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Pith Number

pith:PI3D55GH

pith:2017:PI3D55GHL7USEUYFC5PEJPDUVF
not attested not anchored not stored refs pending

A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering

Anshul Verma, Riccardo Junior Buonocore, Tiziana Di Matteo

arxiv:1712.02138 v2 · 2017-12-06 · q-fin.ST

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\usepackage{pith}
\pithnumber{PI3D55GHL7USEUYFC5PEJPDUVF}

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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.

Cited by

1 paper in Pith

Receipt and verification
First computed 2026-07-04T23:51:17.380249Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

7a363ef4c75fe9225305175e44bc74a95f4c7c654ea5ca764ef112d55ccc1ca4

Aliases

arxiv: 1712.02138 · arxiv_version: 1712.02138v2 · doi: 10.48550/arxiv.1712.02138 · pith_short_12: PI3D55GHL7US · pith_short_16: PI3D55GHL7USEUYF · pith_short_8: PI3D55GH
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/PI3D55GHL7USEUYFC5PEJPDUVF \
  | 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: 7a363ef4c75fe9225305175e44bc74a95f4c7c654ea5ca764ef112d55ccc1ca4
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "027543296651acc6da045c6303bafc3732efe4444ddef7b076366280a1c654cf",
    "cross_cats_sorted": [],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.ST",
    "submitted_at": "2017-12-06T11:40:42Z",
    "title_canon_sha256": "c1a0159f86c9d3695332b529505d75bdcff729aa90f0f8da42225474a4974262"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1712.02138",
    "kind": "arxiv",
    "version": 2
  }
}