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Paper Citation Record · LEDGER

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions

As of 16 August 2026, this Paper Citation Record lists 34 of 34 outbound references and 0 inbound Pith citation observations for arXiv:1908.08670.

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

pith.paper-citation-record.v1
1908.08670 v2

Coverage vector

measured 34 of 34 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-14T11:43:24.358817Z

measured 34 of 34 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 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

34 of 34 outbound references displayed

  • verified exact1
  • verified fuzzy9
  • unresolved24
  • parse uncertain0
  • malformed identifier0
  • metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation fee7029b-6e34-4548-894e-bf964c430ff2 · outbound

This paper cites an unresolved cited work.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions Unresolved cited work

Reference 1

Resolution
unresolved
raw_fallback, observed 2026-08-14T11:43:27.534454Z

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.

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Observation 66fc0280-ceee-49d7-8b95-f1898e95d2dd · outbound

This paper cites an unresolved cited work.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions Unresolved cited work

Reference 2

Resolution
unresolved
raw_fallback, observed 2026-08-14T11:43:27.366458Z

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.

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Observation f00bb352-0a53-496d-82d2-7b4f08080f68 · outbound

This paper cites an unresolved cited work.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions Unresolved cited work

Reference 3

Resolution
unresolved
raw_fallback, observed 2026-08-14T11:43:27.354108Z

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.

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Observation 6533c444-4882-48c1-b314-8a548569b4a4 · outbound

This paper cites and Bollerslev, T.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions and Bollerslev, T

Reference 4

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T11:43:27.295381Z

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=2026-08-14T11:43:23.432199Z digest=sha256:2278d0c1b370bd35e69a0d4a331b2a602b062df44ef0f61af8a93dc7861ffdeb

Observation 47b101ae-2a8c-46eb-b7f6-a043ff676616 · outbound

This paper cites an unresolved cited work.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions Unresolved cited work

Reference 5

Resolution
unresolved
raw_fallback, observed 2026-08-14T11:43:27.165749Z

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.

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Observation b9e1d87c-55db-4807-80a2-d33b6d4f9544 · outbound

This paper cites an unresolved cited work.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions Unresolved cited work

Reference 6

Resolution
unresolved
raw_fallback, observed 2026-08-14T11:43:26.997966Z

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=2026-08-14T11:43:23.443098Z digest=sha256:4741f199f3b9025ae4b353cea7f6825b2246de8f9850dece6df9fccbd11055ef

Observation 74697351-0889-45ce-bd21-2aef1d5062b0 · outbound

This paper cites and Yin, Y.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions and Yin, Y

Reference 7

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T11:43:26.902270Z

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=2026-08-14T11:43:23.449442Z digest=sha256:8f682b7d6b66f6bcbaef79348717420b8d9ebc0704190692aa1bff0b7bb69ea5

Observation 15f82e41-37b0-4fc9-ae80-5c84081e352f · outbound

This paper cites an unresolved cited work.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions Unresolved cited work

Reference 8

Resolution
unresolved
raw_fallback, observed 2026-08-14T11:43:26.864444Z

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=2026-08-14T11:43:23.453685Z digest=sha256:c575ebdcdfe421ae7cb5363c4aa930cf3ab225039c14f3af2fe462d917545c75

Observation 400eed7a-e975-4483-84c6-b00b58cd8eb5 · outbound

This paper cites an unresolved cited work.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions Unresolved cited work

Reference 9

Resolution
unresolved
raw_fallback, observed 2026-08-14T11:43:26.747992Z

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=2026-08-14T11:43:23.457281Z digest=sha256:f9bb5c9e3cbc17c46f9882edf3838f5f32a4a48f129c735577a5f6bfccf5577a

Observation 992c86f3-3d38-49ba-bf0e-bee7c0af63da · outbound

This paper cites and Shephard, N.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions and Shephard, N

Reference 10

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T11:43:26.733465Z

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.

