{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2014:3522ECXUEHCVXJS5QKI3Y5RNNV","short_pith_number":"pith:3522ECXU","canonical_record":{"source":{"id":"1401.3911","kind":"arxiv","version":3},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.AP","submitted_at":"2014-01-16T05:46:36Z","cross_cats_sorted":["q-fin.ST"],"title_canon_sha256":"2a32ee6f32af3559108f01ee130c785000ee810b333892583c28500f0dc4d455","abstract_canon_sha256":"159bfb5459d365f1e79489795ee870d5007fbb2bd2ff2bfec5b25cc8cb81f4f5"},"schema_version":"1.0"},"canonical_sha256":"df75a20af421c55ba65d8291bc762d6d4d9126bb692d0394f877f44611ff510d","source":{"kind":"arxiv","id":"1401.3911","version":3},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1401.3911","created_at":"2026-05-18T01:19:22Z"},{"alias_kind":"arxiv_version","alias_value":"1401.3911v3","created_at":"2026-05-18T01:19:22Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1401.3911","created_at":"2026-05-18T01:19:22Z"},{"alias_kind":"pith_short_12","alias_value":"3522ECXUEHCV","created_at":"2026-05-18T12:28:11Z"},{"alias_kind":"pith_short_16","alias_value":"3522ECXUEHCVXJS5","created_at":"2026-05-18T12:28:11Z"},{"alias_kind":"pith_short_8","alias_value":"3522ECXU","created_at":"2026-05-18T12:28:11Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2014:3522ECXUEHCVXJS5QKI3Y5RNNV","target":"record","payload":{"canonical_record":{"source":{"id":"1401.3911","kind":"arxiv","version":3},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.AP","submitted_at":"2014-01-16T05:46:36Z","cross_cats_sorted":["q-fin.ST"],"title_canon_sha256":"2a32ee6f32af3559108f01ee130c785000ee810b333892583c28500f0dc4d455","abstract_canon_sha256":"159bfb5459d365f1e79489795ee870d5007fbb2bd2ff2bfec5b25cc8cb81f4f5"},"schema_version":"1.0"},"canonical_sha256":"df75a20af421c55ba65d8291bc762d6d4d9126bb692d0394f877f44611ff510d","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T01:19:22.440295Z","signature_b64":"jFjhmBh9hqmDiFKm2hbuwEyp8+aRRiHd/M8HY88w0mg5y7RyijElDhRM4qL/s47fxQjX4iTjeOvwtEVcvJRpBA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"df75a20af421c55ba65d8291bc762d6d4d9126bb692d0394f877f44611ff510d","last_reissued_at":"2026-05-18T01:19:22.439608Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T01:19:22.439608Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1401.3911","source_version":3,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T01:19:22Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"kRrvjngZMOSGpJPJygHKASYgwuZAtH+rusJjyAPD0BsrQgS82YMbFtF74yoJ+QPApvVqE8uz1K8B5zslNAGzAw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-28T12:05:35.316244Z"},"content_sha256":"a3e9e623d31acfac63ea1e9bda8e651ab4a11ee03551d9309750d12e3d017611","schema_version":"1.0","event_id":"sha256:a3e9e623d31acfac63ea1e9bda8e651ab4a11ee03551d9309750d12e3d017611"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2014:3522ECXUEHCVXJS5QKI3Y5RNNV","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.ST"],"primary_cat":"stat.AP","authors_text":"Catherine S. Forbes, Gael M. Martin, Worapree Maneesoonthorn","submitted_at":"2014-01-16T05:46:36Z","abstract_excerpt":"Dynamic jumps in the price and volatility of an asset are modelled using a joint Hawkes process in conjunction with a bivariate jump diffusion. A state space representation is used to link observed returns, plus nonparametric measures of integrated volatility and price jumps, to the specified model components; with Bayesian inference conducted using a Markov chain Monte Carlo algorithm. An evaluation of marginal likelihoods for the proposed model relative to a large number of alternative models, including some that have featured in the literature, is provided. An extensive empirical investigat"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1401.3911","kind":"arxiv","version":3},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"},"verdict_id":null},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T01:19:22Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"flaMxOro3faigf7jjYGor0Y74AHKHwWzp5ccKcePz74mGfe+Ml73ispqaAEVl8rfrPOm+k0WPvZqBgtEFf6fDQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-28T12:05:35.316612Z"},"content_sha256":"a7035ea3b76c1b3940d00b402532b58421a32aa18013da4647a572cd66d20056","schema_version":"1.0","event_id":"sha256:a7035ea3b76c1b3940d00b402532b58421a32aa18013da4647a572cd66d20056"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/3522ECXUEHCVXJS5QKI3Y5RNNV/bundle.json","state_url":"https://pith.science/pith/3522ECXUEHCVXJS5QKI3Y5RNNV/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/3522ECXUEHCVXJS5QKI3Y5RNNV/bundle.json","status":"primary"}],"public_keys":[{"key_id":"pith-v1-2026-05","algorithm":"ed25519","format":"raw","public_key_b64":"stVStoiQhXFxp4s2pdzPNoqVNBMojDU/fJ2db5S3CbM=","public_key_hex":"b2d552b68890857171a78b36a5dccf368a953413288c353f7c9d9d6f94b709b3","fingerprint_sha256_b32_first128bits":"RVFV5Z2OI2J3ZUO7ERDEBCYNKS","fingerprint_sha256_hex":"8d4b5ee74e4693bcd1df2446408b0d54","rotates_at":null,"url":"https://pith.science/pith-signing-key.json","notes":"Pith uses this Ed25519 key to sign canonical record SHA-256 digests. Verify with: ed25519_verify(public_key, message=canonical_sha256_bytes, signature=base64decode(signature_b64))."