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Pith Number

pith:MOJ2ORM6

pith:2015:MOJ2ORM6VJBPGC57QB4GY5TT5P
not attested not anchored not stored refs pending

Model-Free Approaches to Discern Non-Stationary Microstructure Noise and Time-Varying Liquidity in High-Frequency Data

Per A. Mykland, Richard Y. Chen

arxiv:1512.06159 v4 · 2015-12-18 · q-fin.ST · math.ST · stat.ME · stat.TH

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{MOJ2ORM6VJBPGC57QB4GY5TT5P}

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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.
Receipt and verification
First computed 2026-07-05T00:17:23.785551Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

6393a7459eaa42f30bbf80786c7673ebc3d528d112ac6da4411b3556a3ad555f

Aliases

arxiv: 1512.06159 · arxiv_version: 1512.06159v4 · doi: 10.48550/arxiv.1512.06159 · pith_short_12: MOJ2ORM6VJBP · pith_short_16: MOJ2ORM6VJBPGC57 · pith_short_8: MOJ2ORM6
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/MOJ2ORM6VJBPGC57QB4GY5TT5P \
  | 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: 6393a7459eaa42f30bbf80786c7673ebc3d528d112ac6da4411b3556a3ad555f
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "179ba224399b31ebaf8dbfe426581d220fbd26ef7bc23d93dbc3962f6e53e78c",
    "cross_cats_sorted": [
      "math.ST",
      "stat.ME",
      "stat.TH"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.ST",
    "submitted_at": "2015-12-18T22:57:28Z",
    "title_canon_sha256": "2b0606107b3bdd7b3830508af43236ece09b5ddaf1f83b7bdd2a5f1b1c4053f0"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1512.06159",
    "kind": "arxiv",
    "version": 4
  }
}