{"entities":{"Q71678":{"pageid":72805,"ns":120,"title":"Item:Q71678","lastrevid":56571618,"modified":"2026-03-13T11:08:34Z","type":"item","id":"Q71678","labels":{"en":{"language":"en","value":"tvgarch"}},"descriptions":{"en":{"language":"en","value":"Time Varying GARCH Modelling"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"438d0eef0223375d3a92def8ffc6a10a8bf1ca95","datavalue":{"value":{"entity-type":"item","numeric-id":57080,"id":"Q57080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q71678$2247912D-27C0-4A03-B563-DD464686A160","rank":"normal"}],"P132":[{"mainsnak":{"snaktype":"value","property":"P132","hash":"ddb1951a3d350668767f4de7d623d38fa2cc084b","datavalue":{"value":"2.4","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"26dab5c27cd0a1b3cc5fdad801ca1891d7610749","datavalue":{"value":{"time":"+2023-03-08T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q71678$A9ECEA49-D826-4163-A021-CF3208657342","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P132","hash":"52132506095ca5fb2946ebd8e612b254d9fd37af","datavalue":{"value":"1.0","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"c8ddc9dd3b2f15e15e482081abc9a59d597f2a8d","datavalue":{"value":{"time":"+2021-02-05T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q71678$BE8E9FD2-A8F7-4A0A-95B5-378B24C36EEE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P132","hash":"64724019ea34462985f93fbc55c4fdb684709353","datavalue":{"value":"2.0","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"e4989d6890f3096907ab51d882462cf70e5e0dc6","datavalue":{"value":{"time":"+2021-04-16T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q71678$B653FBD5-AECC-448A-BC7C-44EF26CADC7D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P132","hash":"1c5be5aed0a570af0685fa77e251c15daf701b2c","datavalue":{"value":"2.1","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"c9816c816f1db4e0cbb360e4211bcf06e598e5ca","datavalue":{"value":{"time":"+2021-09-02T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q71678$0C9C7682-D91F-4711-9920-1266C3A678F5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P132","hash":"288deadfcc23b53f39b0a46cbcca3ebe74d73c37","datavalue":{"value":"2.2","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"284cb704c1ef14a8cc66c4147b73bf6c18c95c07","datavalue":{"value":{"time":"+2021-12-21T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q71678$DF888B88-519A-433E-B640-2752622E9797","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P132","hash":"ec3f67eeac2c76353d6ee2c5dc84ee7df799b4f6","datavalue":{"value":"2.3","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"d9e77869d954bbc50cc3b65a234db5238fdcf3b6","datavalue":{"value":{"time":"+2023-01-28T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q71678$0068C060-AEB4-46B2-8D9E-938AFEAC133E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P132","hash":"ed65ca6e4eba40f553ad701a486bfa54b5e6072a","datavalue":{"value":"2.4.1","type":"string"},"datatype":"string"},"type":"statement","qualifiers":{"P28":[{"snaktype":"value","property":"P28","hash":"8b0a70a7786e3f1e7038276fb18ebe410505cbed","datavalue":{"value":{"time":"+2023-10-01T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"}]},"qualifiers-order":["P28"],"id":"Q71678$99BD79DC-E774-49E5-B56D-CFB333F1FFD0","rank":"normal"}],"P19":[{"mainsnak":{"snaktype":"value","property":"P19","hash":"2e27c566408982783d83baed4b4370297ed579f5","datavalue":{"value":{"entity-type":"item","numeric-id":71673,"id":"Q71673"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q71678$21AEA19F-6E74-40BE-A470-C4ADB165AA63","rank":"normal"}],"P229":[{"mainsnak":{"snaktype":"value","property":"P229","hash":"40eaf3169781d3ab5bf7dd393c3611bbfb890587","datavalue":{"value":"tvgarch","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q71678$48225411-5C6D-4963-8303-E29656F93EEA","rank":"normal"}],"P114":[{"mainsnak":{"snaktype":"value","property":"P114","hash":"251fd109c2cd8c1ee39b48cd109c9f4b1c9fcf5c","datavalue":{"value":{"entity-type":"item","numeric-id":13519,"id":"Q13519"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q71678$DA9BC8C3-3B02-4932-9FA2-4DB2D8B86ED3","rank":"normal"}],"P170":[{"mainsnak":{"snaktype":"value","property":"P170","hash":"ed0666b8674e7e2024dcfed6c4c5d6d06c389c7d","datavalue":{"value":{"time":"+2023-10-01T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q71678$DE0C30A8-D38C-48F9-9910-2CC2AAC3ADE2","rank":"normal"}],"P1459":[{"mainsnak":{"snaktype":"value","property":"P1459","hash":"e0bd323903ba32367469adae621690483a73e2bf","datavalue":{"value":"Simulation, estimation