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Observation f76b9ec9-89d8-4515-a6ed-c743706121e5 · outbound

This paper cites an unresolved cited work.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions Unresolved cited work

Reference 11

Resolution
unresolved
no resolver link, observed 2026-08-14T11:43:23.614877Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=arxiv_source observed=2026-08-14T11:43:23.614877Z digest=sha256:acc7fe7ae06fdaaabe0c167b9755e590ce81581a2df4ac6f00c31c2f3fd5e85c

Observation 8f954108-3c0c-4a46-bb60-b40ae087fb3b · outbound

This paper cites an unresolved cited work.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions Unresolved cited work

Reference 12

Resolution
unresolved
raw_fallback, observed 2026-08-14T11:43:26.630334Z

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=2026-08-14T11:43:23.620348Z digest=sha256:d974f5c99b98111a2abc61f0e78f7c146acac25d7871b7c58472daefd3582255

Observation 24b8bc55-c520-4ece-8ecb-07fc63d674a7 · outbound

This paper cites and Protter, P.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions and Protter, P

Reference 13

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T11:43:26.571604Z

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.

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Observation 9efe488d-7bc7-40f3-bc9c-961334b18177 · outbound

This paper cites an unresolved cited work.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions Unresolved cited work

Reference 14

Resolution
unresolved
raw_fallback, observed 2026-08-14T11:43:26.556579Z

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=2026-08-14T11:43:23.629400Z digest=sha256:5e81ad646851e21c464f7c48e811d28fd5b50a00bcdd25a3ce1dcd717b774be6

Observation 7029d582-c829-4455-a363-a814f9168d7e · outbound

This paper cites an unresolved cited work.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions Unresolved cited work

Reference 15

Resolution
unresolved
raw_fallback, observed 2026-08-14T11:43:26.392617Z

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.

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Observation 33dd6326-6f42-4043-87c6-66a669121b2a · outbound

This paper cites an unresolved cited work.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions Unresolved cited work

Reference 16

Resolution
unresolved
raw_fallback, observed 2026-08-14T11:43:26.368920Z

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.

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Observation e99ba4af-3652-4e69-9356-bedb16c4d255 · outbound

This paper cites an unresolved cited work.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions Unresolved cited work

Reference 17

Resolution
unresolved
raw_fallback, observed 2026-08-14T11:43:26.280557Z

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=2026-08-14T11:43:23.642496Z digest=sha256:776642968c958dab413b756a805840466fa885fa8fb7b5159a790e34cc988728

Observation 7a331ffc-f933-4b7e-8856-f26371cb1177 · outbound

This paper cites and Wolf, M.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions and Wolf, M

Reference 18

Resolution
unresolved
no resolver link, observed 2026-08-14T11:43:23.734684Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=arxiv_source observed=2026-08-14T11:43:23.734684Z digest=sha256:d584953c94fc5927abd8097319267fac875819d10bb578d9543be5af0d2631e3

Observation 7ec17a27-f40c-4ecf-9198-7b4d77b5191e · outbound

This paper cites and Wolf, M.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions and Wolf, M

Reference 19

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T11:43:26.167673Z

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.

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Observation e8343da6-4e18-4431-8014-d2ef06ab1777 · outbound

This paper cites an unresolved cited work.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions Unresolved cited work

Reference 20

Resolution
unresolved
raw_fallback, observed 2026-08-14T11:43:26.151429Z

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.

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Observation 1a3a1f09-46c3-48ff-a37e-62bb89c11305 · outbound

This paper cites an unresolved cited work.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions Unresolved cited work

Reference 21

Resolution
verified exact
raw_fallback, observed 2026-08-14T11:43:24.589385Z

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.

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Observation 2df07c56-6e00-4f48-9c43-bc24ff8f83cb · outbound

This paper cites an unresolved cited work.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions Unresolved cited work

Reference 22

Resolution
unresolved
raw_fallback, observed 2026-08-14T11:43:26.054177Z

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.