}],"merge_version":"pith-open-graph-merge-v1","built_at":"2026-05-28T12:05:35Z","links":{"resolver":"https://pith.science/pith/3522ECXUEHCVXJS5QKI3Y5RNNV","bundle":"https://pith.science/pith/3522ECXUEHCVXJS5QKI3Y5RNNV/bundle.json","state":"https://pith.science/pith/3522ECXUEHCVXJS5QKI3Y5RNNV/state.json","well_known_bundle":"https://pith.science/.well-known/pith/3522ECXUEHCVXJS5QKI3Y5RNNV/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2014:3522ECXUEHCVXJS5QKI3Y5RNNV","merge_version":"pith-open-graph-merge-v1","event_count":2,"valid_event_count":2,"invalid_event_count":0,"equivocation_count":0,"current":{"canonical_record":{"metadata":{"abstract_canon_sha256":"159bfb5459d365f1e79489795ee870d5007fbb2bd2ff2bfec5b25cc8cb81f4f5","cross_cats_sorted":["q-fin.ST"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.AP","submitted_at":"2014-01-16T05:46:36Z","title_canon_sha256":"2a32ee6f32af3559108f01ee130c785000ee810b333892583c28500f0dc4d455"},"schema_version":"1.0","source":{"id":"1401.3911","kind":"arxiv","version":3}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1401.3911","created_at":"2026-05-18T01:19:22Z"},{"alias_kind":"arxiv_version","alias_value":"1401.3911v3","created_at":"2026-05-18T01:19:22Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1401.3911","created_at":"2026-05-18T01:19:22Z"},{"alias_kind":"pith_short_12","alias_value":"3522ECXUEHCV","created_at":"2026-05-18T12:28:11Z"},{"alias_kind":"pith_short_16","alias_value":"3522ECXUEHCVXJS5","created_at":"2026-05-18T12:28:11Z"},{"alias_kind":"pith_short_8","alias_value":"3522ECXU","created_at":"2026-05-18T12:28:11Z"}],"graph_snapshots":[{"event_id":"sha256:a7035ea3b76c1b3940d00b402532b58421a32aa18013da4647a572cd66d20056","target":"graph","created_at":"2026-05-18T01:19:22Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"graph_snapshot":{"author_claims":{"count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","strong_count":0},"builder_version":"pith-number-builder-2026-05-17-v1","claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"paper":{"abstract_excerpt":"Dynamic jumps in the price and volatility of an asset are modelled using a joint Hawkes process in conjunction with a bivariate jump diffusion. A state space representation is used to link observed returns, plus nonparametric measures of integrated volatility and price jumps, to the specified model components; with Bayesian inference conducted using a Markov chain Monte Carlo algorithm. An evaluation of marginal likelihoods for the proposed model relative to a large number of alternative models, including some that have featured in the literature, is provided. An extensive empirical investigat","authors_text":"Catherine S. Forbes, Gael M. Martin, Worapree Maneesoonthorn","cross_cats":["q-fin.ST"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.AP","submitted_at":"2014-01-16T05:46:36Z","title":"Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1401.3911","kind":"arxiv","version":3},"verdict":{"created_at":null,"id":null,"model_set":{},"one_line_summary":"","pipeline_version":null,"pith_extraction_headline":"","strongest_claim":"","weakest_assumption":""}},"verdict_id":null}}],"author_attestations":[],"timestamp_anchors":[],"storage_attestations":[],"citation_signatures":[],"replication_records":[],"corrections":[],"mirror_hints":[],"record_created":{"event_id":"sha256:a3e9e623d31acfac63ea1e9bda8e651ab4a11ee03551d9309750d12e3d017611","target":"record","created_at":"2026-05-18T01:19:22Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"attestation_state":"computed","canonical_record":{"metadata":{"abstract_canon_sha256":"159bfb5459d365f1e79489795ee870d5007fbb2bd2ff2bfec5b25cc8cb81f4f5","cross_cats_sorted":["q-fin.ST"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.AP","submitted_at":"2014-01-16T05:46:36Z","title_canon_sha256":"2a32ee6f32af3559108f01ee130c785000ee810b333892583c28500f0dc4d455"},"schema_version":"1.0","source":{"id":"1401.3911","kind":"arxiv","version":3}},"canonical_sha256":"df75a20af421c55ba65d8291bc762d6d4d9126bb692d0394f877f44611ff510d","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"df75a20af421c55ba65d8291bc762d6d4d9126bb692d0394f877f44611ff510d","first_computed_at":"2026-05-18T01:19:22.439608Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T01:19:22.439608Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"jFjhmBh9hqmDiFKm2hbuwEyp8+aRRiHd/M8HY88w0mg5y7RyijElDhRM4qL/s47fxQjX4iTjeOvwtEVcvJRpBA==","signature_status":"signed_v1","signed_at":"2026-05-18T01:19:22.440295Z","signed_message":"canonical_sha256_bytes"},"source_id":"1401.3911","source_kind":"arxiv","source_version":3}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:a3e9e623d31acfac63ea1e9bda8e651ab4a11ee03551d9309750d12e3d017611","sha256:a7035ea3b76c1b3940d00b402532b58421a32aa18013da4647a572cd66d20056"],"state_sha256":"237a72422e72dd6db1760c080b826a763c86fbebb8322a3b982be4a9511978e9"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"0im7BoY9xsTzvUDuhDW3GAi8Uqh/GWHhPxJeDl3qff3dItY9D9ziNctrM3S6VbTIHnkyDC3wfUtklFjXNW7SAQ==","signed_message":"bundle_sha256_bytes","signed_at":"2026-05-28T12:05:35.318610Z","bundle_sha256":"0a93a3269f898634992f58182b319bc70b660c164f19eb693e215aae9eff5e0a"}}