{"entities":{"Q959262":{"pageid":961110,"ns":120,"title":"Item:Q959262","lastrevid":65645658,"modified":"2026-04-12T04:00:50Z","type":"item","id":"Q959262","labels":{"en":{"language":"en","value":"Comparing stochastic volatility models through Monte Carlo simulations"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5381648"}},"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":"Q959262$3CF0B945-0DE0-4E56-A3C2-3286E5217495","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"49df33dd74eeda50c2efbca11046a1f89ab42b02","datavalue":{"value":{"text":"Comparing stochastic volatility models through Monte Carlo simulations","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q959262$FFE06E0E-91E0-46CA-B39D-0B8E67A68E1D","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"87a7f4dd13a9209bca96b6428b09026f3074ee14","datavalue":{"value":"1445.62259","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q959262$3040D8AD-E3F7-4653-A1FD-DDF4E7D8A5D7","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"d1abeebbfc0b0962e2a7b2142605dd3f3283e83b","datavalue":{"value":{"entity-type":"item","numeric-id":959260,"id":"Q959260"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q959262$FC0AFB26-9FF7-4F9B-9DB6-7E4A74B85A02","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"a8ce0d47c741ab627b43ab8e0d2c4a65766beb9e","datavalue":{"value":{"entity-type":"item","numeric-id":959261,"id":"Q959261"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q959262$F5072425-270A-404A-957C-AD85CEDB06B9","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"a3fc06e9fbf322a9f6c41af825f926da65974fb3","datavalue":{"value":{"entity-type":"item","numeric-id":196900,"id":"Q196900"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q959262$D622DBBC-7DBF-4703-B406-FAD88193AC88","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"3bf115d2e27666ba88fe8d385af1aaa93ab7eb01","datavalue":{"value":{"time":"+2008-12-11T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q959262$48F3D6C0-15C4-447E-A36F-E67D35B9D441","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q959262$8F96FB00-287B-422E-A9F4-1FC113CE7E83","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"2474c99ceba943e04dda4ddfffedfe45f5fdfd62","datavalue":{"value":"62F15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q959262$2D126B52-6751-4C82-9021-B4083671E1F0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5aebd1e2f37ac7804756da25eed3c017810ad161","datavalue":{"value":"91G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q959262$576D0218-0BAA-4F95-B5A5-267B7E2A4C07","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"c2ef3c37a0453694c8108248b63c06b23b44dda9","datavalue":{"value":"62-08","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q959262$A5F21625-E1BD-4A29-A04F-33714D51FB9D","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"64d019e782a5e5d6dcba4fe773d30f7af5610865","datavalue":{"value":"5381648","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q959262$CD3EEABD-4C93-47F9-BDAA-24D7B0BCA138","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c6eea67f2c79a060b18825a60fcb775e913e385e","datavalue":{"value":"jump diffusion","type":"string"},"datatype":"string"},"type":"statement","id":"Q959262$1831CC6E-A868-47C5-AEF9-FFDFF0E0098C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q959262$7A8D4CED-C137-449A-99E0-4C88215F372B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8a374883a0559388423da4bd83c42d75836d02e0","datavalue":{"value":"MCMC","type":"string"},"datatype":"string"},"type":"statement","id":"Q959262$2BF32841-DBCC-4710-85C3-61DEB8AA565D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7a06e1efeb4cdf160a5587bea1768a398550266f","datavalue":{"value":"particle filters","type":"string"},"datatype":"string"},"type":"statement","id":"Q959262$71A26D76-B41B-4488-AC92-A9C74C2DA2CE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4e73a7ef3436cad1e84cff10ca374f9773526d11","datavalue":{"value":"Bayes factor","type":"string"},"datatype":"string"},"type":"statement","id":"Q959262$8EB360D7-5D34-43C3-97B3-0340AFA84270","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d73d322e7e25883828e0d75fee6e4a4f23c4ce10","datavalue":{"value":"VaR","type":"string"},"datatype":"string"},"type":"statement","id":"Q959262$4C65EC3C-FB2A-4073-BED0-269382535DDE","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"acca5b3bf48df6e0c06917943ad812e006ae952e","datavalue":{"value":{"entity-type":"item","numeric-id":37059,"id":"Q37059"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q959262$06A23D50-90BC-4375-BA9A-285DEDC853D4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1463","hash":"6b1bc8dfdcab8bc9330c9abc6ed6e80640c6d7d9","datavalue":{"value":{"entity-type":"item","numeric-id":29687,"id":"Q29687"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q959262$08526A3B-E878-415C-940C-AED72912A12F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1463","hash":"3242e5be575552e2628031c12faeef208261bdac","datavalue":{"value":{"entity-type":"item","numeric-id":21482,"id":"Q21482"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q959262$E5D7CE6A-C7D7-4F8A-BEAF-074FC6F4A7A8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1463","hash":"8a071b082af25c0ac7727ff2c31e522f47653881","datavalue":{"value":{"entity-type":"item","numeric-id":16666,"id":"Q16666"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q959262$197E29FD-9EEA-42A2-A14E-BB3469DA3D56","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":"Q959262$860554CE-1947-4EC1-A09F-6379DD932571","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"4990d086704d55ce193d3cbd31fa91fcbc354c16","datavalue":{"value":"https://doi.org/10.1016/j.csda.2005.02.004","type":"string"},"datatype":"url"},"type":"statement","id":"Q959262$A642FD8D-FF21-48ED-A85B-C0506A712FC0","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"d70726fbdb9ea7f8640cea42038c86602fb0e3fb","datavalue":{"value":"W1999523778","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q959262$E33A12B0-B25A-4705-90D3-558F9B51A575","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"a5446f7a68d6e8894bf781f1c404dfa426b3c663","datavalue":{"value":{"entity-type":"item","numeric-id":2716350,"id":"Q2716350"