{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2011:PSBQ2RYENJJHYDU3OWQ4RFD6ZZ","short_pith_number":"pith:PSBQ2RYE","canonical_record":{"source":{"id":"1111.4421","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.RM","submitted_at":"2011-11-18T16:46:09Z","cross_cats_sorted":[],"title_canon_sha256":"3201e29c6ba06cff9b4a58bba3546bd3add41af5e6ecdc2996e6ffc444207016","abstract_canon_sha256":"586ecdff6016984d9e681667aee0122825403433ab4090ddc880ae8edf66152d"},"schema_version":"1.0"},"canonical_sha256":"7c830d47046a527c0e9b75a1c8947ece763320b3df3446164c262c3022e11a44","source":{"kind":"arxiv","id":"1111.4421","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1111.4421","created_at":"2026-05-18T04:08:04Z"},{"alias_kind":"arxiv_version","alias_value":"1111.4421v1","created_at":"2026-05-18T04:08:04Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1111.4421","created_at":"2026-05-18T04:08:04Z"},{"alias_kind":"pith_short_12","alias_value":"PSBQ2RYENJJH","created_at":"2026-05-18T12:26:39Z"},{"alias_kind":"pith_short_16","alias_value":"PSBQ2RYENJJHYDU3","created_at":"2026-05-18T12:26:39Z"},{"alias_kind":"pith_short_8","alias_value":"PSBQ2RYE","created_at":"2026-05-18T12:26:39Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2011:PSBQ2RYENJJHYDU3OWQ4RFD6ZZ","target":"record","payload":{"canonical_record":{"source":{"id":"1111.4421","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.RM","submitted_at":"2011-11-18T16:46:09Z","cross_cats_sorted":[],"title_canon_sha256":"3201e29c6ba06cff9b4a58bba3546bd3add41af5e6ecdc2996e6ffc444207016","abstract_canon_sha256":"586ecdff6016984d9e681667aee0122825403433ab4090ddc880ae8edf66152d"},"schema_version":"1.0"},"canonical_sha256":"7c830d47046a527c0e9b75a1c8947ece763320b3df3446164c262c3022e11a44","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T04:08:04.440332Z","signature_b64":"58s2sDhF8QMI4HEcfVidRn3obJh7B2+VZTHZWmrEhVvireLo0l8IZd2HKfAlOX351HPpHyTt5C7w4KLqpzuGDw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"7c830d47046a527c0e9b75a1c8947ece763320b3df3446164c262c3022e11a44","last_reissued_at":"2026-05-18T04:08:04.439840Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T04:08:04.439840Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1111.4421","source_version":1,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T04:08:04Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"FvWiecJc7ejw5I+Tlkkkun09vbOIwiPM6x4BgRjj0xN5den4e7AzA15NRorpfMa6ibkxpxyEZDpzqEp5G2wZAA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-26T12:45:53.368132Z"},"content_sha256":"83480331061cf359a152dd66459fbe559e76fb51e31991377a70c5dfd1cf5ed8","schema_version":"1.0","event_id":"sha256:83480331061cf359a152dd66459fbe559e76fb51e31991377a70c5dfd1cf5ed8"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2011:PSBQ2RYENJJHYDU3OWQ4RFD6ZZ","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Historical risk measures on stock market indices and energy markets","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.RM","authors_text":"Wayne Tarrant","submitted_at":"2011-11-18T16:46:09Z","abstract_excerpt":"In this paper we look at the efficacy of different risk measures on energy markets and across several different stock market indices. We use both the Value at Risk and the Tail Conditional Expectation on each of these data sets. We also consider several different durations and levels for historical risk measures. Through our results we make some recommendations for a robust risk management strategy that involves historical risk measures."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1111.4421","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"},"verdict_id":null},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T04:08:04Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"jT8uAatxfNJDXa8SiELRR3ylCu9sYoevc653gdQDMF5Lkh4KH0X9+Wx2JT74+6b69kvarWEE3jPmtIgi0EmTCA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-26T12:45:53.368486Z"},"content_sha256":"d6c424fd9d482b8d1f60727420d1c4b2100101f2465c0ff86307928a56626b75","schema_version":"1.0","event_id":"sha256:d6c424fd9d482b8d1f60727420d1c4b2100101f2465c0ff86307928a56626b75"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/PSBQ2RYENJJHYDU3OWQ4RFD6ZZ/bundle.json","state_url":"https://pith.science/pith/PSBQ2RYENJJHYDU3OWQ4RFD6ZZ/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/PSBQ2RYENJJHYDU3OWQ4RFD6ZZ/bundle.json","status":"primary"}],"public_keys":[{"key_id":"pith-v1-2026-05","algorithm":"ed25519","format":"raw","public_key_b64":"stVStoiQhXFxp4s2pdzPNoqVNBMojDU/fJ2db5S3CbM=","public_key_hex":"b2d552b68890857171a78b36a5dccf368a953413288c353f7c9d9d6f94b709b3","fingerprint_sha256_b32_first128bits":"RVFV5Z2OI2J3ZUO7ERDEBCYNKS","fingerprint_sha256_hex":"8d4b5ee74e4693bcd1df2446408b0d54","rotates_at":null,"url":"https://pith.science/pith-signing-key.json","notes":"Pith uses this Ed25519 key to sign canonical record SHA-256 digests. Verify with: ed25519_verify(public_key, message=canonical_sha256_bytes, signature=base64decode(signature_b64))."