Pith Number

pith:BOKGTIFM

pith:2016:BOKGTIFMCKMAQPGTOF7CQLWY7K

not attested not anchored not stored refs pending

Bayesian Semi-parametric Realized-CARE Models for Tail Risk Forecasting Incorporating Realized Measures

Chao Wang, Richard Gerlach

arxiv:1612.08488 v1 · 2016-12-27 · q-fin.RM · stat.ME

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Add to your LaTeX paper

\usepackage{pith}
\pithnumber{BOKGTIFMCKMAQPGTOF7CQLWY7K}

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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

Semi-parametric Realized Nonlinear Conditional Autoregressive Expectile and Expected Shortfall

Receipt and verification

First computed	2026-05-18T00:53:52.867122Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

0b9469a0ac1298083cd3717e282ed8faafaa82dcbf7bd9385aaa518fd5241ea7

Aliases

arxiv: 1612.08488 · arxiv_version: 1612.08488v1 · doi: 10.48550/arxiv.1612.08488 · pith_short_12: BOKGTIFMCKMA · pith_short_16: BOKGTIFMCKMAQPGT · pith_short_8: BOKGTIFM

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/BOKGTIFMCKMAQPGTOF7CQLWY7K \
  | 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: 0b9469a0ac1298083cd3717e282ed8faafaa82dcbf7bd9385aaa518fd5241ea7

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "b24c6cb2750d9451056052d95536407cd274ecf139ac8adbf3b95f7797d0cad5",
    "cross_cats_sorted": [
      "stat.ME"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.RM",
    "submitted_at": "2016-12-27T03:35:49Z",
    "title_canon_sha256": "62d8dc828e318ad7a7881569783ab2ff3f65615cac9452842c793f21f17584f4"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1612.08488",
    "kind": "arxiv",
    "version": 1
  }
}