c618139fb0","datavalue":{"value":{"amount":"+0.7601667046546936","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5947894$C034DD71-D22B-457A-BCBA-8140C1D7632C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4711cb4756da26d35d0834c1cd89c3f1821f4bbf","datavalue":{"value":{"entity-type":"item","numeric-id":3579797,"id":"Q3579797"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"071e38e1bf415c3873e9acbc4fad8663c91cf5d0","datavalue":{"value":{"amount":"+0.7428660988807678","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":"Q5947894$B0AA15E2-9534-4336-8569-98824709048B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"baefe7621fd83fe728b62d0eb0ce733c2dffb1d7","datavalue":{"value":{"entity-type":"item","numeric-id":310964,"id":"Q310964"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8390942a8e19cee7b93fe4c339cf1b3e31d8eb2f","datavalue":{"value":{"amount":"+0.7359178066253662","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5947894$E7299440-526E-43BB-83EF-508164D37374","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5947894","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5947894"}}}}}