Pith Number

pith:OWZ6S4QL

pith:2012:OWZ6S4QLWQ7ZM6OSHO4T7SQOA5

not attested not anchored not stored refs pending

Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework

A. Gabrielsen, A. Kirchner, P. Zagaglia, Z. Liu

arxiv:1206.1380 v1 · 2012-06-07 · q-fin.RM

Open paper page JSON Open Graph Bundle Merged state Verified badge What is a Pith Number?

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{OWZ6S4QLWQ7ZM6OSHO4T7SQOA5}

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	2026-05-18T03:54:05.280929Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

75b3e9720bb43f9679d23bb93fca0e075a3acc7d940eec67d8a4b4e351916881

Aliases

arxiv: 1206.1380 · arxiv_version: 1206.1380v1 · doi: 10.48550/arxiv.1206.1380 · pith_short_12: OWZ6S4QLWQ7Z · pith_short_16: OWZ6S4QLWQ7ZM6OS · pith_short_8: OWZ6S4QL

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/OWZ6S4QLWQ7ZM6OSHO4T7SQOA5 \
  | 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: 75b3e9720bb43f9679d23bb93fca0e075a3acc7d940eec67d8a4b4e351916881

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "a1e549c74c064545404fee217ea08fcaa794e63ae3eae4d0b778faea3733adf7",
    "cross_cats_sorted": [],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.RM",
    "submitted_at": "2012-06-07T01:11:36Z",
    "title_canon_sha256": "e5d26ec89632e7b43f96b32407fe22790ec9e37b4485e5c0204ae8a9dd1326b9"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1206.1380",
    "kind": "arxiv",
    "version": 1
  }
}