{"entities":{"Q6158437":{"pageid":13293186,"ns":120,"title":"Item:Q6158437","lastrevid":93921467,"modified":"2026-06-05T05:26:57Z","type":"item","id":"Q6158437","labels":{"en":{"language":"en","value":"Coupled GARCH(1,1) model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7698409"}},"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":"Q6158437$9E1ED0FF-7C19-4BE2-AD05-CB3935B2CB83","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"3a45e7f696c703474a4b2c2e12ae72b747e213c2","datavalue":{"value":{"text":"Coupled GARCH(1,1) model","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q6158437$A2A6F7EF-8A7F-4999-9E99-3157E26A9C5B","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"818102aaccedde424b87d859261fbce844a863c3","datavalue":{"value":"1519.91269","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6158437$987C5012-714C-4098-9DB8-3C91A7C1ACAE","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"99a54ba6b91621a0eeed6a0e98a506e2ffaadacf","datavalue":{"value":"10.1080/14697688.2023.2175715","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6158437$89E6B439-FE16-432E-819B-BC86C85CA9DE","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"65348b072f1558d48ef556b78eeae3611eda2e5e","datavalue":{"value":{"entity-type":"item","numeric-id":6158436,"id":"Q6158436"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6158437$7F9D8D23-E886-46FE-9099-A71936319595","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"6baddaba363a04ac93446980f86b07a37c55ec43","datavalue":{"value":{"entity-type":"item","numeric-id":808455,"id":"Q808455"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6158437$26EFF11C-B7CF-4394-B110-79F82306F0C0","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"23333674ce653bc0d256ee8ec5b56bad3d92e2c6","datavalue":{"value":{"entity-type":"item","numeric-id":90171,"id":"Q90171"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6158437$D71EED60-89CD-4902-8548-9A407D8433C9","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"2b82aa14f69973fa1b25911e00f92c9fe2c2cbee","datavalue":{"value":{"time":"+2023-06-20T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q6158437$18273732-273F-4DEE-AE9B-C45B60CFD17B","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6158437$B0FCED97-B06F-45DD-AAA2-5BACE73BB78E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6158437$B416ABBB-7AAA-4322-99FB-4135A1D644E9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6158437$EB0238D9-03C8-47DD-A270-C3BF37D44982","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"1c917b3420ed13141aebc5eb65af85407652e86e","datavalue":{"value":"7698409","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6158437$9D949C11-7560-4DBA-BC4D-E38EEA4A9390","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e13da845b1bf1f24d1eeecdabe7ce85f2ba19aa8","datavalue":{"value":"volatility forecasting","type":"string"},"datatype":"string"},"type":"statement","id":"Q6158437$60980945-18DB-4C77-A675-8453CED3E432","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"70e3f46c09ffaacbf9d5ccf01a7ad5dcbdb78f0c","datavalue":{"value":"GARCH model","type":"string"},"datatype":"string"},"type":"statement","id":"Q6158437$EB835EEA-AF49-43E3-8282-E0FB5B9C208B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"23b00be64add03e834d7be0d2b5358f15297d85c","datavalue":{"value":"implied volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q6158437$BD036102-3013-433B-A7CB-75419A7BEA14","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"48810a2720b1929c9ad56b2c16c1e95f8c91967f","datavalue":{"value":"realized volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q6158437$27A385FF-8B57-4F2A-AED2-DFB9F53C8CF3","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":"Q6158437$38CA7667-36F7-4562-8F00-F9E8B7145251","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"38eb30d34fe59ead7e3a7dc0b2d949db8d9ff0c6","datavalue":{"value":"https://doi.org/10.1080/14697688.2023.2175715","type":"string"},"datatype":"url"},"type":"statement","id":"Q6158437$E34F4B44-E719-402B-A9E7-18BA8FB0DAE7","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"25cefd2ab629614b416c81827e304fdc3a384b80","datavalue":{"value":"W4323353807","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6158437$0E0E8E19-622C-4ED2-A23A-E9FFE2DF35E2","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"0f237876d3412156f4ea8c42fbfe23c054519183","datavalue":{"value":{"entity-type":"item","numeric-id":5472963,"id":"Q5472963"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6158437$C5550203-7ADB-49F2-B2B9-4F9817318E9A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9977b5ac5cab7cb6bfc3e29047c82cedae7b4936","datavalue":{"value":{"entity-type":"item","numeric-id":1126491,"id":"Q1126491"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6158437$00BD4B9D-08D4-405C-8B55-8BCD2364D303","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":"Q6158437$492B58A2-EF5B-4E25-A46E-861AAF0BCC13","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e1802fd7e4ee5e01b466d7cd2cd7d4483aebc13d","datavalue":{"value":{"entity-type":"item","numeric-id":1782696,"id":"Q1782696"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6158437$087EAEE4-4251-45F2-871E-4E7EFC00279A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8d4400683798e60cde407131a3a546598277b3d1","datavalue":{