Pith Number

pith:MHVWQH74

pith:2025:MHVWQH74TD7RTQPKZERY32RFWP

not attested not anchored not stored refs pending

Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH

Aakhil Anvar, Adarsh Sajeev Kumar, Aryan Singh, Daim Sharif, Eoghan McCarthy, Patrick Haughey, Paul O Reilly, Sathvika Thorali Suresh

arxiv:2505.06950 v1 · 2025-05-11 · q-fin.RM · q-fin.CP · 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{MHVWQH74TD7RTQPKZERY32RFWP}

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.

Receipt and verification

First computed	2026-07-05T11:01:39.820862Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

61eb681ffc98ff19c1eac9238dea25b3cdb30b4cc731424baae8a34d10d7bc7a

Aliases

arxiv: 2505.06950 · arxiv_version: 2505.06950v1 · doi: 10.48550/arxiv.2505.06950 · pith_short_12: MHVWQH74TD7R · pith_short_16: MHVWQH74TD7RTQPK · pith_short_8: MHVWQH74

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/MHVWQH74TD7RTQPKZERY32RFWP \
  | 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: 61eb681ffc98ff19c1eac9238dea25b3cdb30b4cc731424baae8a34d10d7bc7a

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "09b842753ad229cbaa457959b688c29ac813be93afe61fbb5db8980bbd1e89dc",
    "cross_cats_sorted": [
      "q-fin.CP",
      "q-fin.ST"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.RM",
    "submitted_at": "2025-05-11T11:45:23Z",
    "title_canon_sha256": "211c108dab09ea621631cc5edffefaf7cba96e07ab4fa67c5ff6f030a924cdcd"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2505.06950",
    "kind": "arxiv",
    "version": 1
  }
}