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Pith Integrity · Reference Change Desk · events-only

Reference changes

See every place this corpus cites a work that was later retracted, corrected, withdrawn, or placed under expression of concern: exact quote, event source, and what happened next. No model judges the citation.

A notice on this page means a citing paper's bibliography includes a work with a published scholarly-record event. It is not a judgment on the citing paper.

Scoped to citing paper 2507.08915 · clear

01Events with corpus notices

02One-hop citation notices (secondary index)

Correction Crossref Open
Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling

cites Vine copu la- based dependence and portfolio value-at-risk analysis of the cryp tocur- rency market · ref [11] · event 2020-12-05 · 2507.08915 · event page · DOI 10.1016/j.inteco.2019.03.002

Raw extraction · citation context

Arbitrage theory in continuous time (4th edn) . Oxford uni- versity press, 2019. URL: http://dx.doi.org/10.1093/oso/9780198851615. 001.0001. [11] Gideon Boako, Aviral Kumar Tiwari, and David Roubaud. Vine copu la- based dependence and portfolio value-at-risk analysis of the cryp tocur- rency market. International Economics, 158:77-90, 2019. URL: https:// doi.org/10.1016/j.inteco.2019.03.002. [12] Tobias Burggraf. Beyond risk parity-a machine learning-based hierarchi- cal risk…

Parser render (TeX stripped for reading; raw above is the evidence)

Arbitrage theory in continuous time (4th edn) . Oxford uni- versity press, 2019. URL: http://dx.doi.org/10.1093/oso/9780198851615. 001.0001. [11] Gideon Boako, Aviral Kumar Tiwari, and David Roubaud. Vine copu la- based dependence and portfolio value-at-risk analysis of the cryp tocur- rency market. International Economics, 158:77-90, 2019. URL: https:// doi.org/10.1016/j.inteco.2019.03.002. [12] Tobias Burggraf. Beyond risk parity-a machine learning-based hierarchi- cal risk…

Correction Crossref Open
Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling

cites Vine copu la- based dependence and portfolio value-at-risk analysis of the cryp tocur- rency market · ref [11] · event 2023-08-24 · 2507.08915 · event page · DOI 10.1016/j.inteco.2019.03.002

Raw extraction · bibliography line

Gideon Boako, Aviral Kumar Tiwari, and David Roubaud. Vine copu la- based dependence and portfolio value-at-risk analysis of the cryp tocur- rency market. International Economics, 158:77–90, 2019. URL: https:// doi.org/10.1016/j.inteco.2019.03.002