pith. sign in
Pith Number

pith:X26VC7FO

pith:2014:X26VC7FOHEAGHT2POA2M23SOJ6
not attested not anchored not stored refs pending

A multivariate model for financial indices and an algorithm for detection of jumps in the volatility

Mario Bonino, Matteo Camelia, Paolo Pigato

arxiv:1404.7632 v2 · 2014-04-30 · q-fin.ST · math.PR

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{X26VC7FOHEAGHT2POA2M23SOJ6}

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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.
Receipt and verification
First computed 2026-05-18T00:56:04.863138Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

bebd517cae390063cf4f7034cd6e4e4fb8d275fff458f1c3e8356d54e5058b49

Aliases

arxiv: 1404.7632 · arxiv_version: 1404.7632v2 · doi: 10.48550/arxiv.1404.7632 · pith_short_12: X26VC7FOHEAG · pith_short_16: X26VC7FOHEAGHT2P · pith_short_8: X26VC7FO
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/X26VC7FOHEAGHT2POA2M23SOJ6 \
  | 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: bebd517cae390063cf4f7034cd6e4e4fb8d275fff458f1c3e8356d54e5058b49
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "6f4f642ae41ce84641acf7286f5acb38de0a3aae575cbb223f7ca06ba305bf4d",
    "cross_cats_sorted": [
      "math.PR"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.ST",
    "submitted_at": "2014-04-30T08:40:15Z",
    "title_canon_sha256": "9079ecdb0d622f2a07dda6cd092f95885b137f3ec24477c4e0bc9e11f2a5c295"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1404.7632",
    "kind": "arxiv",
    "version": 2
  }
}