}],"merge_version":"pith-open-graph-merge-v1","built_at":"2026-06-26T12:45:53Z","links":{"resolver":"https://pith.science/pith/PSBQ2RYENJJHYDU3OWQ4RFD6ZZ","bundle":"https://pith.science/pith/PSBQ2RYENJJHYDU3OWQ4RFD6ZZ/bundle.json","state":"https://pith.science/pith/PSBQ2RYENJJHYDU3OWQ4RFD6ZZ/state.json","well_known_bundle":"https://pith.science/.well-known/pith/PSBQ2RYENJJHYDU3OWQ4RFD6ZZ/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2011:PSBQ2RYENJJHYDU3OWQ4RFD6ZZ","merge_version":"pith-open-graph-merge-v1","event_count":2,"valid_event_count":2,"invalid_event_count":0,"equivocation_count":0,"current":{"canonical_record":{"metadata":{"abstract_canon_sha256":"586ecdff6016984d9e681667aee0122825403433ab4090ddc880ae8edf66152d","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.RM","submitted_at":"2011-11-18T16:46:09Z","title_canon_sha256":"3201e29c6ba06cff9b4a58bba3546bd3add41af5e6ecdc2996e6ffc444207016"},"schema_version":"1.0","source":{"id":"1111.4421","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1111.4421","created_at":"2026-05-18T04:08:04Z"},{"alias_kind":"arxiv_version","alias_value":"1111.4421v1","created_at":"2026-05-18T04:08:04Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1111.4421","created_at":"2026-05-18T04:08:04Z"},{"alias_kind":"pith_short_12","alias_value":"PSBQ2RYENJJH","created_at":"2026-05-18T12:26:39Z"},{"alias_kind":"pith_short_16","alias_value":"PSBQ2RYENJJHYDU3","created_at":"2026-05-18T12:26:39Z"},{"alias_kind":"pith_short_8","alias_value":"PSBQ2RYE","created_at":"2026-05-18T12:26:39Z"}],"graph_snapshots":[{"event_id":"sha256:d6c424fd9d482b8d1f60727420d1c4b2100101f2465c0ff86307928a56626b75","target":"graph","created_at":"2026-05-18T04:08:04Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"graph_snapshot":{"author_claims":{"count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","strong_count":0},"builder_version":"pith-number-builder-2026-05-17-v1","claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"paper":{"abstract_excerpt":"In this paper we look at the efficacy of different risk measures on energy markets and across several different stock market indices. We use both the Value at Risk and the Tail Conditional Expectation on each of these data sets. We also consider several different durations and levels for historical risk measures. Through our results we make some recommendations for a robust risk management strategy that involves historical risk measures.","authors_text":"Wayne Tarrant","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.RM","submitted_at":"2011-11-18T16:46:09Z","title":"Historical risk measures on stock market indices and energy markets"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1111.4421","kind":"arxiv","version":1},"verdict":{"created_at":null,"id":null,"model_set":{},"one_line_summary":"","pipeline_version":null,"pith_extraction_headline":"","strongest_claim":"","weakest_assumption":""}},"verdict_id":null}}],"author_attestations":[],"timestamp_anchors":[],"storage_attestations":[],"citation_signatures":[],"replication_records":[],"corrections":[],"mirror_hints":[],"record_created":{"event_id":"sha256:83480331061cf359a152dd66459fbe559e76fb51e31991377a70c5dfd1cf5ed8","target":"record","created_at":"2026-05-18T04:08:04Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"attestation_state":"computed","canonical_record":{"metadata":{"abstract_canon_sha256":"586ecdff6016984d9e681667aee0122825403433ab4090ddc880ae8edf66152d","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.RM","submitted_at":"2011-11-18T16:46:09Z","title_canon_sha256":"3201e29c6ba06cff9b4a58bba3546bd3add41af5e6ecdc2996e6ffc444207016"},"schema_version":"1.0","source":{"id":"1111.4421","kind":"arxiv","version":1}},"canonical_sha256":"7c830d47046a527c0e9b75a1c8947ece763320b3df3446164c262c3022e11a44","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"7c830d47046a527c0e9b75a1c8947ece763320b3df3446164c262c3022e11a44","first_computed_at":"2026-05-18T04:08:04.439840Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T04:08:04.439840Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"58s2sDhF8QMI4HEcfVidRn3obJh7B2+VZTHZWmrEhVvireLo0l8IZd2HKfAlOX351HPpHyTt5C7w4KLqpzuGDw==","signature_status":"signed_v1","signed_at":"2026-05-18T04:08:04.440332Z","signed_message":"canonical_sha256_bytes"},"source_id":"1111.4421","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:83480331061cf359a152dd66459fbe559e76fb51e31991377a70c5dfd1cf5ed8","sha256:d6c424fd9d482b8d1f60727420d1c4b2100101f2465c0ff86307928a56626b75"],"state_sha256":"24b28daa40c6db876ac9ba70934835b4ffb9964d58147196546a9d4167d22930"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"2b4DR51kUJDeYZRoQxJXcaj0P2BRG/pfBD/M+XKcbnwlT94gt2YntLXnnP2sSLWdt8SEIoTWMEBDlXPh2cTnDg==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-26T12:45:53.370381Z","bundle_sha256":"242cda2e5ecada0da294589356a565e428cc73d6d40e0ca19300e3ab8323e247"}}