{"entities":{"Q815363":{"pageid":817211,"ns":120,"title":"Item:Q815363","lastrevid":64668414,"modified":"2026-04-11T21:26:21Z","type":"item","id":"Q815363","labels":{"en":{"language":"en","value":"Random coefficient mixture (RCM) GARCH models"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5007017"}},"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":"Q815363$248CE197-1BF2-4304-A5E4-DC11B132ECE7","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"6d32d32e9e63037dee46c3784e69adea613c4e38","datavalue":{"value":{"text":"Random coefficient mixture (RCM) GARCH models","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q815363$FB633ECC-91C3-4D5C-93BA-87EAA6E84487","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"cfe7888e5b74375984527c0c02daf37ac607c35d","datavalue":{"value":"1121.62560","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q815363$7C78DE21-9A59-46AB-BA57-0C3C396F11B3","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"467c413948b9fcc661f6f6526fb7d4bbaf74257b","datavalue":{"value":{"entity-type":"item","numeric-id":187874,"id":"Q187874"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q815363$5E5A6C51-457D-42E7-A0AA-66F2A6B99F1E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"cf6cca5f7adcb94402ab73294541822f6fc8a0ba","datavalue":{"value":{"entity-type":"item","numeric-id":628253,"id":"Q628253"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q815363$370215EA-A040-49C8-ADE7-D66F0BB1DDFA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"874d2e287b3701dd2b2360192d6e2305ddcc05a4","datavalue":{"value":{"entity-type":"item","numeric-id":1232882,"id":"Q1232882"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q815363$9304E42A-4256-4E1B-A21D-FE12DBF15A52","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"b010567da0e068295e34b824b5eafea5ffd18ef1","datavalue":{"value":{"entity-type":"item","numeric-id":166953,"id":"Q166953"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q815363$EC70D370-15F1-4258-B624-4468F4E473B7","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"4e3073a309ab1a7be8e7886f646f40a06779d78f","datavalue":{"value":{"time":"+2006-02-16T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q815363$1502BCA6-4436-4E0E-BEF6-3CD1317B06D0","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q815363$ACB55083-0219-4FB8-97E6-803F1A3D98C2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"325e035d1812352c3a83010cdc35176514b19a00","datavalue":{"value":"91B84","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q815363$B18F5D8E-97CE-4CAC-A8CB-CE0FFFEC5A75","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"e5e13756bc39e983bd54e26bf18b7ef6234344bb","datavalue":{"value":"5007017","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q815363$B202B007-1EE2-471B-9CAF-87A7794149F9","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"920b849b50f1ccd0cb2f9167f03a928d981c0909","datavalue":{"value":"GARCH","type":"string"},"datatype":"string"},"type":"statement","id":"Q815363$F781E900-63C2-4B50-8814-B95C5797713C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q815363$300105E2-A85C-4A09-A85A-287DBD67BE2B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b094e661f27a079ed184daa00ab3d6b69fdb9e21","datavalue":{"value":"kurtosis","type":"string"},"datatype":"string"},"type":"statement","id":"Q815363$C62565C8-DBD4-4D0F-9213-41BE0F02D526","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1680bb556cd2c8b24e2deff12aeb89cd5a0295af","datavalue":{"value":"asset pricing","type":"string"},"datatype":"string"},"type":"statement","id":"Q815363$E3AE96FA-E5C5-4CB5-BCB3-B3D6974FA5AF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"45ee79ce57ebb73600327546a838bf54808954d7","datavalue":{"value":"leptokurtic","type":"string"},"datatype":"string"},"type":"statement","id":"Q815363$F08099A2-B5CA-4ECF-BE74-F888847EE438","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7e8787846bd8a1fab94caa976cb27bf3fe7009bf","datavalue":{"value":"volatility smile","type":"string"},"datatype":"string"},"type":"statement","id":"Q815363$B950C166-EB62-438B-94E6-5C71146F2A67","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b3c34a0dc33b04449bc74d01b6f2ee4e0c22e002","datavalue":{"value":"general GARCH(1, 1) model","type":"string"},"datatype":"string"},"type":"statement","id":"Q815363$54159978-624E-4AC9-988A-E1EC68CBA72B","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":"Q815363$5F4CBDD0-205B-4386-8F11-1A0A1C46C86B","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"83e58abbacdf8853a83e8f3f451ebdf87d56ab32","datavalue":{"value":"https://doi.org/10.1016/j.mcm.2005.02.004","type":"string"},"datatype":"url"},"type":"statement","id":"Q815363$66105A4C-22B8-44E9-8972-467A0B699F83","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"2cf5ddbffcde363053b565e2c20d8f09b5ae56ed","datavalue":{"value":"W2009082349","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q815363$405D2675-650E-4765-A390-487117801991","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"9a224e226e0cc5829a98aab8619cd2bb1b69712a","datavalue":{"value":{"entity-type":"item","numeric-id":3953065,"id":"Q3953065"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q815363$E01D3A77-CBD9-44C5-9425-CDD927124098","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