{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2015:XAIX6Q4H2CDWZCNBIEJU7BOPFW","short_pith_number":"pith:XAIX6Q4H","canonical_record":{"source":{"id":"1506.07554","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2015-06-24T20:44:30Z","cross_cats_sorted":[],"title_canon_sha256":"c4f499a1f6970fd1fe1eb5c1d61ed9681a40e57d5921650b94e58ecf6762da87","abstract_canon_sha256":"2422d4ba9459e771bfefdc6a9880f0ee20c77479bf908cbff184fc02661a23cf"},"schema_version":"1.0"},"canonical_sha256":"b8117f4387d0876c89a141134f85cf2d89db4b937a369e563e914479ed407774","source":{"kind":"arxiv","id":"1506.07554","version":2},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1506.07554","created_at":"2026-05-18T01:01:01Z"},{"alias_kind":"arxiv_version","alias_value":"1506.07554v2","created_at":"2026-05-18T01:01:01Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1506.07554","created_at":"2026-05-18T01:01:01Z"},{"alias_kind":"pith_short_12","alias_value":"XAIX6Q4H2CDW","created_at":"2026-05-18T12:29:50Z"},{"alias_kind":"pith_short_16","alias_value":"XAIX6Q4H2CDWZCNB","created_at":"2026-05-18T12:29:50Z"},{"alias_kind":"pith_short_8","alias_value":"XAIX6Q4H","created_at":"2026-05-18T12:29:50Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2015:XAIX6Q4H2CDWZCNBIEJU7BOPFW","target":"record","payload":{"canonical_record":{"source":{"id":"1506.07554","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2015-06-24T20:44:30Z","cross_cats_sorted":[],"title_canon_sha256":"c4f499a1f6970fd1fe1eb5c1d61ed9681a40e57d5921650b94e58ecf6762da87","abstract_canon_sha256":"2422d4ba9459e771bfefdc6a9880f0ee20c77479bf908cbff184fc02661a23cf"},"schema_version":"1.0"},"canonical_sha256":"b8117f4387d0876c89a141134f85cf2d89db4b937a369e563e914479ed407774","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T01:01:01.462420Z","signature_b64":"931FsbmkSdhMDTdsZDaaODwaO0sXl7QFoFC0O0QmMsFAPXnUfbbN3pmPJLsZ8GFpwnpLqncmo6KqsiY9T6ouBQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"b8117f4387d0876c89a141134f85cf2d89db4b937a369e563e914479ed407774","last_reissued_at":"2026-05-18T01:01:01.461801Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T01:01:01.461801Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1506.07554","source_version":2,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T01:01:01Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"hsoulXS9umWuub4Fo+iCoESBIfh5HR3E7YNHNz5DrVTBZ6nIeFNtgvJjkHEVLvE9LKhdEdaX+MS1xUmnN8DMBQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-08-05T01:34:20.979466Z"},"content_sha256":"d8cc50aa5f3fa77592622115f53eddbeafdc768652dbf1590a81a33c7b4deaaa","schema_version":"1.0","event_id":"sha256:d8cc50aa5f3fa77592622115f53eddbeafdc768652dbf1590a81a33c7b4deaaa"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2015:XAIX6Q4H2CDWZCNBIEJU7BOPFW","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Double-jump stochastic volatility model for VIX: evidence from VVIX","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.CP","authors_text":"Jing-Zhi Huang, Jun Ni, Lan Wu, Xin Zang","submitted_at":"2015-06-24T20:44:30Z","abstract_excerpt":"The paper studies the continuous-time dynamics of VIX with stochastic volatility and jumps in VIX and volatility. Built on the general parametric affine model with stochastic volatility and jump in logarithm of VIX, we derive a linear relation between the stochastic volatility factor and VVIX index. We detect the existence of co-jump of VIX and VVIX and put forward a double-jump stochastic volatility model for VIX through its joint property with VVIX. With VVIX index as a proxy for the stochastic volatility, we use MCMC method to estimate the dynamics of VIX. Comparing nested models on VIX, we"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1506.07554","kind":"arxiv","version":2},"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":"2026-05-18T01:01:01Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"GLxS2dcaaTHDdp2R9ECPkId1c1ahrMeKMsoip18y8OEEAISxJzM2MCLJUdbI+k/43Vu/6LS7RWRTDg3cZxlGDA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-08-05T01:34:20.979998Z"},"content_sha256":"c114fc5244970854c5693fd9f1456f8de68af1d083c9faf9c3b34ef31735b658","schema_version":"1.0","event_id":"sha256:c114fc5244970854c5693fd9f1456f8de68af1d083c9faf9c3b34ef31735b658"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/XAIX6Q4H2CDWZCNBIEJU7BOPFW/bundle.json","state_url":"https