{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2015:CT6Z3LTNTVW5SRURD7YWYZM33M","short_pith_number":"pith:CT6Z3LTN","canonical_record":{"source":{"id":"1507.04990","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.GN","submitted_at":"2015-07-17T15:02:12Z","cross_cats_sorted":["q-fin.ST"],"title_canon_sha256":"f607901778858294e4973311c097a1f0bdbe4bbf6756b55bb76cec305cb80a77","abstract_canon_sha256":"27cbd79003615f907114b7fb5dddd38c97c6eb47bbd6e204b9b1c92605d947be"},"schema_version":"1.0"},"canonical_sha256":"14fd9dae6d9d6dd946911ff16c659bdb287157dc1c58b33c31a07d1990490d1e","source":{"kind":"arxiv","id":"1507.04990","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1507.04990","created_at":"2026-05-18T01:36:42Z"},{"alias_kind":"arxiv_version","alias_value":"1507.04990v1","created_at":"2026-05-18T01:36:42Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1507.04990","created_at":"2026-05-18T01:36:42Z"},{"alias_kind":"pith_short_12","alias_value":"CT6Z3LTNTVW5","created_at":"2026-05-18T12:29:17Z"},{"alias_kind":"pith_short_16","alias_value":"CT6Z3LTNTVW5SRUR","created_at":"2026-05-18T12:29:17Z"},{"alias_kind":"pith_short_8","alias_value":"CT6Z3LTN","created_at":"2026-05-18T12:29:17Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2015:CT6Z3LTNTVW5SRURD7YWYZM33M","target":"record","payload":{"canonical_record":{"source":{"id":"1507.04990","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.GN","submitted_at":"2015-07-17T15:02:12Z","cross_cats_sorted":["q-fin.ST"],"title_canon_sha256":"f607901778858294e4973311c097a1f0bdbe4bbf6756b55bb76cec305cb80a77","abstract_canon_sha256":"27cbd79003615f907114b7fb5dddd38c97c6eb47bbd6e204b9b1c92605d947be"},"schema_version":"1.0"},"canonical_sha256":"14fd9dae6d9d6dd946911ff16c659bdb287157dc1c58b33c31a07d1990490d1e","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T01:36:42.223081Z","signature_b64":"bs12SCmlPlgWbVSrD6QepaeZRZYPGFbHqskKEMxIMmpvNKfd/NQAvEDqKFRepOZMuITQ+cArZ59qTlNlMp4nCA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"14fd9dae6d9d6dd946911ff16c659bdb287157dc1c58b33c31a07d1990490d1e","last_reissued_at":"2026-05-18T01:36:42.222455Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T01:36:42.222455Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1507.04990","source_version":1,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T01:36:42Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"fKdTTIziXDUTsyWup0rvpZAToY2IDvEfSyMnIuTPCkyB8Qc+nN4dfBmHOjGGwjh+tltbPl8+DpZXovhY2Q6GDQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-03T03:46:35.133212Z"},"content_sha256":"d7ea8d689450d73f81c1d2635cafa80e7250988b2357cac58734ca9601619cc2","schema_version":"1.0","event_id":"sha256:d7ea8d689450d73f81c1d2635cafa80e7250988b2357cac58734ca9601619cc2"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2015:CT6Z3LTNTVW5SRURD7YWYZM33M","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Quantile Correlations: Uncovering temporal dependencies in financial time series","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.ST"],"primary_cat":"q-fin.GN","authors_text":"Holger Dette, Rudi Sch\\\"afer, Thilo A. Schmitt, Thomas Guhr","submitted_at":"2015-07-17T15:02:12Z","abstract_excerpt":"We conduct an empirical study using the quantile-based correlation function to uncover the temporal dependencies in financial time series. The study uses intraday data for the S\\&P 500 stocks from the New York Stock Exchange. After establishing an empirical overview we compare the quantile-based correlation function to stochastic processes from the GARCH family and find striking differences. This motivates us to propose the quantile-based correlation function as a powerful tool to assess the agreements between stochastic processes and empirical data."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1507.04990","kind":"arxiv","version":1},"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":"2026-05-18T01:36:42Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"ETmj/A3j9vUFXFV749LDoZ2+2+L3dvuA5UsPMCw+zkBq2ZxiJa9Q4r0zA4/86hmVaRfdbpIdc7rcjRihYvCCCA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-03T03:46:35.133591Z"},"content_sha256":"21e866b3b72343bb37dc63cde1c6d69996f256253bb6117c5621c8bffd3266ba","schema_version":"1.0","event_id":"sha256:21e866b3b72343bb37dc63cde1c6d69996f256253bb6117c5621c8bffd3266ba"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/CT6Z3LTNTVW5SRURD7YWYZM33M/bundle.json","state_url":"https://pith.science/pith/CT6Z3LTNTVW