{"entities":{"Q960327":{"pageid":962175,"ns":120,"title":"Item:Q960327","lastrevid":50525318,"modified":"2026-01-14T07:15:52Z","type":"item","id":"Q960327","labels":{"en":{"language":"en","value":"A multivariate threshold stochastic volatility model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5383091"}},"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":"Q960327$DFD772B0-0E16-4CD7-9B84-29ED1C893DE5","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"4328a1c9caa91a8a41970ffa1636df6fc0981d09","datavalue":{"value":{"text":"A multivariate threshold stochastic volatility model","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q960327$42BC9CF3-D0D0-41EF-BD06-377839330D01","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"bfc877ca5a435dcf92d60bf17bed4188ea9b13f0","datavalue":{"value":"1151.91540","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q960327$3702218A-4740-4510-AC52-CBEDD889D752","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"2ac61124c130a309ba22dd6de30ccf8073e5ac16","datavalue":{"value":{"entity-type":"item","numeric-id":931578,"id":"Q931578"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q960327$BA2211CC-BA27-416F-A0E1-A8A1D6155D53","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"682ffaaa57a9a6c995eda9fd368658e7f15570cb","datavalue":{"value":{"entity-type":"item","numeric-id":86161,"id":"Q86161"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q960327$74B49DD7-51C4-48B8-9352-CEB7A80EB679","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"e3288b2f167bc301ae226580fc288bc080e760bf","datavalue":{"value":{"time":"+2008-12-17T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q960327$FFC5082B-9ED9-4451-92F7-9582609FA56C","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"bd64ff7d9ffd84137e2c5424cba7ed0560f8164d","datavalue":{"value":"http://europepmc.org/articles/pmc7127604","type":"string"},"datatype":"url"},"type":"statement","id":"Q960327$ECDC2336-B5C2-4EC1-A416-04AC866DE0A0","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7b600a0bd525a05fa571487b461fe5ba90ad6e5d","datavalue":{"value":"91B28","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q960327$AAB23789-0E24-49C2-BF92-8EEAFC46F9D5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"325e035d1812352c3a83010cdc35176514b19a00","datavalue":{"value":"91B84","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q960327$6B357994-5114-4797-AB14-2217CC93D8B8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"6f8dd48613c31a68784dfc4a3b5fc6723376a69a","datavalue":{"value":"91B82","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q960327$6398383D-B9D1-4298-8666-50A27C9CD9C4","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"d93cff9a0d31523eb8578261aae25dcc299a1aac","datavalue":{"value":"5383091","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q960327$01F8538D-59D1-482A-B091-2E802D4EC816","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"31eede3b6b284c54f60d69abe33986fa5ed7179b","datavalue":{"value":"dynamic correlation","type":"string"},"datatype":"string"},"type":"statement","id":"Q960327$45E6605C-CC19-4DB2-9310-57BF415C4D5F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"15985d2c69f9d48dbce1e4edb21a0935c22c9140","datavalue":{"value":"finance","type":"string"},"datatype":"string"},"type":"statement","id":"Q960327$6953944C-8825-49ED-B363-81C82E6F1015","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q960327$2686F6E7-DD90-4E2B-8315-2EBE542EBA08","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"70b86f0a7fb0300cca6b9c19209aa8e2e19a0ce5","datavalue":{"value":"threshold nonlinearity","type":"string"},"datatype":"string"},"type":"statement","id":"Q960327$C2619B01-DB8B-4E8D-8EA1-D7C75B03D323","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e822fa312dcc72d51a88efa07fb673bcf226d72f","datavalue":{"value":"volatility