Paper Citation Record · LEDGER

Stationary Distributions of the Mode-switching Chiarella Model

As of 23 August 2026, this Paper Citation Record lists 24 of 24 outbound references and 1 inbound Pith citation observation for arXiv:2511.13277.

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

pith.paper-citation-record.v1
2511.13277 v2

Coverage vector

measured 24 of 24 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-03T21:59:55.554225Z

measured 25 of 25 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 1 of 1 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-03T21:59:53.041452Z

measured 0 of 1 external citation measurements

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

Source: cited_works

Reference resolution

24 of 24 outbound references displayed

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External citation measurements

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Outbound references

Observation c600071a-1b10-48ab-809e-9bfc93119556 · outbound

This paper cites an unresolved cited work.

Stationary Distributions of the Mode-switching Chiarella Model Unresolved cited work

Reference 1

Resolution: unresolved; no resolver link, observed 2026-08-03T21:59:52.858923Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation b0e77337-62fa-4530-9b09-de38c6b66ca4 · outbound

This paper cites It is common belief that in the presence of noise the distribution ofmispricings(i.e.

Stationary Distributions of the Mode-switching Chiarella Model It is common belief that in the presence of noise the distribution ofmispricings(i.e

Reference 2

Resolution: unresolved; no resolver link, observed 2026-08-03T21:59:52.948576Z

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Observation 9bbcc44f-dae5-4182-8088-8758bc7ddfcb · outbound

This paper cites Co-existence of trend and value in financial markets: Estimating an extended Chiarella model.

Stationary Distributions of the Mode-switching Chiarella Model Co-existence of trend and value in financial markets: Estimating an extended Chiarella model

Reference 3

Resolution: unresolved; no resolver link, observed 2026-08-03T21:59:53.415220Z

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Observation a77e55bb-cebf-4ae3-9fac-4c2fc306ba62 · outbound

This paper cites polarize.

Stationary Distributions of the Mode-switching Chiarella Model polarize

Reference 4

Resolution: unresolved; no resolver link, observed 2026-08-03T21:59:53.143689Z

Source-reported events for the cited work

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Observation fca1e224-7340-44a3-8b5a-e4d0903542cd · outbound

This paper cites Stationary Distributions of the Mode-switching Chiarella Model.

Stationary Distributions of the Mode-switching Chiarella Model Stationary Distributions of the Mode-switching Chiarella Model

Reference 5

Resolution: unresolved; no resolver link, observed 2026-08-03T21:59:53.041452Z

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Unavailable: canonical work link unavailable.

Observation f95a4f2f-e58b-463c-94e0-d254da75bd9d · outbound

This paper cites The dynamics of speculative behaviour.

Stationary Distributions of the Mode-switching Chiarella Model The dynamics of speculative behaviour

Reference 6

Resolution: unresolved; no resolver link, observed 2026-08-03T21:59:53.257365Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 968792eb-e84d-4c0c-a96d-813fb80acde6 · outbound

This paper cites Black was right: Price is within a factor 2 of Value.

Stationary Distributions of the Mode-switching Chiarella Model Black was right: Price is within a factor 2 of Value

Reference 7

Resolution: unresolved; no resolver link, observed 2026-08-03T21:59:53.333076Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 91a4d69f-fb57-4b77-9598-5c483f6adee4 · outbound

This paper cites Revisit- ing the Excess Volatility Puzzle Through the Lens of the Chiarella Model.

Stationary Distributions of the Mode-switching Chiarella Model Revisit- ing the Excess Volatility Puzzle Through the Lens of the Chiarella Model

Reference 8

Resolution: unresolved; no resolver link, observed 2026-08-03T21:59:53.481885Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation e191c829-2d50-4f2a-b569-431611af9dd7 · outbound

This paper cites An analysis of the ef- fect of noise in a heterogeneous agent financial market model.

Stationary Distributions of the Mode-switching Chiarella Model An analysis of the ef- fect of noise in a heterogeneous agent financial market model

Reference 9

Resolution: unresolved; no resolver link, observed 2026-08-03T21:59:53.635883Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 4af139ad-a615-4306-bf12-c1e51073f0eb · outbound

This paper cites The stochastic bifurcation behaviour of speculative financial markets.

Stationary Distributions of the Mode-switching Chiarella Model The stochastic bifurcation behaviour of speculative financial markets

Reference 10

Resolution: unresolved; no resolver link, observed 2026-08-03T21:59:53.814174Z

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Unavailable: canonical work link unavailable.

Observation df5dc2a7-ba66-41dd-819b-ca419fdaee0f · outbound

This paper cites On The Dynamic Behavior of Prices in Disequilibrium.

Stationary Distributions of the Mode-switching Chiarella Model On The Dynamic Behavior of Prices in Disequilibrium

Reference 11

Resolution: unresolved; no resolver link, observed 2026-08-03T21:59:53.925216Z

Source-reported events for the cited work

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Observation 5cb3fca2-a75d-498a-a496-f75c03310066 · outbound

This paper cites The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions.

