{"@context":["https://w3id.org/fdo/context/v1",{"schema":"https://schema.org/","prov":"http://www.w3.org/ns/prov#","fdo":"https://w3id.org/fdo/vocabulary/"}],"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q6616628","@type":"DigitalObject","kernel":{"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q6616628","digitalObjectType":"https://schema.org/ScholarlyArticle","primaryIdentifier":"mardi:Q6616628","kernelVersion":"v1","immutable":true,"modified":"2025-03-07T15:32:35Z"},"profile":{"@context":"https://schema.org","@type":"ScholarlyArticle","@id":"https://portal.mardi4nfdi.de/entity/Q6616628","name":"The Generalized Conditional Autoregressive Wishart Model for Multivariate Realized Volatility","headline":"The Generalized Conditional Autoregressive Wishart Model for Multivariate Realized Volatility","description":"scientific article; zbMATH DE number 7924126","url":"https://portal.mardi4nfdi.de/entity/Q6616628","datePublished":"2024-10-09","author":[{"@id":"https://portal.mardi4nfdi.de/entity/Q280414"},{"@id":"https://portal.mardi4nfdi.de/entity/Q494375"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5139260"}],"publisher":[{"@id":"https://portal.mardi4nfdi.de/entity/Q6586877"}],"identifier":{"@type":"PropertyValue","propertyID":"doi","value":"10.1080/07350015.2015.1096788","url":"https://doi.org/10.1080/07350015.2015.1096788"},"sameAs":["https://doi.org/10.1080/07350015.2015.1096788"],"citation":[{"@id":"https://portal.mardi4nfdi.de/entity/Q5255690"},{"@id":"https://portal.mardi4nfdi.de/entity/Q737274"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5472963"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5485102"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3502142"},{"@id":"https://portal.mardi4nfdi.de/entity/Q2511805"},{"@id":"https://portal.mardi4nfdi.de/entity/Q737896"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5475035"},{"@id":"https://portal.mardi4nfdi.de/entity/Q737267"},{"@id":"https://portal.mardi4nfdi.de/entity/Q736693"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3317942"},{"@id":"https://portal.mardi4nfdi.de/entity/Q738147"},{"@id":"https://portal.mardi4nfdi.de/entity/Q302185"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3888402"},{"@id":"https://portal.mardi4nfdi.de/entity/Q78925"},{"@id":"https://portal.mardi4nfdi.de/entity/Q935335"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4742198"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5312885"},{"@id":"https://portal.mardi4nfdi.de/entity/Q599462"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3219581"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1247128"},{"@id":"https://portal.mardi4nfdi.de/entity/Q295688"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3111195"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4781177"},{"@id":"https://portal.mardi4nfdi.de/entity/Q2380093"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1441749"},{"@id":"https://portal.mardi4nfdi.de/entity/Q737259"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5754906"}]},"provenance":{"prov:generatedAtTime":"2025-03-07T15:32:35Z","prov:wasAttributedTo":"MaRDI Knowledge Graph"}}