{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2015:XQAIDFFOIWXMMQPPUAN3KPX25V","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":"4a89d6fe07003c473c0bf8f8b06667823049419825bbbac2b2c6763f6b09ebe5","cross_cats_sorted":["cond-mat.stat-mech"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2015-06-04T17:27:56Z","title_canon_sha256":"f15c455c23a19e739d0fc41ed5098544e897dec96056eb6b23b6f4c50fbdab48"},"schema_version":"1.0","source":{"id":"1506.01660","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1506.01660","created_at":"2026-05-18T01:16:50Z"},{"alias_kind":"arxiv_version","alias_value":"1506.01660v2","created_at":"2026-05-18T01:16:50Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1506.01660","created_at":"2026-05-18T01:16:50Z"},{"alias_kind":"pith_short_12","alias_value":"XQAIDFFOIWXM","created_at":"2026-05-18T12:29:50Z"},{"alias_kind":"pith_short_16","alias_value":"XQAIDFFOIWXMMQPP","created_at":"2026-05-18T12:29:50Z"},{"alias_kind":"pith_short_8","alias_value":"XQAIDFFO","created_at":"2026-05-18T12:29:50Z"}],"graph_snapshots":[{"event_id":"sha256:0d6c0fcfae6ce8ac5f4bee397b96de142e419b865471ccc2bb537c5d66105bb8","target":"graph","created_at":"2026-05-18T01:16:50Z","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":"Share price returns on different time scales can be well modelled by a superstatistical dynamics. Here we provide an investigation which type of superstatistics is most suitable to properly describe share price dynamics on various time scales. It is shown that while chi-square superstatistics works well on a time scale of days, on a much smaller time scale of minutes the price changes are better described by lognormal superstatistics. The system dynamics thus exhibits a transition from lognormal to chi-square superstatistics as a function of time scale. We discuss a more general model interpol","authors_text":"Christian Beck, Dan Xu","cross_cats":["cond-mat.stat-mech"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2015-06-04T17:27:56Z","title":"Transition from lognormal to chi-square superstatistics for financial time series"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1506.01660","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":"sha256:70d8beb6e342d9088d18896729827029e4d7721d14397acfb6c01b497d530088","target":"record","created_at":"2026-05-18T01:16:50Z","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":"4a89d6fe07003c473c0bf8f8b06667823049419825bbbac2b2c6763f6b09ebe5","cross_cats_sorted":["cond-mat.stat-mech"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2015-06-04T17:27:56Z","title_canon_sha256":"f15c455c23a19e739d0fc41ed5098544e897dec96056eb6b23b6f4c50fbdab48"},"schema_version":"1.0","source":{"id":"1506.01660","kind":"arxiv","version":2}},"canonical_sha256":"bc008194ae45aec641efa01bb53efaed5d4df5ff97e764d70f6b6bf450d15be1","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"bc008194ae45aec641efa01bb53efaed5d4df5ff97e764d70f6b6bf450d15be1","first_computed_at":"2026-05-18T01:16:50.381514Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T01:16:50.381514Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"TkK/iwvU3xprLgvKgPkjP3b1osJvh0bELJP+PF18wxpJ628uLLjr34/3S77xIWZo79F/blle5EK9y1Mzj2o3CA==","signature_status":"signed_v1","signed_at":"2026-05-18T01:16:50.382245Z","signed_message":"canonical_sha256_bytes"},"source_id":"1506.01660","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:70d8beb6e342d9088d18896729827029e4d7721d14397acfb6c01b497d530088","sha256:0d6c0fcfae6ce8ac5f4bee397b96de142e419b865471ccc2bb537c5d66105bb8"],"state_sha256":"a86a31358e655b86bbbd1901dac449be8c1e36c9c76a2b2b9688125a0a7f5051"}