{"entities":{"Q737268":{"pageid":739117,"ns":120,"title":"Item:Q737268","lastrevid":63990387,"modified":"2026-04-11T16:54:28Z","type":"item","id":"Q737268","labels":{"en":{"language":"en","value":"Realized jumps on financial markets and predicting credit spreads"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6610566"}},"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":"Q737268$2C7B190A-97F7-466B-875E-5DD8731C08D4","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"597bc7f4c06fdf5b06ebcd7afdf2eeb2d7e1e13c","datavalue":{"value":{"text":"Realized jumps on financial markets and predicting credit spreads","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q737268$7DA1D4AA-6AD2-46B9-9150-777F1BAC5139","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"47e07540d9630ad6683f4c5a364e09c610a37a62","datavalue":{"value":"1441.62884","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q737268$71CD1A74-2B97-407C-9167-52CF4B716CCB","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"e2008f1c9abd9b36c6638922474c002cc3303474","datavalue":{"value":{"entity-type":"item","numeric-id":284293,"id":"Q284293"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q737268$74120E82-CAC9-4777-B3B4-CAB105BF2B5A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"3810c39722982e18353d962aa12cb54a1760fc81","datavalue":{"value":{"entity-type":"item","numeric-id":269241,"id":"Q269241"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q737268$448C94FE-0907-4C79-9969-80727EA837FC","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"332658daa53d60e95e1d3b2af72a36f10dd4dd47","datavalue":{"value":{"entity-type":"item","numeric-id":58362,"id":"Q58362"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q737268$A746FF47-D579-47A8-823D-9F3CD3B0CFB5","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"632762f18b1136ebfb5f13b4269afddfefdbe92e","datavalue":{"value":{"time":"+2016-08-10T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q737268$6F26B515-FC4B-41D2-A448-DE3B859C6063","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"4bc3d681a31c0035685fa003cd9c5e84b0d453dc","datavalue":{"value":"http://www.federalreserve.gov/pubs/feds/2006/200635/200635pap.pdf","type":"string"},"datatype":"url"},"type":"statement","id":"Q737268$99CDD1FA-8D5E-491D-80FB-B4831AB1E53B","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"5ff603baad6e626164b90c8b8447bf06d7701153","datavalue":{"value":"62P20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q737268$6CE50F62-A7CD-4D48-9DED-D1034E3BE697","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q737268$28EC8148-3323-44CB-BA11-98754D38A834","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"b019e7284cbaf5def91c471149876206908bc799","datavalue":{"value":"6610566","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q737268$68716348-20BD-4AC9-9CC7-8ADC222545CC","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"afbe4becc0f15d97482f8a1d30ddbf6486fe4dc4","datavalue":{"value":"jump-diffusion process","type":"string"},"datatype":"string"},"type":"statement","id":"Q737268$508E22F5-F877-42AC-9FEC-26CFB8303B47","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f4894e6ca1765ed3a2f94409e5f1ef73230c11a9","datavalue":{"value":"realized variance","type":"string"},"datatype":"string"},"type":"statement","id":"Q737268$A49F3C8F-77C1-48B8-963B-29BDE6878D55","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"31f69e06a97277e63f2923f8d9d4e3dd0bc7a67b","datavalue":{"value":"bipower variation","type":"string"},"datatype":"string"},"type":"statement","id":"Q737268$42F0FBFC-ECEC-42F4-8CDF-11C10C67DBFE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"944dcb75410ca2a4adb73a9635a7f5d8fe88eca5","datavalue":{"value":"realized jumps","type":"string"},"datatype":"string"},"type":"statement","id":"Q737268$62C1174D-C3E5-4F4A-A253-72767F0E678A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"efa343f5f9f2d8385d4761ebb9b79628ed2d1960","datavalue":{"value":"jump volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q737268$30F3A65C-E5EA-4991-A00F-BDEBCE07C460","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a07cd31043c891d1ac61549fe81a358fbdd3fcaa","datavalue":{"value":"credit risk premium","type":"string"},"datatype":"string"},"type":"statement","id":"Q737268$6A0A1562-B062-4B75-A77A-1FC57E5CC423","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":"Q737268$092B288C-BA6F-4652-9822-FF923CE3BAE1","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"97d7eca0edb45b5ea9781fafc2cc76a7aac571e5","datavalue":{"value":"W2113380547","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q737268$66D26077-7E2E-494E-A84C-30485B1EC971","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"35ed9a088f6815723d53a4fe840c88cf45dfc203","datavalue":{"value":{"entity-type":"item","numeric-id":1002155,"id":"Q1002155"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q737268$13966343-3708-48C3-BCF9-C35AFF29341F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0f237876d3412156f4ea8c42fbfe23c054519183","datavalue":{"value":{"entity-type":"item","numeric-id":5472963,"id":"Q5472963"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q737268$C65E133E-9A57-41E3-B766-E41DFEAA5B2A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1e156eaed790e749c97a96ddc029ec2905705a9e","datavalue":{"value":{"entity-type":"item","numeric-id":4808055,"id":"Q4808055"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q737268$08D5B229-57E4-4938-907C-AD3E01B4854E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2ff904bbbed0744859a99acd5051f4e48533fb29","datavalue":{"value":{"entity-type":"item","numeric-id":737275,"id":"Q737275"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q737268$495B2E95-8704-406D-974B-DB5C74253419","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"848c98f50288122dee0160e3a205cd11cf9ba94d","datavalue":{"value":{"entity-type":"item","numeric-id":3374323,"id":"Q3374323"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q737268$FACDE1FB-A24D-4BE1-90A5-3604F954E600","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"64617d61cbfb16e867bea7fd1f875298a19a8692","datavalue":{"value":{"entity-type