{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2017:SPBL2NCMRZ77N6O5G2U5E35VFV","short_pith_number":"pith:SPBL2NCM","canonical_record":{"source":{"id":"1707.07618","kind":"arxiv","version":3},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2017-07-24T15:57:25Z","cross_cats_sorted":[],"title_canon_sha256":"df32da6b96c36a0bb9ea45a828505d4cca2a116d477b6dba3a75649d45418c78","abstract_canon_sha256":"f7c31a0c93bcdf01f516142ba562dab8bf6d0c7b6c127c8344c2915e9b5845d6"},"schema_version":"1.0"},"canonical_sha256":"93c2bd344c8e7ff6f9dd36a9d26fb52d6a071d0c373910ea21ca0a1b2d78194c","source":{"kind":"arxiv","id":"1707.07618","version":3},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1707.07618","created_at":"2026-05-18T00:14:54Z"},{"alias_kind":"arxiv_version","alias_value":"1707.07618v3","created_at":"2026-05-18T00:14:54Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1707.07618","created_at":"2026-05-18T00:14:54Z"},{"alias_kind":"pith_short_12","alias_value":"SPBL2NCMRZ77","created_at":"2026-05-18T12:31:43Z"},{"alias_kind":"pith_short_16","alias_value":"SPBL2NCMRZ77N6O5","created_at":"2026-05-18T12:31:43Z"},{"alias_kind":"pith_short_8","alias_value":"SPBL2NCM","created_at":"2026-05-18T12:31:43Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2017:SPBL2NCMRZ77N6O5G2U5E35VFV","target":"record","payload":{"canonical_record":{"source":{"id":"1707.07618","kind":"arxiv","version":3},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2017-07-24T15:57:25Z","cross_cats_sorted":[],"title_canon_sha256":"df32da6b96c36a0bb9ea45a828505d4cca2a116d477b6dba3a75649d45418c78","abstract_canon_sha256":"f7c31a0c93bcdf01f516142ba562dab8bf6d0c7b6c127c8344c2915e9b5845d6"},"schema_version":"1.0"},"canonical_sha256":"93c2bd344c8e7ff6f9dd36a9d26fb52d6a071d0c373910ea21ca0a1b2d78194c","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:14:54.712272Z","signature_b64":"6MDJqws/kCWaCa+OPAnPR4o4qwW6XymGshHH/oeKcKxuA6P1AIZF3gUcWcpzRTsKaeQ3mnfmX28Evdj4mORECw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"93c2bd344c8e7ff6f9dd36a9d26fb52d6a071d0c373910ea21ca0a1b2d78194c","last_reissued_at":"2026-05-18T00:14:54.711589Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:14:54.711589Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1707.07618","source_version":3,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T00:14:54Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"IWolGJWRePX/UZDPCCpGXfs0C0GOZN1pmlBHrBk2gC6Tn9ZIXAj219trJuLWTlDrmQk1hz2FKDtLeap2qak1BQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-27T19:22:56.204918Z"},"content_sha256":"f2f773c0e74203bc423ad8a59c24f6e073f5bfc551f6eff518b268f2638d5f0a","schema_version":"1.0","event_id":"sha256:f2f773c0e74203bc423ad8a59c24f6e073f5bfc551f6eff518b268f2638d5f0a"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2017:SPBL2NCMRZ77N6O5G2U5E35VFV","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Statistical properties and multifractality of Bitcoin","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.ST","authors_text":"Tetsuya Takaishi","submitted_at":"2017-07-24T15:57:25Z","abstract_excerpt":"Using 1-min returns of Bitcoin prices, we investigate statistical properties and multifractality of a Bitcoin time series. We find that the 1-min return distribution is fat-tailed, and kurtosis largely deviates from the Gaussian expectation. Although for large sampling periods, kurtosis is anticipated to approach the Gaussian expectation, we find that convergence to that is very slow. Skewness is found to be negative at time scales shorter than one day and becomes consistent with zero at time scales longer than about one week. We also investigate daily volatility-asymmetry by using GARCH, GJR,"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1707.07618","kind":"arxiv","version":3},"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":"2026-05-18T00:14:54Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"m57+A84d2DuwGBDBBqopqslrS+UP59JOdwTb9nJh6DW/ExAEFE8WAJvmPOf0jNoiGiIiphHYMBNCgRiFoNGIDg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-27T19:22:56.205619Z"},"content_sha256":"df21060fa1a15d045b778a33ea733b57464fa16874586310f7f50ec76959d7b9","schema_version":"1.0","event_id":"sha256:df21060fa1a15d045b778a33ea733b57464fa16874586310f7f50ec76959d7b9"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/SPBL2NCMRZ77N6O5G2U5E35VFV/bundle.json","state_url":"https://pith.science