"value":{"entity-type":"item","numeric-id":4555068,"id":"Q4555068"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6158437$09371012-E7D5-465C-BCAA-A2C093C20550","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1dd49b833dd742d611c19e0150bea1fd33444adc","datavalue":{"value":{"entity-type":"item","numeric-id":1821471,"id":"Q1821471"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6158437$A47B865D-875A-4661-BC22-627D9ECBE611","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d77d8049620099aaa08047247f372a42cdab8b0","datavalue":{"value":{"entity-type":"item","numeric-id":1203653,"id":"Q1203653"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6158437$DA8AF9F1-BE37-4BE0-938A-8E54614D0F2B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1cc72404dfa9c68b00f59b45b23081295b38b1e6","datavalue":{"value":{"entity-type":"item","numeric-id":2190235,"id":"Q2190235"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6158437$FAA49E81-1BAF-4BAC-B815-F20701DF0C80","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"56fad00ef4a07491ba304a924bc19d8a5132595f","datavalue":{"value":{"entity-type":"item","numeric-id":3125789,"id":"Q3125789"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6158437$DD73210F-71BC-4FB4-804B-048019793DD0","rank":"normal"},{"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":"Q6158437$72CDABA6-235F-4638-A6AD-CBFD0DEBADCB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e891ff3a4fee0fb9ab155b13213c6c8dff8e9345","datavalue":{"value":{"entity-type":"item","numeric-id":2859073,"id":"Q2859073"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6158437$CB351219-D2B8-45E3-A6C8-0E71748F4CE0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e1c368c278bf58b6e3e153a0b97817879207c78e","datavalue":{"value":{"entity-type":"item","numeric-id":4554473,"id":"Q4554473"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6158437$88CD1470-931F-4DE3-9652-A49DDBD0CE21","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"63f91299ec1dc0f0de9711d808476321ac637ab1","datavalue":{"value":{"entity-type":"item","numeric-id":2847583,"id":"Q2847583"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6158437$52E33C6D-5C3D-469E-8036-36281EBEF51E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"426ed4b2f5ee17cb74f91c17ee567afc78757fed","datavalue":{"value":{"entity-type":"item","numeric-id":2190218,"id":"Q2190218"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6158437$6D42382B-A66C-4EED-B75A-61F304D57785","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"22bbaa2240ab5d883305e539e1c622cea3cddf04","datavalue":{"value":{"entity-type":"item","numeric-id":737280,"id":"Q737280"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6158437$93504DD0-523D-4BFF-BDF3-4EE182AF3FF1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9045e054b3654984ab055b4566ab9e577716cb3b","datavalue":{"value":{"entity-type":"item","numeric-id":869981,"id":"Q869981"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6158437$5253D8A7-23AA-42F5-AF49-03C1D862F57B","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5ce61aaef327ae66f451ecc87da5c021b15a88f9","datavalue":{"value":{"entity-type":"item","numeric-id":2190218,"id":"Q2190218"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"202227795db4d922354d71588fa388f6e0307bf3","datavalue":{"value":{"amount":"+0.8214072585105896","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":"Q6158437$8CA82A82-7BBA-48EA-8CBB-2C57B1ADE463","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fa3e47aadd22b2d309b2bd54c831ed4be1d7949c","datavalue":{"value":{"entity-type":"item","numeric-id":2190235,"id":"Q2190235"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e4942299c029a6c24bc689ad2fedc54dba2cfc08","datavalue":{"value":{"amount":"+0.7579727172851562","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q6158437$C25EFF36-FDCA-46BD-9961-47BE31A3FDE2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7c5a9c7c9e77b2931bbfe8f4c08302526cb23983","datavalue":{"value":{"entity-type":"item","numeric-id":737275,"id":"Q737275"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b35b5f0b3341961900414f3b73abbb3a55b98258","datavalue":{"value":{"amount":"+0.7382115125656128","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":"Q6158437$08A41E2A-B635-457F-9B97-1E94ADED0791","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"edffcffca9b41ae31bebab59b62990b89f7b8b54","datavalue":{"value":{"entity-type":"item","numeric-id":2950563,"id":"Q2950563"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8888dd06ff28636171ae42dc433d1f59114a384f","datavalue":{"value":{"amount":"+0.7365580201148987","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":"Q6158437$2F18C1FA-2343-4A36-B240-7CC36BAEB4D6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"243e81ffe2da4cdafd4e3bf32d174a74cd84d182","datavalue":{"value":{"entity-type":"item","numeric-id":5016949,"id":"Q5016949"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cc6af0031711b8db9648c3a1483b24f68ed1377e","datavalue":{"value":{"amount":"+0.7354937195777893","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q6158437$CBB5FDE3-C476-40BE-9581-5FE2A513F7E9","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Coupled GARCH(1,1) model","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Coupled_GARCH(1,1)_model"}}}}}