{"entities":{"Q6153065":{"pageid":13287412,"ns":120,"title":"Item:Q6153065","lastrevid":55580905,"modified":"2026-02-17T19:11:13Z","type":"item","id":"Q6153065","labels":{"en":{"language":"en","value":"Forecasting Stock Return Volatility Using the Realized Garch Model and an Artificial Neural Network"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7804265"}},"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":"Q6153065$58BE9EE7-985C-4C65-B51C-866BFE426A13","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"d759fc4c43a12ed1ba5aff8f885b85e031670596","datavalue":{"value":{"text":"Forecasting Stock Return Volatility Using the Realized Garch Model and an Artificial Neural Network","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q6153065$6FAD1E11-3878-4439-948D-9EAA0DB7340A","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"c637f155f13efcff039db0d71ff5a20b5f01df00","datavalue":{"value":"1530.62031","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6153065$42BB15A1-AD37-4957-99BE-550A1AB63A1E","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"ac7d7d5b036bad1016c336d9297cff932d918c6d","datavalue":{"value":{"entity-type":"item","numeric-id":6153063,"id":"Q6153063"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6153065$E7D89AF9-576C-4C1F-98D3-2DD21D720E88","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"a17dbd9820e4f2a76310158a533ac7d90ea758fb","datavalue":{"value":{"entity-type":"item","numeric-id":984230,"id":"Q984230"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6153065$9B119059-D836-48F9-B509-AA7738790BDF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"64010743990753fb439eb14b0841f10688bea6a8","datavalue":{"value":{"entity-type":"item","numeric-id":504093,"id":"Q504093"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6153065$3F4034AB-70BD-4383-860A-6A9E11A1A901","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"2757a12cf24c96ead5cf21152c7979a084ce1180","datavalue":{"value":{"entity-type":"item","numeric-id":6153064,"id":"Q6153064"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6153065$98DD2E33-5F41-440B-89FC-0A3302AE7EAE","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"7f758f20905d46aeaa9487428869c0af8359f53d","datavalue":{"value":{"entity-type":"item","numeric-id":2792028,"id":"Q2792028"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6153065$3C950880-BE26-4F87-B873-E5FD3F017CB9","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"a2abacca2785e0f856eeb85daaaa1e38f0cc185f","datavalue":{"value":{"time":"+2024-02-13T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q6153065$98ACB0F0-415C-43A8-836D-F7B01FEAE886","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"42404d19c7837ad9809907386c9807fd11b2be96","datavalue":{"value":"http://mathnet.ru/eng/vyuru700","type":"string"},"datatype":"url"},"type":"statement","id":"Q6153065$621D90E3-1768-4C65-8067-AC2AEA58A922","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6153065$DC5E6C7F-44DE-4DB6-A20F-66392FA07C8C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6153065$D9AC1E02-0651-42D0-8E44-FA7151B27543","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"da09a36b3cd55a8c4008bfc1571e995d63777860","datavalue":{"value":"62M20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6153065$C29A4E8E-D9C1-49AA-A26D-8220744C2596","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"f3be836b9b7ef2fd5763308584af4a56d6e109af","datavalue":{"value":"62M45","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6153065$990B1A14-31C3-456F-A733-4797BE1DBD7E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"86ef24f5c9e2aac48660aa2e36054c8246d3fc97","datavalue":{"value":"68T07","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6153065$34146FF4-21D6-43FC-A993-E59BE2140142","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"77e1fcfef5c3498b79f91f5b2bfbbd9ab67eb654","datavalue":{"value":"7804265","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6153065$C29B98D5-E3D9-4D22-985F-519FA16364F0","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"34ce13e9a537b18b981ecd0dc2fe27fae924aee9","datavalue":{"value":"volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q6153065$990DE7D9-021F-44A8-8B57-818734E34D81","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1c6a5cef32a3df21c8b8aacd6aea895715e5c580","datavalue":{"value":"realized GARCH