Paper Citation Record · LEDGER

Evaluation of extremal properties of GARCH(p,q) processes

As of 23 August 2026, this Paper Citation Record lists 36 of 36 outbound references and 0 inbound Pith citation observations for arXiv:1908.06835.

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

pith.paper-citation-record.v1
1908.06835 v1

Coverage vector

measured 36 of 36 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-14T12:47:45.619369Z

measured 36 of 36 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-23T06:30:58.430688+00:00

measured 0 of 0 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links

measured 0 of 1 external citation measurements

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

Source: cited_works

Reference resolution

36 of 36 outbound references displayed

verified exact1
verified fuzzy25
unresolved10
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External citation measurements

No source-named external measurement is stored.

Outbound references

Observation a1dc4610-2b63-4361-b374-e909ebc5a48a · outbound

This paper cites write newline.

Evaluation of extremal properties of GARCH(p,q) processes write newline

Reference 1

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:47:46.379731Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation 13a8a543-d74b-4eb8-83a1-f2d709a341f7 · outbound

This paper cites and Capitanio, A.

Evaluation of extremal properties of GARCH(p,q) processes and Capitanio, A

Reference 2

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:47:46.361183Z

Source-reported events for the cited work

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Observation 45f5fb2a-2028-4ef7-848c-3fd953bbbcab · outbound

This paper cites an unresolved cited work.

Evaluation of extremal properties of GARCH(p,q) processes Unresolved cited work

Reference 3

Resolution: unresolved; raw_fallback, observed 2026-08-14T12:47:46.332311Z

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Observation f05481e9-a491-490c-ae75-c61684ca2148 · outbound

This paper cites and Segers, J.

Evaluation of extremal properties of GARCH(p,q) processes and Segers, J

Reference 4

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:47:46.302287Z

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Observation e544aa65-ab47-4745-adb4-ef75726e16bb · outbound

This paper cites and Segers, J.

Evaluation of extremal properties of GARCH(p,q) processes and Segers, J

Reference 5

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:47:46.283610Z

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Observation 6b627b01-8d69-4caf-aaf8-aff38947d855 · outbound

This paper cites (1986) Generalized autoregressive conditional heteroskedasticity.

Evaluation of extremal properties of GARCH(p,q) processes (1986) Generalized autoregressive conditional heteroskedasticity

Reference 6

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:47:46.265799Z

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Observation 1bd8cbad-d8d9-4a51-9127-d348afe97869 · outbound

This paper cites and Picard, N.

Evaluation of extremal properties of GARCH(p,q) processes and Picard, N

Reference 7

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:47:46.245398Z

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Observation 94c049a2-8c9b-4d01-8c79-dfcab784a0cd · outbound

This paper cites an unresolved cited work.

Evaluation of extremal properties of GARCH(p,q) processes Unresolved cited work

Reference 8

Resolution: unresolved; raw_fallback, observed 2026-08-14T12:47:46.228756Z

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Observation 025ca88c-a083-4d0b-a626-7be903eb7040 · outbound

This paper cites F., Diao, G.

Evaluation of extremal properties of GARCH(p,q) processes F., Diao, G

Reference 9

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Observation 9fc7e856-c343-409d-b591-68a49c469620 · outbound

This paper cites an unresolved cited work.

Evaluation of extremal properties of GARCH(p,q) processes Unresolved cited work

Reference 10

Resolution: unresolved; raw_fallback, observed 2026-08-14T12:47:46.193584Z

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Observation 8f4a02f6-b7e6-4303-b74c-49f726bdd2cf · outbound

This paper cites an unresolved cited work.

Evaluation of extremal properties of GARCH(p,q) processes Unresolved cited work

Reference 11

Resolution: unresolved; raw_fallback, observed 2026-08-14T12:47:46.176153Z

Source-reported events for the cited work

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Observation 366346d0-dbed-4d20-ba8c-3269a16937c8 · outbound

This paper cites I., Rootz\'en, H.

Evaluation of extremal properties of GARCH(p,q) processes I., Rootz\'en, H

Reference 12

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:47:46.158039Z

Source-reported events for the cited work

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Observation 48554728-d91f-41e5-9b69-91cae16f9426 · outbound

This paper cites and Miclo, L.

Evaluation of extremal properties of GARCH(p,q) processes and Miclo, L

Reference 13

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:47:46.141840Z

Source-reported events for the cited work

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Observation 2007784e-5793-4489-b003-efe23ba11e1c · outbound

This paper cites and Miclo, L.

Evaluation of extremal properties of GARCH(p,q) processes and Miclo, L

Reference 14

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:47:46.126776Z

Source-reported events for the cited work

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Observation 6533facf-3fcb-47b2-bfcc-85179b6b4165 · outbound

This paper cites and Andrieu, C.

Evaluation of extremal properties of GARCH(p,q) processes and Andrieu, C

Reference 15

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:47:46.109874Z

Source-reported events for the cited work

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Observation 00651da0-b90f-4c1f-8742-f65aa1258849 · outbound

This paper cites and Schlather, M.

Evaluation of extremal properties of GARCH(p,q) processes and Schlather, M

Reference 16

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:47:46.093225Z

Source-reported events for the cited work

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Observation 03385312-8480-41f3-bd69-d6d26c845c1d · outbound

This paper cites and Zako \"i an, J.-M.

Evaluation of extremal properties of GARCH(p,q) processes and Zako \"i an, J.-M

Reference 17

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:47:46.073203Z

Source-reported events for the cited work

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Observation 52039d34-8a0e-4f81-b5fb-ae07fc270bda · outbound

This paper cites an unresolved cited work.