":"Q815363$3B56A2A6-961A-44FD-8A6E-575AF267FAD8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"07b1401b8d7ec582d71dcad2a1a58250bab0c5d5","datavalue":{"value":{"entity-type":"item","numeric-id":814261,"id":"Q814261"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q815363$04F36DFD-F314-4255-AD94-443CB7995F5A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bd9b44d7149dadca8fd3b6183a4bb355d87b95d5","datavalue":{"value":{"entity-type":"item","numeric-id":1766035,"id":"Q1766035"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q815363$42884798-DAA1-4364-8576-7912F54A1956","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1c9133b5e38ff0f0b621cb5fa59025cb2206f70d","datavalue":{"value":{"entity-type":"item","numeric-id":4742195,"id":"Q4742195"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q815363$29D295CA-1289-44B6-B5C9-12EACEF5A351","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b933ee2f2a074f700676b5d0ac921aa8ba4cd131","datavalue":{"value":{"entity-type":"item","numeric-id":3908728,"id":"Q3908728"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q815363$F8AB3DB5-75D5-4EDE-8EAC-C0D6563FE64F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9e7ce04e5901d6913cdd07863ac7d4244940e40b","datavalue":{"value":{"entity-type":"item","numeric-id":3779616,"id":"Q3779616"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q815363$BC82AABF-787E-401D-BE96-DCB8DE8E12A4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e301dfdae1574b93df1ab669d09feba5aff03d41","datavalue":{"value":{"entity-type":"item","numeric-id":1298944,"id":"Q1298944"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q815363$E757FDC9-1311-4ABE-8D7A-6122B4E8623C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"964b39f4bccdd40fd84bde876a786f57915694ae","datavalue":{"value":{"entity-type":"item","numeric-id":1973430,"id":"Q1973430"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q815363$CE3B43E1-4470-44B9-A769-F95FC6724745","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3d5447790c2a382416895f2effacf1551d84c849","datavalue":{"value":{"entity-type":"item","numeric-id":1302764,"id":"Q1302764"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q815363$8061585C-9EC7-4577-B126-D188F325D634","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"969746c2c475316d7c1f6be894a8f64230126b64","datavalue":{"value":{"entity-type":"item","numeric-id":4840212,"id":"Q4840212"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q815363$03CEFC06-CC81-491A-8586-F76F81106EE0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e9d9523fe5e02b33963c1645e901eca108bd944e","datavalue":{"value":{"entity-type":"item","numeric-id":1810673,"id":"Q1810673"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q815363$FB8D23CB-BFC3-4FC8-BA66-1AE05901AE0A","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"34684208d20d58ac8d0582bcc342f83e8a414d59","datavalue":{"value":"10.1016/J.MCM.2005.02.004","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q815363$75C15B72-0326-472A-914E-EF1DE71BC23F","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e4666361e9b4e675c850c618efff86b32569d039","datavalue":{"value":{"entity-type":"item","numeric-id":814261,"id":"Q814261"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5ac21daabee019fb03b9b6e7ab3d84ccbbc65413","datavalue":{"value":{"amount":"+0.8779553174972534","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q815363$FBB1B975-201B-42E3-8F9C-29F0257F524E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"afff0b8965ad8c2c04d5d6c851add35c9c7d2be7","datavalue":{"value":{"entity-type":"item","numeric-id":955468,"id":"Q955468"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"915ab1c406d4752083fff2eb557c1f5fced3e20f","datavalue":{"value":{"amount":"+0.8477218747138977","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":"Q815363$6598B8F0-D56E-4201-AED3-D9444B304070","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"68acada8cd75df9085f02b6fdd19109e0ad77012","datavalue":{"value":{"entity-type":"item","numeric-id":2483427,"id":"Q2483427"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d250ce3c4db1fe10599d0e0a7d8d02b54f7321d8","datavalue":{"value":{"amount":"+0.8439967036247253","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":"Q815363$8ED98E69-42EC-4FE9-889D-23F69D311FE5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7b3cc9eebe97fa9634927a3fbbc43ed5eda4e91d","datavalue":{"value":{"entity-type":"item","numeric-id":452958,"id":"Q452958"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5474a67db45ecb26e3ffe8b8f2851cd2fa7c19a2","datavalue":{"value":{"amount":"+0.7788912653923035","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q815363$D075E40E-43D8-4751-A3DE-ABC49F98E26E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6e24909be81d7fca949e668d6501003517ef3cb2","datavalue":{"value":{"entity-type":"item","numeric-id":3440750,"id":"Q3440750"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b99f0a842c3e7bd04a775c66edfd79be4ba4b5ef","datavalue":{"value":{"amount":"+0.7738052010536194","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":"Q815363$01B89608-A544-46D2-8CB7-C8C25843381E","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Random coefficient mixture (RCM) GARCH models","badges":[]}}}}}