asymmetry","type":"string"},"datatype":"string"},"type":"statement","id":"Q960327$000B840C-8D9D-4987-A37D-D332850142DD","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q960327$FABE0888-4E1C-430D-806D-D227F568FA2F","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"4152845ad18a4fc8bbd26f7b6df98ce33e8e685c","datavalue":{"value":"W1988861049","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q960327$9903E3E4-653D-4FC1-9C1B-E23E525DFC16","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"b9f7565abe0d8b85a988c3a8470cd5831bbb4f17","datavalue":{"value":"Q91906239","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q960327$664F9562-879C-4DE3-A3CB-9E50EFF2FA67","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"5940dc9500aec4e9b9b2e9415d96875527976792","datavalue":{"value":{"entity-type":"item","numeric-id":5697355,"id":"Q5697355"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q960327$02E902A1-5729-42F1-B4B2-B8139400C8CD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"37892477d19fd4036027943a5c93a217611e3b5e","datavalue":{"value":{"entity-type":"item","numeric-id":5485102,"id":"Q5485102"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q960327$C881419A-ABB2-4CF0-A23C-3C7E458B051F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"58a3589d27a600c43507f201c66623cc89d3ceb2","datavalue":{"value":{"entity-type":"item","numeric-id":5485115,"id":"Q5485115"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q960327$81A2C864-29C4-4A91-9F82-0B6EC295D1D1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7a3e4c098d95a6f541042ce3feb9de24a2ad06d6","datavalue":{"value":{"entity-type":"item","numeric-id":302187,"id":"Q302187"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q960327$BC27E881-585C-4CE8-88B3-24DDE641AC5F","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":"Q960327$CE0F6936-E966-42AF-82F8-A631051D2ED8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"eea838d07e2e4083a612336bbb71ea8e76318e4c","datavalue":{"value":{"entity-type":"item","numeric-id":4320766,"id":"Q4320766"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q960327$18C40890-6E6A-4E00-B01B-9A810786D515","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"166931c6ed0bb1c549ad2507d49fd9dcd6c99428","datavalue":{"value":{"entity-type":"item","numeric-id":5485105,"id":"Q5485105"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q960327$7050FDBA-4E83-47E8-AF8F-F41652B4A4CF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d5a8e5aa1e4e6dfa1deb3a68551e920e7ac2ef65","datavalue":{"value":{"entity-type":"item","numeric-id":278181,"id":"Q278181"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q960327$96DF6F8A-3CBC-4490-AFEB-4E56C304A925","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"025ca452ff1a405cdb314d733a2750fb487d9bff","datavalue":{"value":{"entity-type":"item","numeric-id":1341202,"id":"Q1341202"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q960327$09DA9423-A5E5-4EAB-BB9C-40754F7D6C28","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9a224e226e0cc5829a98aab8619cd2bb1b69712a","datavalue":{"value":{"entity-type":"item","numeric-id":3953065,"id":"Q3953065"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q960327$B18CAC7B-EBEA-45EF-BE08-B2AFAB84F89F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cf37c1549c9734098d8f2375d7a0e9a6d852ddef","datavalue":{"value":{"entity-type":"item","numeric-id":4301276,"id":"Q4301276"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q960327$47A7FFCD-749B-47A8-B673-A1E9FC0EE60E","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":"Q960327$26B44023-0EB5-4FEC-A263-DB650E861C5C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fbabe7b5a8dc30d21f904c01821165171fc27bcd","datavalue":{"value":{"entity-type":"item","numeric-id":4219769,"id":"Q4219769"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q960327$BD53C92D-A7BB-493D-897E-360B3B65E09A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"23c391ea7e5f6b4baa1a2538c48abcfe0a928e9f","datavalue":{"value":{"entity-type":"item","numeric-id":3404109,"id":"Q3404109"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q960327$2DFE960F-E5BC-4357-91BE-9E8C9B0A0D9F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8071042aa950483d3ae47a2d352f2ecc4a77f56c","datavalue":{"value":{"entity-type":"item","numeric-id":4299478,"id":"Q4299478"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q960327$F45028CE-D30E-43EE-A579-5DD8600952EA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ddd6b50430e5617121e80f2fd56b516032aae3d7","datavalue":{"value":{"entity-type":"item","numeric-id":3125700,"id":"Q3125700"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q960327$1D6FD4D5-2BE7-4706-A37D-143132A54166","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cf9b1cce477196903f98d08416639a9