Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-05-13T17:25:14.881636Z
Paper Citation Record · LEDGER
A Dynamic Factor Model for Level and Volatility
As of 19 August 2026, this Paper Citation Record lists 40 of 40 outbound references and 0 inbound Pith citation observations for arXiv:2604.03681.
A citation records a reference. It does not transfer a finding from one paper to another.
Coverage vector
One-hop event checks from named stored sources.
Source: scholarly_work_events, retraction_status_cache, observed 2026-08-18T06:34:40.430872+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links
A source-named dated measurement, never combined with another source.
Source: cited_works
Reference resolution
40 of 40 outbound references displayed
- verified exact1
- verified fuzzy15
- unresolved24
- parse uncertain0
- malformed identifier0
- metadata mismatch0
External citation measurements
No source-named external measurement is stored.
Outbound references
Observation c094ade8-c9e2-4919-91ef-c6db761812af · outbound
This paper cites Boyarchenko, and D.
A Dynamic Factor Model for Level and Volatility Boyarchenko, and D
Reference 1
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-05-14T04:56:43.347124Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation e5a6535b-f32a-4da9-86cb-38516274a7db · outbound
This paper cites an unresolved cited work.
A Dynamic Factor Model for Level and Volatility Unresolved cited work
Reference 2
- Resolution
- unresolved
- raw_fallback, observed 2026-05-14T04:56:43.340645Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation 7df80b75-2a01-4306-b923-013653b64bdc · outbound
This paper cites an unresolved cited work.
A Dynamic Factor Model for Level and Volatility Unresolved cited work
Reference 3
- Resolution
- unresolved
- raw_fallback, observed 2026-05-14T04:56:43.337182Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation a07c7e95-4468-4ae4-9fbd-de71b8ef6be7 · outbound
This paper cites (2024): Weighted scoringrules: emphasizing particular outcomes when evaluating probabilistic forecasts, Journal of Statistical Software, 110, 1--26.
A Dynamic Factor Model for Level and Volatility (2024): Weighted scoringrules: emphasizing particular outcomes when evaluating probabilistic forecasts, Journal of Statistical Software, 110, 1--26
Reference 4
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-05-14T04:56:43.309119Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation 44f0fab7-6d1e-4b37-9b6c-e1791ab64456 · outbound
This paper cites Giannone, and L.
A Dynamic Factor Model for Level and Volatility Giannone, and L
Reference 5
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-05-14T04:56:43.225916Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation bf1502a7-0c73-4143-b959-ea4fa86a9b58 · outbound
This paper cites Boivin, and P.
A Dynamic Factor Model for Level and Volatility Boivin, and P
Reference 6
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-05-14T04:56:43.271086Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation 3bcf3cb5-a0ba-48aa-b202-3e7b6f8119be · outbound
This paper cites Mumtaz, and M.
A Dynamic Factor Model for Level and Volatility Mumtaz, and M
Reference 7
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-05-14T04:56:43.277520Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation d1535d17-71de-4006-958e-47327807731b · outbound
This paper cites Scotti, and M.
A Dynamic Factor Model for Level and Volatility Scotti, and M
Reference 8
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-05-14T04:56:43.246051Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation 68700a0e-8dca-4738-9b46-51bdf122cd6a · outbound
This paper cites Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors.
A Dynamic Factor Model for Level and Volatility Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
Reference 9
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-05-14T04:56:43.255785Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation 446a5aa2-ae60-47de-bb35-745aeb75aff1 · outbound
This paper cites an unresolved cited work.
A Dynamic Factor Model for Level and Volatility Unresolved cited work
Reference 10
- Resolution
- unresolved
- raw_fallback, observed 2026-05-14T04:56:43.302678Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation 63fe089b-4742-4ff0-964f-83fdfae292d2 · outbound
This paper cites an unresolved cited work.
A Dynamic Factor Model for Level and Volatility Unresolved cited work
Reference 11
- Resolution
- unresolved
- raw_fallback, observed 2026-05-14T04:56:43.229283Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation e79614a2-3f12-4507-867f-2805b25e2e7a · outbound
This paper cites an unresolved cited work.
A Dynamic Factor Model for Level and Volatility Unresolved cited work
Reference 12
- Resolution
- unresolved
- raw_fallback, observed 2026-05-14T04:56:43.232205Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation 2c232824-abab-4d42-acab-c9cd097a4249 · outbound
This paper cites Tuzcuoglu, and L.