Evaluation of extremal properties of GARCH(p,q) processes Unresolved cited work

Reference 18

Resolution: unresolved; raw_fallback, observed 2026-08-14T12:47:46.055307Z

Source-reported events for the cited work

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Observation b3544193-ef83-4e3d-bfb2-5880faa216ee · outbound

This paper cites A., Roberts, G.

Evaluation of extremal properties of GARCH(p,q) processes A., Roberts, G

Reference 19

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:47:46.035970Z

Source-reported events for the cited work

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Observation 456a642d-a78d-4f72-8bc2-726d6feb7680 · outbound

This paper cites and Leadbetter, M.

Evaluation of extremal properties of GARCH(p,q) processes and Leadbetter, M

Reference 20

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:47:46.017115Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation 0fc41532-8158-400b-851e-f4ad62eca413 · outbound

This paper cites (2010) On Some Connections between Light Tails, Regular Variation and Extremes\/.

Evaluation of extremal properties of GARCH(p,q) processes (2010) On Some Connections between Light Tails, Regular Variation and Extremes\/

Reference 21

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:47:46.000191Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation c7910c37-be04-472b-b789-cb6861790e0c · outbound

This paper cites and Segers, J.

Evaluation of extremal properties of GARCH(p,q) processes and Segers, J

Reference 22

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:47:45.981813Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation f9c2cec2-4a8c-410d-8aa7-3b555e4db42b · outbound

This paper cites (1983) Random Measures\/.

Evaluation of extremal properties of GARCH(p,q) processes (1983) Random Measures\/

Reference 23

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:47:45.961523Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation 51984a3a-0cd3-4eae-9536-e608f9e849df · outbound

This paper cites (1973) Random difference equations and renewal theory for products of random matrices.

Evaluation of extremal properties of GARCH(p,q) processes (1973) Random difference equations and renewal theory for products of random matrices

Reference 24

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:47:45.939809Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation e96f48d5-1c3b-4fba-897d-42531848a8fe · outbound

This paper cites and Spitzer, F.

Evaluation of extremal properties of GARCH(p,q) processes and Spitzer, F

Reference 25

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:47:45.923319Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation d0fc98d2-004f-4a81-86a7-30cc572c5a28 · outbound

This paper cites and Tawn, J.

Evaluation of extremal properties of GARCH(p,q) processes and Tawn, J

Reference 26

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:47:45.900535Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation a7988127-a35b-457f-b4c5-11654a2b805b · outbound

This paper cites an unresolved cited work.

Evaluation of extremal properties of GARCH(p,q) processes Unresolved cited work

Reference 27

Resolution: unresolved; raw_fallback, observed 2026-08-14T12:47:45.881249Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation fa86c54e-97be-47ec-bc04-2e7242cae3dc · outbound

This paper cites and St a ric a , C.

Evaluation of extremal properties of GARCH(p,q) processes and St a ric a , C

Reference 28

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:47:45.861527Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation d821d437-2fda-450b-9afa-97905eda7f04 · outbound

This paper cites an unresolved cited work.

Evaluation of extremal properties of GARCH(p,q) processes Unresolved cited work

Reference 29

Resolution: unresolved; raw_fallback, observed 2026-08-14T12:47:45.834966Z

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Observation b7590c4c-2887-4ad8-a9a8-393def96dbbf · outbound

This paper cites and Soulier, P.

Evaluation of extremal properties of GARCH(p,q) processes and Soulier, P

Reference 30

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Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation 93f94e59-1ce2-4f50-b302-4b17da0ca513 · outbound

This paper cites an unresolved cited work.

Evaluation of extremal properties of GARCH(p,q) processes Unresolved cited work

Reference 31

Resolution: unresolved; raw_fallback, observed 2026-08-14T12:47:45.812620Z

Source-reported events for the cited work

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Observation 25f60266-366b-4beb-97be-acae60e797bd · outbound

This paper cites (1988) Maxima and exceedancs of stationary M arkov chains.

Evaluation of extremal properties of GARCH(p,q) processes (1988) Maxima and exceedancs of stationary M arkov chains

Reference 32

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:47:45.793640Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation 818fc7f5-d725-4a8f-8577-a395314f0cc9 · outbound

This paper cites (2003) Functionals of clusters of extremes.

Evaluation of extremal properties of GARCH(p,q) processes (2003) Functionals of clusters of extremes

Reference 33

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:47:45.769722Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation d77badda-008f-4d74-b86a-1ae6eb81f5b7 · outbound

This paper cites L., Tawn, J.

Evaluation of extremal properties of GARCH(p,q) processes L., Tawn, J

Reference 34

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:47:45.751435Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation 12754fb2-e399-4167-a0f8-ef28988fce56 · outbound

This paper cites an unresolved cited work.

Evaluation of extremal properties of GARCH(p,q) processes Unresolved cited work

Reference 35

Resolution: unresolved; raw_fallback, observed 2026-08-14T12:47:45.727714Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Observation b9d37e73-f6c5-4237-87f0-f7bbb7c669c2 · outbound

This paper cites an unresolved cited work.

Evaluation of extremal properties of GARCH(p,q) processes Unresolved cited work

Reference 36

Resolution: unresolved; raw_fallback, observed 2026-08-14T12:47:45.698085Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-23T06:30:58.430688+00:00.

Pith citing papers

No inbound Pith citation observations are available.