Pith. sign in

Paper Citation Record · LEDGER

The microstructural foundations of leverage effect and rough volatility

As of 16 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 1 inbound Pith citation observation for arXiv:1609.05177.

A citation records a reference. It does not transfer a finding from one paper to another.

pith.paper-citation-record.v1
1609.05177 v1

Coverage vector

measured 0 of 0 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links

measured 1 of 1 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-16T06:30:59.297886+00:00

measured 1 of 1 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-14T13:32:01.136667Z

measured 0 of 1 external citation measurements

A source-named dated measurement, never combined with another source.

Source: pith, observed 2026-08-14T13:32:01.227537Z

Reference resolution

0 of 0 outbound references displayed

  • verified exact0
  • verified fuzzy0
  • unresolved0
  • parse uncertain0
  • malformed identifier0
  • metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

No outbound reference observations are available for this paper version.

Pith citing papers

Observation 3e9d945e-015a-4ec4-ac8d-c43ae9cec510 · inbound

Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data cites this paper.

Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data The microstructural foundations of leverage effect and rough volatility

Reference 24

Resolution
verified exact
local_arxiv, observed 2026-08-14T13:32:01.233244Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=arxiv_source observed=2026-08-14T13:32:01.136667Z digest=sha256:00c3241958d67c7c92a795230665ae22b993b7cbd911e22d41d2af4826554bf9