://pith.science/pith/XAIX6Q4H2CDWZCNBIEJU7BOPFW/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/XAIX6Q4H2CDWZCNBIEJU7BOPFW/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":"2026-08-05T01:34:20Z","links":{"resolver":"https://pith.science/pith/XAIX6Q4H2CDWZCNBIEJU7BOPFW","bundle":"https://pith.science/pith/XAIX6Q4H2CDWZCNBIEJU7BOPFW/bundle.json","state":"https://pith.science/pith/XAIX6Q4H2CDWZCNBIEJU7BOPFW/state.json","well_known_bundle":"https://pith.science/.well-known/pith/XAIX6Q4H2CDWZCNBIEJU7BOPFW/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2015:XAIX6Q4H2CDWZCNBIEJU7BOPFW","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":"2422d4ba9459e771bfefdc6a9880f0ee20c77479bf908cbff184fc02661a23cf","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2015-06-24T20:44:30Z","title_canon_sha256":"c4f499a1f6970fd1fe1eb5c1d61ed9681a40e57d5921650b94e58ecf6762da87"},"schema_version":"1.0","source":{"id":"1506.07554","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1506.07554","created_at":"2026-05-18T01:01:01Z"},{"alias_kind":"arxiv_version","alias_value":"1506.07554v2","created_at":"2026-05-18T01:01:01Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1506.07554","created_at":"2026-05-18T01:01:01Z"},{"alias_kind":"pith_short_12","alias_value":"XAIX6Q4H2CDW","created_at":"2026-05-18T12:29:50Z"},{"alias_kind":"pith_short_16","alias_value":"XAIX6Q4H2CDWZCNB","created_at":"2026-05-18T12:29:50Z"},{"alias_kind":"pith_short_8","alias_value":"XAIX6Q4H","created_at":"2026-05-18T12:29:50Z"}],"graph_snapshots":[{"event_id":"sha256:c114fc5244970854c5693fd9f1456f8de68af1d083c9faf9c3b34ef31735b658","target":"graph","created_at":"2026-05-18T01:01:01Z","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":"The paper studies the continuous-time dynamics of VIX with stochastic volatility and jumps in VIX and volatility. Built on the general parametric affine model with stochastic volatility and jump in logarithm of VIX, we derive a linear relation between the stochastic volatility factor and VVIX index. We detect the existence of co-jump of VIX and VVIX and put forward a double-jump stochastic volatility model for VIX through its joint property with VVIX. With VVIX index as a proxy for the stochastic volatility, we use MCMC method to estimate the dynamics of VIX. Comparing nested models on VIX, we","authors_text":"Jing-Zhi Huang, Jun Ni, Lan Wu, Xin Zang","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2015-06-24T20:44:30Z","title":"Double-jump stochastic volatility model for VIX: evidence from VVIX"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1506.07554","kind":"arxiv","version":2},"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:d8cc50aa5f3fa77592622115f53eddbeafdc768652dbf1590a81a33c7b4deaaa","target":"record","created_at":"2026-05-18T01:01:01Z","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":"2422d4ba9459e771bfefdc6a9880f0ee20c77479bf908cbff184fc02661a23cf","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2015-06-24T20:44:30Z","title_canon_sha256":"c4f499a1f6970fd1fe1eb5c1d61ed9681a40e57d5921650b94e58ecf6762da87"},"schema_version":"1.0","source":{"id":"1506.07554","kind":"arxiv","version":2}},"canonical_sha256":"b8117f4387d0876c89a141134f85cf2d89db4b937a369e563e914479ed407774","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"b8117f4387d0876c89a141134f85cf2d89db4b937a369e563e914479ed407774","first_computed_at":"2026-05-18T01:01:01.461801Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T01:01:01.461801Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"931FsbmkSdhMDTdsZDaaODwaO0sXl7QFoFC0O0QmMsFAPXnUfbbN3pmPJLsZ8GFpwnpLqncmo6KqsiY9T6ouBQ==","signature_status":"signed_v1","signed_at":"2026-05-18T01:01:01.462420Z","signed_message":"canonical_sha256_bytes"},"source_id":"1506.07554","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:d8cc50aa5f3fa77592622115f53eddbeafdc768652dbf1590a81a33c7b4deaaa","sha256:c114fc5244970854c5693fd9f1456f8de68af1d083c9faf9c3b34ef31735b658"],"state_sha256":"5bca28f212486acf5558a4a37a48f51de6c0eae43ac00d259911aa125ee38d69"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"u2lqQ33JvJdf5zyB6c9l0XA+jv9xV0rpVaNuBWu/PPBG/uRDZgy10hnThLITBiKaVgeEr7yjCoOW9uEjcNpOCg==","signed_message":"bundle_sha256_bytes","signed_at":"2026-08-05T01:34:20.984109Z","bundle_sha256":"bfb7af7eb9aca26abc2ceb70980836e5ef39480a287ecb352ea70a203b0d46d0"}}