{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2018:GSYFQZS42C3PFZ2SE2GFNRCTR5","short_pith_number":"pith:GSYFQZS4","schema_version":"1.0","canonical_sha256":"34b058665cd0b6f2e752268c56c4538f4219309e21ad5b95b807dccc72079d32","source":{"kind":"arxiv","id":"1811.08365","version":2},"attestation_state":"computed","paper":{"title":"An analysis of cryptocurrencies conditional cross correlations","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.RM"],"primary_cat":"q-fin.ST","authors_text":"Aurelio F. Bariviera, Nektarios Aslanidis, Oscar Martinez-Iba\\~nez","submitted_at":"2018-11-20T16:58:22Z","abstract_excerpt":"This letter explores the behavior of conditional correlations among main cryptocurrencies, stock and bond indices, and gold, using a generalized DCC class model. From a portfolio management point of view, asset correlation is a key metric in order to construct efficient portfolios. We find that: (i) correlations among cryptocurrencies are positive, albeit varying across time; (ii) correlations with Monero are more stable across time; (iii) correlations between cryptocurrencies and traditional financial assets are negligible."},"verification_status":{"content_addressed":true,"pith_receipt":true,"author_attested":false,"weak_author_claims":0,"strong_author_claims":0,"externally_anchored":false,"storage_verified":false,"citation_signatures":0,"replication_records":0,"graph_snapshot":true,"references_resolved":false,"formal_links_present":false},"canonical_record":{"source":{"id":"1811.08365","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2018-11-20T16:58:22Z","cross_cats_sorted":["q-fin.RM"],"title_canon_sha256":"2966264693175e57402f415f3b447ea661c40c83d2ae3d2a5a8274a00af4262b","abstract_canon_sha256":"0f2a8012b886b5299b3c450cbd2335935fe4d132388d2ead430031a2a1f0c3c6"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-17T23:52:32.035108Z","signature_b64":"/QU4n/q1CS6ceL+/wwSz1fTmCTKtPmsMUbqpx/kn0s55R/C6f1JFGqRzxcjLuhUwC98JjnmfLyq9/cdXY7XSAA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"34b058665cd0b6f2e752268c56c4538f4219309e21ad5b95b807dccc72079d32","last_reissued_at":"2026-05-17T23:52:32.034665Z","signature_status":"signed_v1","first_computed_at":"2026-05-17T23:52:32.034665Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"An analysis of cryptocurrencies conditional cross correlations","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.RM"],"primary_cat":"q-fin.ST","authors_text":"Aurelio F. Bariviera, Nektarios Aslanidis, Oscar Martinez-Iba\\~nez","submitted_at":"2018-11-20T16:58:22Z","abstract_excerpt":"This letter explores the behavior of conditional correlations among main cryptocurrencies, stock and bond indices, and gold, using a generalized DCC class model. From a portfolio management point of view, asset correlation is a key metric in order to construct efficient portfolios. We find that: (i) correlations among cryptocurrencies are positive, albeit varying across time; (ii) correlations with Monero are more stable across time; (iii) correlations between cryptocurrencies and traditional financial assets are negligible."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1811.08365","kind":"arxiv","version":2},"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"},"aliases":[{"alias_kind":"arxiv","alias_value":"1811.08365","created_at":"2026-05-17T23:52:32.034731+00:00"},{"alias_kind":"arxiv_version","alias_value":"1811.08365v2","created_at":"2026-05-17T23:52:32.034731+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1811.08365","created_at":"2026-05-17T23:52:32.034731+00:00"},{"alias_kind":"pith_short_12","alias_value":"GSYFQZS42C3P","created_at":"2026-05-18T12:32:25.280505+00:00"},{"alias_kind":"pith_short_16","alias_value":"GSYFQZS42C3PFZ2S","created_at":"2026-05-18T12:32:25.280505+00:00"},{"alias_kind":"pith_short_8","alias_value":"GSYFQZS4","created_at":"2026-05-18T12:32:25.280505+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":0,"internal_anchor_count":0,"sample":[]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/GSYFQZS42C3PFZ2SE2GFNRCTR5","json":"https://pith.science/pith/GSYFQZS42C3PFZ2SE2GFNRCTR5.json","graph_json":"https://pith.science/api/pith-number/GSYFQZS42C3PFZ2SE2GFNRCTR5/graph.json","events_json":"https://pith.science/api/pith-number/GSYFQZS42C3PFZ2SE2GFNRCTR5/events.json","paper":"https://pith.science/paper/GSYFQZS4"},"agent_actions":{"view_html":"https://pith.science/pith/GSYFQZS42C3PFZ2SE2GFNRCTR5","download_json":"https://pith.science/pith/GSYFQZS42C3PFZ2SE2GFNRCTR5.json","view_paper":"https://pith.science/paper/GSYFQZS4","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1811.08365&json=true","fetch_graph":"https://pith.science/api/pith-number/GSYFQZS42C3PFZ2SE2GFNRCTR5/graph.json","fetch_events":"https://pith.science/api/pith-number/GSYFQZS42C3PFZ2SE2GFNRCTR5/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/GSYFQZS42C3PFZ2SE2GFNRCTR5/action/timestamp_anchor","attest_storage":"https://pith.science/pith/GSYFQZS42C3PFZ2SE2GFNRCTR5/action/storage_attestation","attest_author":"https://pith.science/pith/GSYFQZS42C3PFZ2SE2GFNRCTR5/action/author_attestation","sign_citation":"https://pith.science/pith/GSYFQZS42C3PFZ2SE2GFNRCTR5/action/citation_signature","submit_replication":"https://pith.science/pith/GSYFQZS42C3PFZ2SE2GFNRCTR5/action/replication_record"}},"created_at":"2026-05-17T23:52:32.034731+00:00","updated_at":"2026-05-17T23:52:32.034731+00:00"}