/pith/SPBL2NCMRZ77N6O5G2U5E35VFV/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/SPBL2NCMRZ77N6O5G2U5E35VFV/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":"2026-05-27T19:22:56Z","links":{"resolver":"https://pith.science/pith/SPBL2NCMRZ77N6O5G2U5E35VFV","bundle":"https://pith.science/pith/SPBL2NCMRZ77N6O5G2U5E35VFV/bundle.json","state":"https://pith.science/pith/SPBL2NCMRZ77N6O5G2U5E35VFV/state.json","well_known_bundle":"https://pith.science/.well-known/pith/SPBL2NCMRZ77N6O5G2U5E35VFV/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2017:SPBL2NCMRZ77N6O5G2U5E35VFV","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":"f7c31a0c93bcdf01f516142ba562dab8bf6d0c7b6c127c8344c2915e9b5845d6","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2017-07-24T15:57:25Z","title_canon_sha256":"df32da6b96c36a0bb9ea45a828505d4cca2a116d477b6dba3a75649d45418c78"},"schema_version":"1.0","source":{"id":"1707.07618","kind":"arxiv","version":3}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1707.07618","created_at":"2026-05-18T00:14:54Z"},{"alias_kind":"arxiv_version","alias_value":"1707.07618v3","created_at":"2026-05-18T00:14:54Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1707.07618","created_at":"2026-05-18T00:14:54Z"},{"alias_kind":"pith_short_12","alias_value":"SPBL2NCMRZ77","created_at":"2026-05-18T12:31:43Z"},{"alias_kind":"pith_short_16","alias_value":"SPBL2NCMRZ77N6O5","created_at":"2026-05-18T12:31:43Z"},{"alias_kind":"pith_short_8","alias_value":"SPBL2NCM","created_at":"2026-05-18T12:31:43Z"}],"graph_snapshots":[{"event_id":"sha256:df21060fa1a15d045b778a33ea733b57464fa16874586310f7f50ec76959d7b9","target":"graph","created_at":"2026-05-18T00:14:54Z","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":"Using 1-min returns of Bitcoin prices, we investigate statistical properties and multifractality of a Bitcoin time series. We find that the 1-min return distribution is fat-tailed, and kurtosis largely deviates from the Gaussian expectation. Although for large sampling periods, kurtosis is anticipated to approach the Gaussian expectation, we find that convergence to that is very slow. Skewness is found to be negative at time scales shorter than one day and becomes consistent with zero at time scales longer than about one week. We also investigate daily volatility-asymmetry by using GARCH, GJR,","authors_text":"Tetsuya Takaishi","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2017-07-24T15:57:25Z","title":"Statistical properties and multifractality of Bitcoin"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1707.07618","kind":"arxiv","version":3},"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:f2f773c0e74203bc423ad8a59c24f6e073f5bfc551f6eff518b268f2638d5f0a","target":"record","created_at":"2026-05-18T00:14:54Z","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":"f7c31a0c93bcdf01f516142ba562dab8bf6d0c7b6c127c8344c2915e9b5845d6","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2017-07-24T15:57:25Z","title_canon_sha256":"df32da6b96c36a0bb9ea45a828505d4cca2a116d477b6dba3a75649d45418c78"},"schema_version":"1.0","source":{"id":"1707.07618","kind":"arxiv","version":3}},"canonical_sha256":"93c2bd344c8e7ff6f9dd36a9d26fb52d6a071d0c373910ea21ca0a1b2d78194c","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"93c2bd344c8e7ff6f9dd36a9d26fb52d6a071d0c373910ea21ca0a1b2d78194c","first_computed_at":"2026-05-18T00:14:54.711589Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T00:14:54.711589Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"6MDJqws/kCWaCa+OPAnPR4o4qwW6XymGshHH/oeKcKxuA6P1AIZF3gUcWcpzRTsKaeQ3mnfmX28Evdj4mORECw==","signature_status":"signed_v1","signed_at":"2026-05-18T00:14:54.712272Z","signed_message":"canonical_sha256_bytes"},"source_id":"1707.07618","source_kind":"arxiv","source_version":3}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:f2f773c0e74203bc423ad8a59c24f6e073f5bfc551f6eff518b268f2638d5f0a","sha256:df21060fa1a15d045b778a33ea733b57464fa16874586310f7f50ec76959d7b9"],"state_sha256":"ba34853734bec5604884faa3307c206e1cf98ef0fa8a51ed8a818019c257996c"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"Wk/uInWV4znleonvMXMs6zuuI9RfXzqvjLfYh2cF0zAFHksWAgZAPRP6wZ4tAJ1lV69PM6c/WZ7ikW79KtGwDg==","signed_message":"bundle_sha256_bytes","signed_at":"2026-05-27T19:22:56.209113Z","bundle_sha256":"5141d2062d608b441429d666698060aa57f310ecd8139c11d6d180d1ab27613d"}}