":"item","numeric-id":2729107,"id":"Q2729107"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q737268$D50586DF-A326-4A28-AEC6-3316B471F168","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":"Q737268$8AD005B0-5387-4AF6-A964-59B0CBA53485","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d549feb7e3847d1067e0f71d659b047f94edc3aa","datavalue":{"value":{"entity-type":"item","numeric-id":1395938,"id":"Q1395938"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q737268$006B7925-52F4-4418-9315-82DED24A6F94","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6dc0d8fbef79a7ed682969d239f2b361051c7d1e","datavalue":{"value":{"entity-type":"item","numeric-id":2495383,"id":"Q2495383"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q737268$F218B340-8DCD-42CF-B73D-473E4804F375","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"888e1288d3eed95ec5195a086d27a15757781772","datavalue":{"value":{"entity-type":"item","numeric-id":1969818,"id":"Q1969818"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q737268$C9F0B0F5-A001-41FA-961E-D76A98BBD5E4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c4aa81fc26e931c1ade2d7b9663cde967e8b5822","datavalue":{"value":{"entity-type":"item","numeric-id":4888858,"id":"Q4888858"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q737268$C080DAF7-2689-4E55-AAE9-79EC88902E86","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9423e72f05d3b4366399c0e0e0a9e9d383b9e376","datavalue":{"value":{"entity-type":"item","numeric-id":737279,"id":"Q737279"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q737268$7BD44B1E-8692-40FF-9C6A-008F92047B87","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"52871700ed7da0ca7cf6dc1c3afd6f4dbe6eed3c","datavalue":{"value":{"entity-type":"item","numeric-id":292155,"id":"Q292155"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q737268$BB897B5C-AE6F-406D-99F9-1856042680DE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0fe6b49b9fcc45c0db66ad108e9dfcca974cbab0","datavalue":{"value":{"entity-type":"item","numeric-id":1867730,"id":"Q1867730"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q737268$491642DA-E36D-4A48-A4E9-DEDAB3E0E0AF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b98bce63a2ab9916890f13d446ecf078d4e430c5","datavalue":{"value":{"entity-type":"item","numeric-id":1398979,"id":"Q1398979"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q737268$55AB3000-7730-4165-BB46-947A4B9F81B2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"43884334214bce470523131fe69ac81127b61f32","datavalue":{"value":{"entity-type":"item","numeric-id":4530988,"id":"Q4530988"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q737268$963133B9-1349-4271-B44E-E475560E1773","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3b4a9f41029e2f03656db25d6ae1c352f03163cb","datavalue":{"value":{"entity-type":"item","numeric-id":5455561,"id":"Q5455561"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q737268$525E014E-7AB3-4620-9854-0E479B148B1E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"48884ae11072652d497e37bec2343c8a8906ead0","datavalue":{"value":{"entity-type":"item","numeric-id":2476289,"id":"Q2476289"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q737268$4FDE9135-53CD-40EB-954A-AD191815EB69","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"05b757930189ff72f449b9f9dad4a7865d3f627d","datavalue":{"value":{"entity-type":"item","numeric-id":5452379,"id":"Q5452379"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q737268$2FBAEDAD-71FD-4FF4-B071-5A5C524D7FC7","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"53a2699a51ecf36034977aaa6b2045f3402b0ea8","datavalue":{"value":"10.1016/J.JECONOM.2010.03.023","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q737268$FA9C5078-2AAB-4A19-B6F3-CC7443A83599","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5b913b0a3944da27f895c40e44287372d8b35575","datavalue":{"value":{"entity-type":"item","numeric-id":5359844,"id":"Q5359844"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ae1aff948d95f54fddd0fb726db1b7067b5aebe5","datavalue":{"value":{"amount":"+0.7864087820053101","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":"Q737268$301A9EB0-1537-4DAD-AC05-EF866A314BE6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e5b1a29480f44f9cd9e745cdcd97ace854469ffc","datavalue":{"value":{"entity-type":"item","numeric-id":5399476,"id":"Q5399476"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cdcb28799c02eb0afa202410033ea0ad3ca0d5cc","datavalue":{"value":{"amount":"+0.7621824741363525","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q737268$E3C903D9-2995-4209-B19F-59292DBE97F4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f5c2bb16756e32378d6d64535169eac98be42a52","datavalue":{"value":{"entity-type":"item","numeric-id":5863642,"id":"Q5863642"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"48e0a9e3cd9ee33e517a936594b873df898a84eb","datavalue":{"value":{"amount":"+0.7609641551971436","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":"Q737268$97E93FB5-7DE0-4B94-A7E4-FBC02839FFC4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3af2c9a6aa4bf44a4058d9edaa9b8d023911694c","datavalue":{"value":{"entity-type":"item","numeric-id":737246,"id":"Q737246"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d066faa647ba2d62660f3e15f69a7c36330b105e","datavalue":{"value":{"amount":"+0.7596912384033203","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":"Q737268$1D0BB8FB-9F53-4618-8C85-83BDB09DF801","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ee527e1c39d4d6af9be78cbc0a3de20fea8c28a9","datavalue":{"value":{"entity-type":"item","numeric-id":5456323,"id":"Q5456323"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9c02feda1a239e7c43214867f22bfa131fcd595c","datavalue":{"value":{"amount":"+0.7591963410377502","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q737268$BC348976-12EE-4911-A85B-91363DE716AC","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Realized jumps on financial markets and predicting credit spreads","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Realized_jumps_on_financial_markets_and_predicting_credit_spreads"}}}}}