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q959262$5A454DDE-FB55-426F-9D82-FE14FE8E453E","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":"Q959262$24C7CEAD-4AC8-4835-B350-00AE8F2BF51F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8e2684e43c4c29b3611dd8e76c9b73e88db5fb51","datavalue":{"value":{"entity-type":"item","numeric-id":4808069,"id":"Q4808069"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q959262$07F94700-5D83-47E2-9C1F-358DB5B7AB53","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"877981d44ce3f58f0fc3b4b3e311c9607e37834e","datavalue":{"value":{"entity-type":"item","numeric-id":1867723,"id":"Q1867723"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q959262$5D1BA5A1-C833-4FB3-9A70-5EA0A9F12617","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":"Q959262$53616430-063E-4E53-B91E-DFF2791F2C03","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0c0d1b5ac7e85b1aac5237ac9784909a29c2e344","datavalue":{"value":{"entity-type":"item","numeric-id":1708843,"id":"Q1708843"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q959262$461355A5-B1DA-43E4-9845-96B8F76824D2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4ba825346e36b306e7f2515c7bde72339648fbc9","datavalue":{"value":{"entity-type":"item","numeric-id":4390920,"id":"Q4390920"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q959262$CE101ED1-7074-4894-8F82-7A1E9AFAD368","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"08c8f6aa4b8d4d9e0a6a50b518402b4f8b423943","datavalue":{"value":{"entity-type":"item","numeric-id":3043428,"id":"Q3043428"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q959262$9FF1009E-8C7E-4BC1-8312-D37CC65CFED7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a4a7063829004c41e1f7a444e52f4703a68e0588","datavalue":{"value":{"entity-type":"item","numeric-id":5374080,"id":"Q5374080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q959262$C2CB8DEF-F7CB-47AB-92FB-4B01121DEE93","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3e79e03814ff90768067e149a2c1395ddbcf4a1f","datavalue":{"value":{"entity-type":"item","numeric-id":899508,"id":"Q899508"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q959262$90D7AE70-5A6F-42AA-BACC-7F9BDABAD978","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fbabe7b5a8dc30d21f904c01821165171fc27bcd","datavalue":{"value":{"entity-type":"item","numeric-id":4219769,"id":"Q4219769"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q959262$2E67901F-7802-4497-95C7-CABAB0C7F51C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d9baecc77f31db039ff2b903228889afacfc5d42","datavalue":{"value":{"entity-type":"item","numeric-id":957118,"id":"Q957118"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q959262$19CBDE35-6B32-4D9A-AB50-048976C21DFA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"83ee960f5e8c5a1678850ea64a5a287daab7d822","datavalue":{"value":{"entity-type":"item","numeric-id":3214140,"id":"Q3214140"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q959262$FCCBD615-23B0-4F20-B7BE-F5941AE4055C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"22f0cbbef5edf1648e5a6538cfce144838f7415d","datavalue":{"value":{"entity-type":"item","numeric-id":4541234,"id":"Q4541234"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q959262$F2983A71-A77D-4903-A0F9-A623A4856B96","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0abc0038e0827bd9c270fd9eb5c6cc0173d4466a","datavalue":{"value":{"entity-type":"item","numeric-id":4672150,"id":"Q4672150"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q959262$CBDA62D1-496A-46E5-9F83-FB062945FD1F","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"c11497c6072e8c9cdf42a51d9bb2349c523ca9d7","datavalue":{"value":"10.1016/J.CSDA.2005.02.004","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q959262$E0145252-B0CC-41AF-AE7C-3578BD45060F","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"562e26ba20ec50096dae3dee80daa18545e547dd","datavalue":{"value":{"entity-type":"item","numeric-id":3374316,"id":"Q3374316"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"335f72f5946774b816d950bf12cb3e83159d27cc","datavalue":{"value":{"amount":"+0.847933828830719","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q959262$CCD54BC5-DB7F-4F03-827B-6EE66BF45DF7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5a0b45b41c6673d7f52339bdce577ff7f5952ccb","datavalue":{"value":{"entity-type":"item","numeric-id":4219769,"id":"Q4219769"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b649eb7ec96afffc0d02020f23149eb51e6cdebb","datavalue":{"value":{"amount":"+0.8479335904121399","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":"Q959262$E422C670-65E2-4999-9E40-A743BFB8DBA9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"093b0452a06f040275660cdb31e80821c3d6a002","datavalue":{"value":{"entity-type":"item","numeric-id":1867723,"id":"Q1867723"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b22dd3ac71b9ec3328e2b5fc84b0d543c6bf9871","datavalue":{"value":{"amount":"+0.845973014831543","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":"Q959262$4CDEF1AF-86C1-40B9-BBCC-9EA5D44C20D6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"41455503fb906bcbdf3ae2425be350bf58e96303","datavalue":{"value":{"entity-type":"item","numeric-id":3087583,"id":"Q3087583"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"51d79a9dd7a0caf19713d686aeea45c829677b73","datavalue":{"value":{"amount":"+0.836008608341217","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":"Q959262$7EC3B555-9EF1-4F82-90C5-4F0F88804373","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"76a145c0f4f5862782b5b5c5a4a5b077bd871d80","datavalue":{"value":{"entity-type":"item","numeric-id":3005011,"id":"Q3005011"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1c3dd79b6bd419aa54bc65be499bc5c22234dcb4","datavalue":{"value":{"amount":"+0.8230652213096619","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q959262$CE68DBCF-5FDE-4783-B594-632D12616240","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Comparing stochastic volatility models through Monte Carlo simulations","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Comparing_stochastic_volatility_models_through_Monte_Carlo_simulations"}}}}}