Paper Citation Record · LEDGER

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation

As of 22 August 2026, this Paper Citation Record lists 32 of 32 outbound references and 0 inbound Pith citation observations for arXiv:2606.12446.

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

pith.paper-citation-record.v1
2606.12446 v2

Coverage vector

measured 32 of 32 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-07-01T07:31:21.815497Z

measured 32 of 32 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-22T06:32:14.747728+00:00

measured 0 of 0 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links

measured 0 of 1 external citation measurements

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

Source: cited_works

Reference resolution

32 of 32 outbound references displayed

verified exact0
verified fuzzy19
unresolved12
parse uncertain0
malformed identifier0
metadata mismatch1

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 8e4a98a3-b794-4e97-b4c2-e778caa899c0 · outbound

This paper cites The baseline default probabilityp t is inherited from the latent default-probability path of the OU–Binomial state-space model.

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation The baseline default probabilityp t is inherited from the latent default-probability path of the OU–Binomial state-space model

Reference 1

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T15:12:38.798462Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation d5edf737-4cac-4b7a-bc4b-fd5a8e37f141 · outbound

This paper cites As in the main text, the baseline probabilityp t is generated by the latent default-probability path of the OU–Binomial state-space model.

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation As in the main text, the baseline probabilityp t is generated by the latent default-probability path of the OU–Binomial state-space model

Reference 2

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T15:12:38.794748Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation bcf7b571-ae49-4cdb-987b-c7833e57f262 · outbound

This paper cites k+ 2 k−1X h=1 (k−h)ϕ h # , we obtain Var(p(k))≈φ(µ) 2{1−Φ(µ)} 2(k−1)σ2 y.

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation k+ 2 k−1X h=1 (k−h)ϕ h # , we obtain Var(p(k))≈φ(µ) 2{1−Φ(µ)} 2(k−1)σ2 y

Reference 3

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T15:12:38.792831Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation 27f0dfa2-d46e-47dd-8949-8ac0a4b36b7c · outbound

This paper cites The observation equation is Lt |p t, nt ∼Binomial(n t, pt), and the latent default probability is represented on the probit scale as yt = Φ−1(pt), p t = Φ(yt).

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation The observation equation is Lt |p t, nt ∼Binomial(n t, pt), and the latent default probability is represented on the probit scale as yt = Φ−1(pt), p t = Φ(yt)

Reference 4

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T15:12:38.796600Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation 93b2e657-2cd8-4720-9573-c668d22fe5cb · outbound

This paper cites an unresolved cited work.

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation Unresolved cited work

Reference 5

Resolution: unresolved; raw_fallback, observed 2026-07-06T15:12:38.802663Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation e08004a1-21b2-4e35-a363-cfeae140d58d · outbound

This paper cites an unresolved cited work.

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation Unresolved cited work

Reference 6

Resolution: unresolved; raw_fallback, observed 2026-07-06T15:12:38.789590Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation 72cc61dc-fbeb-4577-b752-f27a18270353 · outbound

This paper cites an unresolved cited work.

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation Unresolved cited work

Reference 7

Resolution: unresolved; raw_fallback, observed 2026-07-06T15:12:38.780981Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation cb9ebc22-a721-441b-93a5-b745b8064f71 · outbound

This paper cites an unresolved cited work.

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation Unresolved cited work

Reference 8

Resolution: unresolved; raw_fallback, observed 2026-07-06T15:12:38.782695Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation 9706f6f4-e1d3-4a9f-b4b7-dc63ec984c97 · outbound

This paper cites Galam, Int.

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation Galam, Int

Reference 9

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T15:12:38.778819Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation 76c2d931-8c00-4b8e-9231-3c0ac2426399 · outbound

This paper cites Lux, Econ.

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation Lux, Econ

Reference 10

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T15:12:38.791124Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation d4c39c16-1b0a-46e4-b505-234b66a08f96 · outbound

This paper cites Lux and M.

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation Lux and M

Reference 11

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T15:12:38.775572Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation 5764b1d1-2013-4a4f-b3e9-4e69d3315711 · outbound

This paper cites Alfarano, T.

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation Alfarano, T

Reference 12

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T15:12:38.777147Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation dcb2f74c-dbfa-49ca-8922-24dc0068487e · outbound

This paper cites Bouchaud, M.

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation Bouchaud, M

Reference 13

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T15:12:38.784543Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation cbe7aa5d-e4e1-4b7e-9c16-4da1ec1307a8 · outbound

This paper cites Fernandez-Gracia, K.

