Paper Citation Record · LEDGER

A Sinusoidal Hull-White Model for Interest Rate Dynamics: Capturing Long-Term Periodicity in U.S. Treasury Yields

As of 9 August 2026, this Paper Citation Record lists 12 of 12 outbound references and 0 inbound Pith citation observations for arXiv:2506.06317.

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

pith.paper-citation-record.v1
2506.06317 v1

Coverage vector

measured 12 of 12 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-07T13:48:03.660633Z

measured 12 of 12 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-08T06:32:00.761636+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

12 of 12 outbound references displayed

verified exact4
verified fuzzy0
unresolved6
parse uncertain0
malformed identifier0
metadata mismatch2

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 3440be14-e031-4942-9731-e28ae1bec262 · outbound

This paper cites Federal Reserve Economic Data.

A Sinusoidal Hull-White Model for Interest Rate Dynamics: Capturing Long-Term Periodicity in U.S. Treasury Yields Federal Reserve Economic Data

Reference 6

Resolution: unresolved; no resolver link, observed 2026-08-07T13:48:03.026989Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 26ea9f1a-af60-4216-932d-bdd00a323b6a · outbound

This paper cites Qiang Dai and Kenneth J.

A Sinusoidal Hull-White Model for Interest Rate Dynamics: Capturing Long-Term Periodicity in U.S. Treasury Yields Qiang Dai and Kenneth J

Reference 1985

Resolution: unresolved; no resolver link, observed 2026-08-07T13:48:02.710878Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 6b0a118a-8b21-4727-b4e1-ae9bef2fd29c · outbound

This paper cites 19 David Heath, Robert Jarrow, and Andrew Morton.

A Sinusoidal Hull-White Model for Interest Rate Dynamics: Capturing Long-Term Periodicity in U.S. Treasury Yields 19 David Heath, Robert Jarrow, and Andrew Morton

Reference 1989

Resolution: unresolved; no resolver link, observed 2026-08-07T13:48:03.200852Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 0d552b4a-9ad2-4a78-a88e-525ee0b4959e · outbound

This paper cites John Hull and Alan White.

A Sinusoidal Hull-White Model for Interest Rate Dynamics: Capturing Long-Term Periodicity in U.S. Treasury Yields John Hull and Alan White

Reference 1990

Resolution: verified exact; doi, observed 2026-08-07T13:48:03.864537Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 0bb15cef-ed07-4af1-8b62-d084e07dec9f · outbound

This paper cites Mike West and Jeff Harrison.Bayesian Forecasting and Dynamic Models.

A Sinusoidal Hull-White Model for Interest Rate Dynamics: Capturing Long-Term Periodicity in U.S. Treasury Yields Mike West and Jeff Harrison.Bayesian Forecasting and Dynamic Models

Reference 1991

Resolution: metadata mismatch; raw_fallback, observed 2026-08-07T13:48:04.724514Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 831d5e03-f84e-4cf4-9613-60d2c91ed1d7 · outbound

This paper cites John Hull.Options, Futures, and Other Derivatives.

A Sinusoidal Hull-White Model for Interest Rate Dynamics: Capturing Long-Term Periodicity in U.S. Treasury Yields John Hull.Options, Futures, and Other Derivatives

Reference 1992

Resolution: unresolved; no resolver link, observed 2026-08-07T13:48:03.328606Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 0113295f-8ceb-4048-b2de-07fdd85f818e · outbound

This paper cites Noureddine Krichene.

A Sinusoidal Hull-White Model for Interest Rate Dynamics: Capturing Long-Term Periodicity in U.S. Treasury Yields Noureddine Krichene

Reference 1994

Resolution: metadata mismatch; raw_fallback, observed 2026-08-07T13:48:04.959298Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation c59144cf-db10-4c8a-bb1c-9396cf761901 · outbound

This paper cites an unresolved cited work.

A Sinusoidal Hull-White Model for Interest Rate Dynamics: Capturing Long-Term Periodicity in U.S. Treasury Yields Unresolved cited work

Reference 1996

Resolution: unresolved; no resolver link, observed 2026-08-07T13:48:03.104620Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 23378705-d32a-4cd5-9746-bc27f60a319b · outbound

This paper cites Francis X.

A Sinusoidal Hull-White Model for Interest Rate Dynamics: Capturing Long-Term Periodicity in U.S. Treasury Yields Francis X

Reference 2000

Resolution: verified exact; raw_fallback, observed 2026-08-07T13:48:05.402879Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 60fc559a-3eac-4d57-87f1-8d672ce92cf3 · outbound

This paper cites Darrell Duffie and Rui Kan.

A Sinusoidal Hull-White Model for Interest Rate Dynamics: Capturing Long-Term Periodicity in U.S. Treasury Yields Darrell Duffie and Rui Kan

Reference 2006

Resolution: unresolved; no resolver link, observed 2026-08-07T13:48:02.908824Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 4152f8ae-fbc1-409d-9b59-10fe0b55dc3c · outbound

This paper cites Michael D.

A Sinusoidal Hull-White Model for Interest Rate Dynamics: Capturing Long-Term Periodicity in U.S. Treasury Yields Michael D

Reference 2008

Resolution: verified exact; doi, observed 2026-08-07T13:48:04.387786Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 55f06bd3-dd8d-49f0-987b-367b8b71ee18 · outbound

This paper cites Damiano Brigo and Fabio Mercurio.Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit.

A Sinusoidal Hull-White Model for Interest Rate Dynamics: Capturing Long-Term Periodicity in U.S. Treasury Yields Damiano Brigo and Fabio Mercurio.Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit

Reference 2018

Resolution: verified exact; doi, observed 2026-08-07T13:48:04.117822Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Pith citing papers

No inbound Pith citation observations are available.