Pith. sign in
Pith Number

pith:OXXEPUB6

pith:2005:OXXEPUB6PFIGW5HO56NXHP45D2
not attested not anchored not stored refs pending

Conditional Probability as a Measure of Volatility Clustering in Financial Time Series

Baosheng Yuan, C. Jayaprakash, Kan Chen

arxiv:physics/0503157 v2 · 2005-03-18 · physics.soc-ph · q-fin.ST

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{OXXEPUB6PFIGW5HO56NXHP45D2}

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 2026-07-04T15:33:04.299630Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

75ee47d03e79506b74eeef9b73bf9d1e8d196161ccfdb5b92b96d30b780105ea

Aliases

arxiv: physics/0503157 · arxiv_version: physics/0503157v2 · doi: 10.48550/arxiv.physics/0503157 · pith_short_12: OXXEPUB6PFIG · pith_short_16: OXXEPUB6PFIGW5HO · pith_short_8: OXXEPUB6
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/OXXEPUB6PFIGW5HO56NXHP45D2 \
  | 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: 75ee47d03e79506b74eeef9b73bf9d1e8d196161ccfdb5b92b96d30b780105ea
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "5ea1848f4c1d2a969f45d8bc65ed72a07f0cfd51fe5a8d285e287c5cb73b023e",
    "cross_cats_sorted": [
      "q-fin.ST"
    ],
    "license": "",
    "primary_cat": "physics.soc-ph",
    "submitted_at": "2005-03-18T16:05:50Z",
    "title_canon_sha256": "d8a91778e6a08d01353f80efc28d5f0e5e42ccf42cc3ce402da3279acd9c4b11"
  },
  "schema_version": "1.0",
  "source": {
    "id": "physics/0503157",
    "kind": "arxiv",
    "version": 2
  }
}