A Dynamic Factor Model for Level and Volatility Tuzcuoglu, and L
Reference 13
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-05-14T04:56:43.259101Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation 899f3d4e-f0e0-40a2-9535-e0d8f7be12fa · outbound
This paper cites an unresolved cited work.
A Dynamic Factor Model for Level and Volatility Unresolved cited work
Reference 14
- Resolution
- unresolved
- raw_fallback, observed 2026-05-14T04:56:43.268342Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation 80293f1c-3afd-4461-a23a-89a9e66747ad · outbound
This paper cites an unresolved cited work.
A Dynamic Factor Model for Level and Volatility Unresolved cited work
Reference 15
- Resolution
- unresolved
- raw_fallback, observed 2026-05-14T04:56:43.283699Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation 44d28d15-a43f-4e32-9ae4-06da01903bbf · outbound
This paper cites A Bayesian Gaussian Process Dynamic Factor Model.
A Dynamic Factor Model for Level and Volatility A Bayesian Gaussian Process Dynamic Factor Model
Reference 16
- Resolution
- verified exact
- arxiv_id, observed 2026-05-13T17:28:02.525806Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation 7fb428ab-a072-4557-9c6f-cc47e92484a1 · outbound
This paper cites an unresolved cited work.
A Dynamic Factor Model for Level and Volatility Unresolved cited work
Reference 17
- Resolution
- unresolved
- raw_fallback, observed 2026-05-14T04:56:43.321937Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation 0a61d0e5-3542-4dff-92d1-8623235586c0 · outbound
This paper cites Litterman, and C.
A Dynamic Factor Model for Level and Volatility Litterman, and C
Reference 18
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-05-14T04:56:43.239436Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation 01296cd9-dfbf-435a-8dee-dd110f0231c2 · outbound
This paper cites (1993): Bayesian Treatment of the Independent Student-t Linear Model, Journal of Applied Econometrics, 8, S19--40.
A Dynamic Factor Model for Level and Volatility (1993): Bayesian Treatment of the Independent Student-t Linear Model, Journal of Applied Econometrics, 8, S19--40
Reference 19
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-05-14T04:56:43.235661Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation 73f90696-f61d-4042-8133-fb11b5b43263 · outbound
This paper cites an unresolved cited work.
A Dynamic Factor Model for Level and Volatility Unresolved cited work
Reference 20
- Resolution
- unresolved
- raw_fallback, observed 2026-05-14T04:56:43.262062Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation c71cdd4d-06cf-4745-9b45-f168a312c70e · outbound
This paper cites Reichlin, and D.
A Dynamic Factor Model for Level and Volatility Reichlin, and D
Reference 21
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-05-14T04:56:43.313426Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation 61dcc195-8bcb-43d0-b3f8-98ee7f515727 · outbound
This paper cites Balabdaoui, and A.
A Dynamic Factor Model for Level and Volatility Balabdaoui, and A
Reference 22
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-05-14T04:56:43.305643Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation 12384ff3-7b40-43b5-9c22-5730428a1573 · outbound
This paper cites an unresolved cited work.
A Dynamic Factor Model for Level and Volatility Unresolved cited work
Reference 23
- Resolution
- unresolved
- raw_fallback, observed 2026-05-14T04:56:43.316733Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation 6ed6536b-ea82-4765-8617-11955ce7fd70 · outbound
This paper cites an unresolved cited work.
A Dynamic Factor Model for Level and Volatility Unresolved cited work
Reference 24
- Resolution
- unresolved
- raw_fallback, observed 2026-05-14T04:56:43.294031Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation f7156a38-c7dd-4861-b20d-67712fdc5273 · outbound
This paper cites (2006): Asset allocation with a high dimensional latent factor stochastic volatility model, The Review of Financial Studies, 19, 237--271.
A Dynamic Factor Model for Level and Volatility (2006): Asset allocation with a high dimensional latent factor stochastic volatility model, The Review of Financial Studies, 19, 237--271
Reference 25
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-05-14T04:56:43.299944Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation 1272c2bc-2512-42a6-9e8c-3e8742199b58 · outbound
This paper cites an unresolved cited work.
A Dynamic Factor Model for Level and Volatility Unresolved cited work
Reference 26
- Resolution
- unresolved
- raw_fallback, observed 2026-05-14T04:56:43.286935Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation 5fb4fd69-6c38-436a-9165-42bd51f2e48c · outbound
This paper cites an unresolved cited work.