5SRURD7YWYZM33M/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/CT6Z3LTNTVW5SRURD7YWYZM33M/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":"2026-06-03T03:46:35Z","links":{"resolver":"https://pith.science/pith/CT6Z3LTNTVW5SRURD7YWYZM33M","bundle":"https://pith.science/pith/CT6Z3LTNTVW5SRURD7YWYZM33M/bundle.json","state":"https://pith.science/pith/CT6Z3LTNTVW5SRURD7YWYZM33M/state.json","well_known_bundle":"https://pith.science/.well-known/pith/CT6Z3LTNTVW5SRURD7YWYZM33M/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2015:CT6Z3LTNTVW5SRURD7YWYZM33M","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":"27cbd79003615f907114b7fb5dddd38c97c6eb47bbd6e204b9b1c92605d947be","cross_cats_sorted":["q-fin.ST"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.GN","submitted_at":"2015-07-17T15:02:12Z","title_canon_sha256":"f607901778858294e4973311c097a1f0bdbe4bbf6756b55bb76cec305cb80a77"},"schema_version":"1.0","source":{"id":"1507.04990","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1507.04990","created_at":"2026-05-18T01:36:42Z"},{"alias_kind":"arxiv_version","alias_value":"1507.04990v1","created_at":"2026-05-18T01:36:42Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1507.04990","created_at":"2026-05-18T01:36:42Z"},{"alias_kind":"pith_short_12","alias_value":"CT6Z3LTNTVW5","created_at":"2026-05-18T12:29:17Z"},{"alias_kind":"pith_short_16","alias_value":"CT6Z3LTNTVW5SRUR","created_at":"2026-05-18T12:29:17Z"},{"alias_kind":"pith_short_8","alias_value":"CT6Z3LTN","created_at":"2026-05-18T12:29:17Z"}],"graph_snapshots":[{"event_id":"sha256:21e866b3b72343bb37dc63cde1c6d69996f256253bb6117c5621c8bffd3266ba","target":"graph","created_at":"2026-05-18T01:36:42Z","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":"We conduct an empirical study using the quantile-based correlation function to uncover the temporal dependencies in financial time series. The study uses intraday data for the S\\&P 500 stocks from the New York Stock Exchange. After establishing an empirical overview we compare the quantile-based correlation function to stochastic processes from the GARCH family and find striking differences. This motivates us to propose the quantile-based correlation function as a powerful tool to assess the agreements between stochastic processes and empirical data.","authors_text":"Holger Dette, Rudi Sch\\\"afer, Thilo A. Schmitt, Thomas Guhr","cross_cats":["q-fin.ST"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.GN","submitted_at":"2015-07-17T15:02:12Z","title":"Quantile Correlations: Uncovering temporal dependencies in financial time series"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1507.04990","kind":"arxiv","version":1},"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:d7ea8d689450d73f81c1d2635cafa80e7250988b2357cac58734ca9601619cc2","target":"record","created_at":"2026-05-18T01:36:42Z","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":"27cbd79003615f907114b7fb5dddd38c97c6eb47bbd6e204b9b1c92605d947be","cross_cats_sorted":["q-fin.ST"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.GN","submitted_at":"2015-07-17T15:02:12Z","title_canon_sha256":"f607901778858294e4973311c097a1f0bdbe4bbf6756b55bb76cec305cb80a77"},"schema_version":"1.0","source":{"id":"1507.04990","kind":"arxiv","version":1}},"canonical_sha256":"14fd9dae6d9d6dd946911ff16c659bdb287157dc1c58b33c31a07d1990490d1e","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"14fd9dae6d9d6dd946911ff16c659bdb287157dc1c58b33c31a07d1990490d1e","first_computed_at":"2026-05-18T01:36:42.222455Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T01:36:42.222455Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"bs12SCmlPlgWbVSrD6QepaeZRZYPGFbHqskKEMxIMmpvNKfd/NQAvEDqKFRepOZMuITQ+cArZ59qTlNlMp4nCA==","signature_status":"signed_v1","signed_at":"2026-05-18T01:36:42.223081Z","signed_message":"canonical_sha256_bytes"},"source_id":"1507.04990","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:d7ea8d689450d73f81c1d2635cafa80e7250988b2357cac58734ca9601619cc2","sha256:21e866b3b72343bb37dc63cde1c6d69996f256253bb6117c5621c8bffd3266ba"],"state_sha256":"5725374e21da296ad9c223768cb56026b8d3f4b8e5c5b46a62e41fd3461d3535"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"Cgi8xcyMcJHo7knLte8EzYoHO89qGWTjDaJzyQE6O98ktdVLb5tsN2S7z0HKrRMrWVy+3Rj8CDtvF5E79b8xBQ==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-03T03:46:35.135580Z","bundle_sha256":"d06afedaa285d6131f06f45b4375d4301c6abe67ab3fed9b779e469dbc8eaf97"}}