c3f2a8b50","datavalue":{"value":{"entity-type":"item","numeric-id":4364933,"id":"Q4364933"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q960327$C20B6EB4-FAE3-4EB6-ABE3-1C2F5F41DFF5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"31020e925c55eef1c63dbd2716ba07bc02b875f4","datavalue":{"value":{"entity-type":"item","numeric-id":4351582,"id":"Q4351582"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q960327$832AC572-C9E5-47E8-950B-552C6DD5BD76","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e80728b153bfb0b06e62a6c3d7ac4a590165c522","datavalue":{"value":{"entity-type":"item","numeric-id":595307,"id":"Q595307"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q960327$BD1C956C-D993-4E23-A194-A08EEE16560C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"041509dd4578de68176899473de4867378321c98","datavalue":{"value":{"entity-type":"item","numeric-id":3928091,"id":"Q3928091"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q960327$0A5FEB2C-4F8D-4F6E-A428-9C0037FDBFD1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5a4fc0839db0ff69b35fc7e17ec5bfd5c9943b50","datavalue":{"value":{"entity-type":"item","numeric-id":262831,"id":"Q262831"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q960327$3A14DE64-1C48-4FE5-B110-35ADD0C0EEF4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cf2537c15cca05cafc4e571cbbe031d514f7470f","datavalue":{"value":{"entity-type":"item","numeric-id":5485109,"id":"Q5485109"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q960327$701DB3BD-66AD-43C6-AA6E-340573252CD9","rank":"normal"}],"P1635":[{"mainsnak":{"snaktype":"value","property":"P1635","hash":"efa9791423a44e50e70193b08a9ac330fb511ea5","datavalue":{"value":"journals/mcs/SoC08","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q960327$6F86B7A3-1F48-4A23-8BAC-63A70A9F2293","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"a0a24f0fbe0174c4eb3669aa46b89f1e9a921d3c","datavalue":{"value":"10.1016/J.MATCOM.2007.12.003","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q960327$758AB7A5-860B-4A15-A0DA-89E8981EC36D","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9ce367c99aaf1a5ab37df2d347914f6f2015fa83","datavalue":{"value":{"entity-type":"item","numeric-id":3404109,"id":"Q3404109"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b7dd66fa385a27cbd35e25624565e4f3f04cdf88","datavalue":{"value":{"amount":"+0.8447611927986145","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q960327$CEA362A0-B0F8-4D89-BE36-457A6C1250F7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2a694af30d4d283e5687e53a60cefc55dab0e599","datavalue":{"value":{"entity-type":"item","numeric-id":5392691,"id":"Q5392691"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4a27d061f398ec74c43c02d0339d02d3ada322c6","datavalue":{"value":{"amount":"+0.8317305445671082","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":"Q960327$18E14C37-394E-47D0-9E44-F990772D7161","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"56e9d9eab7614f2512ec92448f46c214650899bb","datavalue":{"value":{"entity-type":"item","numeric-id":4900923,"id":"Q4900923"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"dcde92aaada7898ca69b00e2805f4d1d18049634","datavalue":{"value":{"amount":"+0.8238261938095093","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q960327$D6D68443-26E1-4F69-B9E6-7E9B6101D737","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4999d583c41f5ec77b9115fd3a8b279b3f38d497","datavalue":{"value":{"entity-type":"item","numeric-id":5485115,"id":"Q5485115"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2393f825104227ff4567e4845927513952f7e184","datavalue":{"value":{"amount":"+0.8226675391197205","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":"Q960327$87A1232A-8539-4CE8-9A3E-CBA26EA7C0C2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2a145db31f607803ddfc530806068248f26cb548","datavalue":{"value":{"entity-type":"item","numeric-id":3646962,"id":"Q3646962"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0cb0f238d55063907749ae67e777a887901a7a65","datavalue":{"value":{"amount":"+0.8169916868209839","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q960327$CB1DA0A5-1C76-4C27-99B6-88874568D32A","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:960327","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:960327"}}}}}