model","type":"string"},"datatype":"string"},"type":"statement","id":"Q6153065$93FA1AFB-0E58-446E-BB85-F3552E1D2ACF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"93ad8756c4793605a09174736f60d1dcb20e55f8","datavalue":{"value":"hybrid","type":"string"},"datatype":"string"},"type":"statement","id":"Q6153065$BB4545EC-68E3-4920-9EAC-F031DB32D140","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2222095a3d9474040016f25de163756d7f63e11f","datavalue":{"value":"Granger causality test","type":"string"},"datatype":"string"},"type":"statement","id":"Q6153065$E8A8E8B5-E2BE-41AE-83C1-7095BFA61D12","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6153065$D990BFD3-3CC3-4601-9B77-526C47C7C8B9","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"f5fac58a2e8212b5201ed895fbd67bf67c19eed4","datavalue":{"value":"W4391039806","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6153065$6C3D0C9A-2551-4D30-950A-AFCE90986D94","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"9a224e226e0cc5829a98aab8619cd2bb1b69712a","datavalue":{"value":{"entity-type":"item","numeric-id":3953065,"id":"Q3953065"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6153065$D9AEFEC8-12D2-44C1-AB64-81D9716D65A8","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":"Q6153065$F590843C-68E2-47E8-92B2-2FA0C475458F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"da2986a3e099bbf8f39aa572324ce45ca4d94a8e","datavalue":{"value":{"entity-type":"item","numeric-id":3210032,"id":"Q3210032"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6153065$6A17E770-DC2F-4369-902B-6B9D0C966CD1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"32bb890f81ff188e7dc9471dc3e79228830066b6","datavalue":{"value":{"entity-type":"item","numeric-id":4670770,"id":"Q4670770"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6153065$E897AC6E-67A9-47A3-BAF1-03EB3F2473F8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5df6555b73ef8e7145c5d820adbd4b135836e053","datavalue":{"value":{"entity-type":"item","numeric-id":299250,"id":"Q299250"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6153065$1FCA654C-5863-43E5-98E8-C5E6A39DC489","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"75cece9828d538c94f385930ebd94dc261e59664","datavalue":{"value":{"entity-type":"item","numeric-id":4294660,"id":"Q4294660"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6153065$FB5A56E1-00A6-4050-AB5E-B8EB189F94E6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d6467bdfc8310550cf534385f379aafabec86311","datavalue":{"value":{"entity-type":"item","numeric-id":5283191,"id":"Q5283191"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6153065$75EFD1AD-51B9-4B02-B2A5-68A80E46A66B","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"8d57d3419e18c2c4e1dbc943f16f9d604e790274","datavalue":{"value":"10.14529/MMP230403","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6153065$6E0E9E5B-4E08-4B74-AB10-C6FF137A1960","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"220a74f2b1dcca7a399436d8b8fe2255ddc7f250","datavalue":{"value":{"entity-type":"item","numeric-id":3047690,"id":"Q3047690"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f961c8b726ca2e8dea1376fe0420b8fb4127bf29","datavalue":{"value":{"amount":"+0.7872462272644043","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":"Q6153065$363C0B52-96CD-4B98-884A-3E07AF8D1D6A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"067b9a7ec8fe775ccb27fd69a0ab596a4b374bfc","datavalue":{"value":{"entity-type":"item","numeric-id":6577868,"id":"Q6577868"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"20101852069719befa42b28cbbdb9570b0b70da6","datavalue":{"value":{"amount":"+0.7611362338066101","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":"Q6153065$1AE60E82-3D61-4C72-9C24-15D44CDE239A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6a45ed4f8f8fcf90e430aaedbf10892bda221ee9","datavalue":{"value":{"entity-type":"item","numeric-id":3543516,"id":"Q3543516"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fc2c58029f4c33e9c3d74bdeaa2f59b9ea42f0f2","datavalue":{"value":{"amount":"+0.7600727677345276","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q6153065$F7D38986-C49D-4B42-B633-FBC6EC934E56","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"667cad0f5ac7d20af2a95f32d4a9f15f82d0798a","datavalue":{"value":{"entity-type":"item","numeric-id":2241108,"id":"Q2241108"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"189c264b1a67268a70cd78a29f862f6e590c6b36","datavalue":{"value":{"amount":"+0.7469046115875244","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":"Q6153065$F7BC3C8E-7CF4-4841-8F9A-DF63C1CB4C9E","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:6153065","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:6153065"}}}}}