Paper Citation Record · LEDGER

Taming Tail Risk in Financial Markets: Conformal Calibration for Nonstationary Portfolio VaR

As of 9 August 2026, this Paper Citation Record lists 5 of 5 outbound references and 2 inbound Pith citation observations for arXiv:2602.03903.

A citation records a reference. It does not transfer a finding from one paper to another.

pith.paper-citation-record.v1
2602.03903 v3

Coverage vector

measured 5 of 5 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-04T06:16:32.951470Z

measured 7 of 7 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-09T06:31:02.800959+00:00

measured 2 of 2 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-06-27T23:13:54.213785Z

measured 0 of 1 external citation measurements

A source-named dated measurement, never combined with another source.

Source: arxiv_reference, observed 2026-07-03T23:49:02.379252Z

Reference resolution

5 of 5 outbound references displayed

verified exact0
verified fuzzy0
unresolved5
parse uncertain0
malformed identifier0
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation f9a012fd-69f3-414d-b05a-57de76798780 · outbound

This paper cites Berkowitz, J.

Taming Tail Risk in Financial Markets: Conformal Calibration for Nonstationary Portfolio VaR Berkowitz, J

Reference 2001

Resolution: unresolved; no resolver link, observed 2026-08-04T06:16:32.841030Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation cd160352-b9d7-40f2-9811-9ca3ae30f1ca · outbound

This paper cites Christoffersen, P.

Taming Tail Risk in Financial Markets: Conformal Calibration for Nonstationary Portfolio VaR Christoffersen, P

Reference 2002

Resolution: unresolved; no resolver link, observed 2026-08-04T06:16:32.864744Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation b1af3ecd-0847-404a-982d-7ac704e952c0 · outbound

This paper cites Angelopoulos, A.

Taming Tail Risk in Financial Markets: Conformal Calibration for Nonstationary Portfolio VaR Angelopoulos, A

Reference 2014

Resolution: unresolved; no resolver link, observed 2026-08-04T06:16:32.567631Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 4c4ce344-a5bd-4609-a9b4-da58fb974f3e · outbound

This paper cites Barber, R.

Taming Tail Risk in Financial Markets: Conformal Calibration for Nonstationary Portfolio VaR Barber, R

Reference 2021

Resolution: unresolved; no resolver link, observed 2026-08-04T06:16:32.776798Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation bea91ac6-0f20-4b3c-bb8d-02e7f075186b · outbound

This paper cites Implementation details Weighted quantile and finite-sample correction.Given values v1,.

Taming Tail Risk in Financial Markets: Conformal Calibration for Nonstationary Portfolio VaR Implementation details Weighted quantile and finite-sample correction.Given values v1,

Reference 2023

Resolution: unresolved; no resolver link, observed 2026-08-04T06:16:32.951470Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Pith citing papers

Observation 4e74d4c5-0f32-47a7-ab8c-2847183db537 · inbound

Conformal Risk Sharing: Certified Cost Allocation with Participation Guarantees cites this paper.

Conformal Risk Sharing: Certified Cost Allocation with Participation Guarantees Taming Tail Risk in Financial Markets: Conformal Calibration for Nonstationary Portfolio VaR

Reference 9

Resolution: metadata mismatch; arxiv_id, observed 2026-07-15T01:20:55.062616Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

Observation 35ce31b1-1678-470b-ad70-0cb44550f44f · inbound

Conformal Prediction Intervals with Tail-Specific Guarantees cites this paper.

Conformal Prediction Intervals with Tail-Specific Guarantees Taming Tail Risk in Financial Markets: Conformal Calibration for Nonstationary Portfolio VaR

Reference 70

Resolution: verified exact; arxiv_id, observed 2026-07-15T01:20:55.062616Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.