and inference for univariate and multivariate TV(s)-GARCH(p,q,r)-X models, where s indicates the number and shape of the transition functions, p is the ARCH order, q is the GARCH order, r is the asymmetry order, and 'X' indicates that covariates can be included. In the multivariate case, variances are estimated equation by equation and dynamic conditional correlations are allowed. The TV long-term component of the variance as in the multiplicative TV-GARCH model of Amado and Ter{\\\"a}svirta (2013) <doi:10.1016/j.jeconom.2013.03.006> introduces non-stationarity whereas the GARCH-X short-term component describes conditional heteroscedasticity. Maximisation by parts leads to consistent and asymptotically normal estimates.","type":"string"},"datatype":"string"},"type":"statement","id":"Q71678$F542EDE5-6B17-45B0-A87F-7AB61AC2A6EF","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"9c87672461d5d5a07cfd5688a3e3e44edc2ef8b0","datavalue":{"value":{"entity-type":"item","numeric-id":71673,"id":"Q71673"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q71678$7E919CCC-E0C4-41BB-842E-38B9F84E4B26","rank":"normal"}],"P163":[{"mainsnak":{"snaktype":"value","property":"P163","hash":"caec58e2e2e3256bca461f95da85075ecd3567cd","datavalue":{"value":{"entity-type":"item","numeric-id":56623,"id":"Q56623"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q71678$CFC342EE-07EA-4F39-AE10-F367CA606779","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P163","hash":"8576d3d16efe97b9b62facebe80c3ed9e3b6aae2","datavalue":{"value":{"entity-type":"item","numeric-id":56621,"id":"Q56621"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P232":[{"snaktype":"value","property":"P232","hash":"06f074efd5e7d7d06d7477e8ca68e18601234f9f","datavalue":{"value":{"text":"expanded from: GPL (\u2265 2)","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"}]},"qualifiers-order":["P232"],"id":"Q71678$8F6C8B2E-B311-4619-8795-2EE03E15E9A0","rank":"normal"}],"P342":[{"mainsnak":{"snaktype":"value","property":"P342","hash":"c999ba614a8d46f8003b4f322d1700e9dc749747","datavalue":{"value":{"entity-type":"item","numeric-id":71674,"id":"Q71674"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q71678$6C3AB3C1-401D-43AF-A87B-63FD019F88F6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P342","hash":"ef6db9ca2057e6ef35db3b1efe0cbba305fbf48e","datavalue":{"value":{"entity-type":"item","numeric-id":22562,"id":"Q22562"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q71678$9EF26FAF-3015-4F4C-A192-87316E3B6610","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P342","hash":"f4bcc2e60431db9b338d36767ad3d68e1c1cdf2c","datavalue":{"value":{"entity-type":"item","numeric-id":23561,"id":"Q23561"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q71678$23AA4F85-ED26-4E80-8A2F-5335E5BF9EBC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P342","hash":"fe12f5e01d046912e5e7daea96ad81df7a13e944","datavalue":{"value":{"entity-type":"item","numeric-id":13519,"id":"Q13519"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P132":[{"snaktype":"value","property":"P132","hash":"d58e5b1027dfb6f2eb46f744a45ba1224fa0fc25","datavalue":{"value":"\u2265 3.5.0","type":"string"},"datatype":"string"}]},"qualifiers-order":["P132"],"id":"Q71678$6F1A6E93-3AC5-430C-853F-F1CF5BFD255C","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"b4827e24d897e64e101eb1f2d06860f1cf4d14fc","datavalue":{"value":{"entity-type":"item","numeric-id":71677,"id":"Q71677"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q71678$B4BF71CA-D43F-4038-9D3F-FC6EC4C652F9","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"908c3454b3659c4b140ccce33c5aee31081edc8d","datavalue":{"value":{"entity-type":"item","numeric-id":5976450,"id":"Q5976450"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q71678$0FAE5E03-D41C-43EA-AB22-E5A5B5D89CFC","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Tvgarch","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Tvgarch"}}}}}