Pith Number

pith:57K5DSRD

pith:2016:57K5DSRDFRM6ZIYBI3ZTGXWL7C

not attested not anchored not stored refs pending

The microstructural foundations of leverage effect and rough volatility

El Euch Omar, Fukasawa Masaaki, Rosenbaum Mathieu

arxiv:1609.05177 v1 · 2016-09-16 · q-fin.TR · q-fin.MF · q-fin.ST

Open paper page JSON Open Graph Bundle Merged state Verified badge What is a Pith Number?

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{57K5DSRDFRM6ZIYBI3ZTGXWL7C}

Prints a linked badge after your title and injects PDF metadata. Compiles on arXiv. Learn more · Embed verified badge

Record completeness

1 Bitcoin timestamp

2 Internet Archive

3 Author claim open · sign in to claim

4 Citations open

5 Replications open

✓ Portable graph bundle live · download bundle · merged state

The bundle contains the canonical record plus signed events. A mirror can host it anywhere and recompute the same current state with the deterministic merge algorithm.

Cited by

1 paper in Pith

Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data

Receipt and verification

First computed	2026-05-18T01:04:31.239786Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

efd5d1ca232c59eca30146f3335ecbf8972a61cad1d1a51c40ec185a63d3b78d

Aliases

arxiv: 1609.05177 · arxiv_version: 1609.05177v1 · doi: 10.48550/arxiv.1609.05177 · pith_short_12: 57K5DSRDFRM6 · pith_short_16: 57K5DSRDFRM6ZIYB · pith_short_8: 57K5DSRD

Agent API

Resolver JSON Graph JSON Events JSON Schema Signing key

Verify this Pith Number yourself

curl -sH 'Accept: application/ld+json' https://pith.science/pith/57K5DSRDFRM6ZIYBI3ZTGXWL7C \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: efd5d1ca232c59eca30146f3335ecbf8972a61cad1d1a51c40ec185a63d3b78d

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "53a8a2b3012854d5039b745eb6d4e27b620c91d8dd3df9ad93842aa2eba86e84",
    "cross_cats_sorted": [
      "q-fin.MF",
      "q-fin.ST"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.TR",
    "submitted_at": "2016-09-16T18:59:34Z",
    "title_canon_sha256": "03218b04c9776f5a7dabc1bf7d17371609f2d3f74e85b7814960c2a56ef69c27"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1609.05177",
    "kind": "arxiv",
    "version": 1
  }
}