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Observation dea473ba-7106-445a-8219-b5f94662e310 · outbound

This paper cites an unresolved cited work.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions Unresolved cited work

Reference 23

Resolution
unresolved
raw_fallback, observed 2026-08-14T11:43:26.042382Z

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=2026-08-14T11:43:23.941650Z digest=sha256:553cf52ebafa4ef90a35e82b193e78f8602c9906080ff9ffeae226b1cb7cba2c

Observation a954ceda-dcfd-46ef-93f7-9176d6b51fac · outbound

This paper cites an unresolved cited work.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions Unresolved cited work

Reference 24

Resolution
unresolved
raw_fallback, observed 2026-08-14T11:43:25.880578Z

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=2026-08-14T11:43:23.945950Z digest=sha256:a2b35365a935e39e69299b7927515a6b01337e6ac2fc62d58c1981054c58c2e1

Observation d5ff7093-2e6a-4075-966f-def6c01a5441 · outbound

This paper cites and Zhang, L.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions and Zhang, L

Reference 25

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T11:43:25.788247Z

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.

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Observation bdaf6ada-c52a-49e8-a119-ed597e6e1368 · outbound

This paper cites an unresolved cited work.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions Unresolved cited work

Reference 26

Resolution
unresolved
raw_fallback, observed 2026-08-14T11:43:25.547339Z

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=2026-08-14T11:43:24.167013Z digest=sha256:d7cc5f7d200582df2cd405cde345e4f907020816bb650ada90a2e2499af4f89d

Observation 66f9ba68-3f39-4ab1-93f9-8ffd54fc733f · outbound

This paper cites an unresolved cited work.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions Unresolved cited work

Reference 27

Resolution
unresolved
raw_fallback, observed 2026-08-14T11:43:25.410648Z

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=2026-08-14T11:43:24.172409Z digest=sha256:87a46cb4ab7ce24ee031dc17f2bce94cd54cd5df61f47ab4b3de6559b81e1ad9

Observation 8a1f469a-9458-471c-9f18-3e9526517ffe · outbound

This paper cites and Zou, J.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions and Zou, J

Reference 28

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T11:43:25.250799Z

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.

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Observation 2e2a7827-aa03-42a0-bcd4-985bcb1cd630 · outbound

This paper cites and Zheng, X.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions and Zheng, X

Reference 29

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T11:43:25.146565Z

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.

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Observation 0eb40a7c-5900-4b85-a47b-572359e2541d · outbound

This paper cites an unresolved cited work.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions Unresolved cited work

Reference 30

Resolution
unresolved
raw_fallback, observed 2026-08-14T11:43:25.011637Z

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=2026-08-14T11:43:24.186158Z digest=sha256:4afc5a1e5ee08a367b4c042e56a5a8b4ddd56ab7357a41d17103a61614f314db

Observation 0fa98a8c-7471-4211-98da-ba4b460e8db0 · outbound

This paper cites an unresolved cited work.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions Unresolved cited work

Reference 31

Resolution
unresolved
raw_fallback, observed 2026-08-14T11:43:24.939370Z

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=2026-08-14T11:43:24.300876Z digest=sha256:008cc70352a17d5eaf5d54a67db49554226d28ee4c489ccf1165399ca0d5a78a

Observation 585c6343-0c41-40db-a395-540270a5e05d · outbound

This paper cites an unresolved cited work.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions Unresolved cited work

Reference 32

Resolution
unresolved
raw_fallback, observed 2026-08-14T11:43:24.884371Z

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=2026-08-14T11:43:24.347623Z digest=sha256:43fa589836644972aa13c6b2b6bac89c726eab14f2fa7c3c4925f6146c8a5eca

Observation 0f2147a9-df55-4fd3-879e-2b9b3d2ac1ed · outbound

This paper cites an unresolved cited work.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions Unresolved cited work

Reference 33

Resolution
unresolved
raw_fallback, observed 2026-08-14T11:43:24.726796Z

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=2026-08-14T11:43:24.352632Z digest=sha256:40a1af7c25e760951707ec8df0d1cf34aa68758cb832fa5ddd1442cfe5c6349d

Observation 1220a532-27fb-4f76-9502-fc580642c6a8 · outbound

This paper cites and Li, Y.

On the estimation of high-dimensional integrated covariance matrix based on high-frequency data with multiple transactions and Li, Y

Reference 34

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T11:43:24.712493Z

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.

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Pith citing papers

No inbound Pith citation observations are available.