A Dynamic Factor Model for Level and Volatility Unresolved cited work
Reference 27
- Resolution
- unresolved
- raw_fallback, observed 2026-05-14T04:56:43.331127Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation 1db6f903-3157-4580-855f-40e7db694107 · outbound
This paper cites an unresolved cited work.
A Dynamic Factor Model for Level and Volatility Unresolved cited work
Reference 28
- Resolution
- unresolved
- raw_fallback, observed 2026-05-14T04:56:43.252471Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation cd7d0f94-3c8a-4b87-a510-4bce4d3806d5 · outbound
This paper cites (2003): Bayesian econometrics, Chichester, England : Wiley & Sons.
A Dynamic Factor Model for Level and Volatility (2003): Bayesian econometrics, Chichester, England : Wiley & Sons
Reference 29
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-05-14T04:56:43.265263Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation c3d964e6-9aff-4b5e-b106-ab1c7084979a · outbound
This paper cites an unresolved cited work.
A Dynamic Factor Model for Level and Volatility Unresolved cited work
Reference 30
- Resolution
- unresolved
- raw_fallback, observed 2026-05-14T04:56:43.274087Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation 7f471d90-05e7-4104-9d3d-f8f6c90ffaf6 · outbound
This paper cites an unresolved cited work.
A Dynamic Factor Model for Level and Volatility Unresolved cited work
Reference 31
- Resolution
- unresolved
- raw_fallback, observed 2026-05-14T04:56:43.333919Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation 9918c547-7032-48e3-b156-a1119fa69225 · outbound
This paper cites an unresolved cited work.
A Dynamic Factor Model for Level and Volatility Unresolved cited work
Reference 32
- Resolution
- unresolved
- raw_fallback, observed 2026-05-14T04:56:43.328199Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation 7900d0a4-bac7-4c48-b9f3-cd870d26d2e1 · outbound
This paper cites an unresolved cited work.
A Dynamic Factor Model for Level and Volatility Unresolved cited work
Reference 33
- Resolution
- unresolved
- raw_fallback, observed 2026-05-14T04:56:43.343985Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation 32409c8b-cca6-4450-bcfb-529f3232b090 · outbound
This paper cites (2018): A generalised stochastic volatility in mean VAR, Economics Letters, 173, 10--14.
A Dynamic Factor Model for Level and Volatility (2018): A generalised stochastic volatility in mean VAR, Economics Letters, 173, 10--14
Reference 34
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-05-14T04:56:43.290524Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation bdb9e375-c612-460e-9eec-377f074ef488 · outbound
This paper cites an unresolved cited work.
A Dynamic Factor Model for Level and Volatility Unresolved cited work
Reference 35
- Resolution
- unresolved
- raw_fallback, observed 2026-05-14T04:56:43.297051Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation 99d5d24d-8bf4-4489-9844-3fd0176f6601 · outbound
This paper cites an unresolved cited work.
A Dynamic Factor Model for Level and Volatility Unresolved cited work
Reference 36
- Resolution
- unresolved
- raw_fallback, observed 2026-05-14T04:56:43.319334Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation cd6873f3-1b65-4b20-bb7c-8085ee3c17e0 · outbound
This paper cites an unresolved cited work.
A Dynamic Factor Model for Level and Volatility Unresolved cited work
Reference 37
- Resolution
- unresolved
- raw_fallback, observed 2026-05-14T04:56:43.280680Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation f8f24c3e-df3d-45f0-b5ff-86e915ffc447 · outbound
This paper cites an unresolved cited work.
A Dynamic Factor Model for Level and Volatility Unresolved cited work
Reference 38
- Resolution
- unresolved
- raw_fallback, observed 2026-05-14T04:56:43.324805Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation 728e3a1b-3def-4260-88f8-8f054025ed5a · outbound
This paper cites an unresolved cited work.
A Dynamic Factor Model for Level and Volatility Unresolved cited work
Reference 39
- Resolution
- unresolved
- raw_fallback, observed 2026-05-14T04:56:43.249562Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Observation ae31c9f3-9230-416a-afc1-ff07c50d40f0 · outbound
This paper cites an unresolved cited work.
A Dynamic Factor Model for Level and Volatility Unresolved cited work
Reference 40
- Resolution
- unresolved
- raw_fallback, observed 2026-05-14T04:56:43.242908Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.
Pith citing papers
No inbound Pith citation observations are available.