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation Fernandez-Gracia, K

Reference 14

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T15:12:38.788041Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation ae2d46b6-9ed6-4d41-8794-caf1902be4f2 · outbound

This paper cites an unresolved cited work.

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation Unresolved cited work

Reference 15

Resolution: unresolved; raw_fallback, observed 2026-07-06T15:12:38.768829Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation d226fa95-6fea-4737-b040-41b578d29f70 · outbound

This paper cites an unresolved cited work.

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation Unresolved cited work

Reference 16

Resolution: unresolved; raw_fallback, observed 2026-07-06T15:12:38.772176Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation 4eb5889e-52f7-450a-bdf8-e0a83e4ec3bb · outbound

This paper cites Smolyak and S.

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation Smolyak and S

Reference 17

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T15:12:38.765612Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation 3bbf7391-e417-4472-8ca6-9c8349437715 · outbound

This paper cites an unresolved cited work.

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation Unresolved cited work

Reference 18

Resolution: unresolved; raw_fallback, observed 2026-07-06T15:12:38.767186Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation 6a7a6ccc-4156-4aab-8cb8-2b8ad546dd01 · outbound

This paper cites an unresolved cited work.

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation Unresolved cited work

Reference 19

Resolution: unresolved; raw_fallback, observed 2026-07-06T15:12:38.770436Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation 8232e7ea-e9a7-4501-8ccf-751969903dbb · outbound

This paper cites an unresolved cited work.

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation Unresolved cited work

Reference 20

Resolution: unresolved; raw_fallback, observed 2026-07-06T15:12:38.773834Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation 9b41fef7-5495-483c-a206-2391d265d25b · outbound

This paper cites an unresolved cited work.

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation Unresolved cited work

Reference 21

Resolution: unresolved; raw_fallback, observed 2026-07-06T15:12:38.786417Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation 1ab0a446-d506-406d-b3be-535a7f6ff17b · outbound

This paper cites an unresolved cited work.

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation Unresolved cited work

Reference 22

Resolution: unresolved; raw_fallback, observed 2026-07-06T15:12:38.760594Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation e14a24d2-7703-4899-b1d6-bfd6a9c3877d · outbound

This paper cites Duffie, A.

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation Duffie, A

Reference 23

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T15:12:38.762146Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation 256a8cf2-866e-4e2a-b9fd-14669b70da27 · outbound

This paper cites Azizpour, K.

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation Azizpour, K

Reference 24

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T15:12:38.748671Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation dd48d868-87ae-4228-9e35-eefede490d36 · outbound

This paper cites Sakata, M.

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation Sakata, M

Reference 25

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T15:12:38.755339Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation 4a1794c7-2639-4d88-8cf2-1ecbb8429fe8 · outbound

This paper cites Torri, R.

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation Torri, R

Reference 26

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T15:12:38.750301Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation 35a1025d-cca1-4196-9936-2ad6dcd1c920 · outbound

This paper cites Hisakado and S.

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation Hisakado and S

Reference 27

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T15:12:38.751980Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation a7e6f134-d469-438a-9b2e-0d1fba7d49ef · outbound

This paper cites an unresolved cited work.

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation Unresolved cited work

Reference 28

Resolution: unresolved; raw_fallback, observed 2026-07-06T15:12:38.753738Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation 64925bac-834e-4b6f-a1d9-69a9c6ceb0d9 · outbound

This paper cites Errais, K.

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation Errais, K

Reference 29

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T15:12:38.757188Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation d33f4abd-0bf3-49ba-a00a-695e2ee430f1 · outbound

This paper cites Kirchner, Quant.

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation Kirchner, Quant

Reference 30

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T15:12:38.758969Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation fd63b706-62f0-420a-afb3-fea3fa1bc1f7 · outbound

This paper cites Hisakado, K.

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation Hisakado, K

Reference 31

Resolution: verified fuzzy; raw_fallback, observed 2026-07-06T15:12:38.763954Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation 2eda4f0d-9980-4a7d-8f18-fad3e311d1f1 · outbound

This paper cites Identifiability of Contagion Components amid Environmental Fluctuations in Aggregated Default Counts.

Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation Identifiability of Contagion Components amid Environmental Fluctuations in Aggregated Default Counts

Reference 32

Resolution: metadata mismatch; local_arxiv, observed 2026-07-01T07:35:28.919453Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Pith citing papers

No inbound Pith citation observations are available.