Stationary Distributions of the Mode-switching Chiarella Model The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions

Reference 12

Resolution: unresolved; no resolver link, observed 2026-08-03T21:59:54.089298Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation b071816a-b44d-4e05-a3c9-f095980fe179 · outbound

This paper cites Scaling and criticality in a stochas- tic multi-agent model of a financial market.

Stationary Distributions of the Mode-switching Chiarella Model Scaling and criticality in a stochas- tic multi-agent model of a financial market

Reference 13

Resolution: unresolved; no resolver link, observed 2026-08-03T21:59:54.267801Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 9e3e3bad-5791-463f-994b-c412ee8791e2 · outbound

This paper cites Stochastic processes in physics and chemistry.

Stationary Distributions of the Mode-switching Chiarella Model Stochastic processes in physics and chemistry

Reference 14

Resolution: unresolved; no resolver link, observed 2026-08-03T21:59:54.380568Z

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Unavailable: canonical work link unavailable.

Observation 9efd1e78-1587-4d5a-85e9-dd0286f7880c · outbound

This paper cites Propagation of a higher-order cosh-Gaussian beam in turbulent atmosphere.

Stationary Distributions of the Mode-switching Chiarella Model Propagation of a higher-order cosh-Gaussian beam in turbulent atmosphere

Reference 15

Resolution: unresolved; no resolver link, observed 2026-08-03T21:59:54.500256Z

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Observation aa3918db-e89b-45fe-96fc-1ad583c82362 · outbound

This paper cites Wave propagation and scattering in random media.

Stationary Distributions of the Mode-switching Chiarella Model Wave propagation and scattering in random media

Reference 16

Resolution: unresolved; no resolver link, observed 2026-08-03T21:59:54.614434Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 9b1ede3f-5c05-48e6-a8ef-4cab17c018ca · outbound

This paper cites Reaction-ratetheory: fifty years after Kramers.

Stationary Distributions of the Mode-switching Chiarella Model Reaction-ratetheory: fifty years after Kramers

Reference 17

Resolution: unresolved; no resolver link, observed 2026-08-03T21:59:54.697528Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation e3b53749-4297-4921-8dd2-5f82eb073662 · outbound

This paper cites IV, Eq.(19).

Stationary Distributions of the Mode-switching Chiarella Model IV, Eq.(19)

Reference 18

Resolution: unresolved; no resolver link, observed 2026-08-03T21:59:54.818162Z

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Observation a498017f-cd34-4dd6-b46b-3b63eb4b6a4a · outbound

This paper cites For that,A(y)must first be determined.

Stationary Distributions of the Mode-switching Chiarella Model For that,A(y)must first be determined

Reference 19

Resolution: unresolved; no resolver link, observed 2026-08-03T21:59:54.974206Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 0ddec4a2-2a89-40c0-8a53-50990684c489 · outbound

This paper cites Thus, whether the distribution is uni- or bimodal is independent ofαandγin this limit.

Stationary Distributions of the Mode-switching Chiarella Model Thus, whether the distribution is uni- or bimodal is independent ofαandγin this limit

Reference 20

Resolution: unresolved; no resolver link, observed 2026-08-03T21:59:55.073554Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation ea19d3c7-2abf-4ab9-9a62-5f1aaa08be69 · outbound

This paper cites In the bimodal case, interestingly, the position of the maxima will not only depend onβandκbut also on the noise strengthσ 2.

Stationary Distributions of the Mode-switching Chiarella Model In the bimodal case, interestingly, the position of the maxima will not only depend onβandκbut also on the noise strengthσ 2

Reference 21

Resolution: unresolved; no resolver link, observed 2026-08-03T21:59:55.162162Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation d7794b98-d369-4113-954e-318b6bae4241 · outbound

This paper cites First, letY t be the underlying OU-process.

Stationary Distributions of the Mode-switching Chiarella Model First, letY t be the underlying OU-process

Reference 22

Resolution: unresolved; no resolver link, observed 2026-08-03T21:59:55.298047Z

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Observation 67ffbf74-d717-442e-8720-48f64923242a · outbound

This paper cites The variance of the process is thus given by ⟨x2⟩=⟨A 2⟩+⟨B 2⟩+⟨C 2⟩+ 2⟨AB⟩=⟨A 2⟩+ σ2 N +σ 2 V 2κeff + 2⟨AB⟩(D19) because all terms are centered.

Stationary Distributions of the Mode-switching Chiarella Model The variance of the process is thus given by ⟨x2⟩=⟨A 2⟩+⟨B 2⟩+⟨C 2⟩+ 2⟨AB⟩=⟨A 2⟩+ σ2 N +σ 2 V 2κeff + 2⟨AB⟩(D19) because all terms are centered

Reference 23

Resolution: unresolved; no resolver link, observed 2026-08-03T21:59:55.407282Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 8e208bb3-b805-4db1-87a9-62ef3163a3ea · outbound

This paper cites an unresolved cited work.

Stationary Distributions of the Mode-switching Chiarella Model Unresolved cited work

Reference 24

Resolution: unresolved; no resolver link, observed 2026-08-03T21:59:55.554225Z

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Pith citing papers

Observation fca1e224-7340-44a3-8b5a-e4d0903542cd · inbound