{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2019:SJEDSF3U2MIRU3IQLIXU2KBKZ2","short_pith_number":"pith:SJEDSF3U","canonical_record":{"source":{"id":"1907.01175","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.ME","submitted_at":"2019-07-02T05:26:36Z","cross_cats_sorted":["stat.AP"],"title_canon_sha256":"c440c71e99e37d9776964ac110c5677e28648c67cf0b3a140a1424aa05e3222c","abstract_canon_sha256":"89673d9fc6fb821731099489ee36d4b8a509472fbea03c1fc758aa2ed1012450"},"schema_version":"1.0"},"canonical_sha256":"9248391774d3111a6d105a2f4d282aceb93557621a4be6f78bdaba74f5fe9b4b","source":{"kind":"arxiv","id":"1907.01175","version":2},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1907.01175","created_at":"2026-07-05T01:10:11Z"},{"alias_kind":"arxiv_version","alias_value":"1907.01175v2","created_at":"2026-07-05T01:10:11Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1907.01175","created_at":"2026-07-05T01:10:11Z"},{"alias_kind":"pith_short_12","alias_value":"SJEDSF3U2MIR","created_at":"2026-07-05T01:10:11Z"},{"alias_kind":"pith_short_16","alias_value":"SJEDSF3U2MIRU3IQ","created_at":"2026-07-05T01:10:11Z"},{"alias_kind":"pith_short_8","alias_value":"SJEDSF3U","created_at":"2026-07-05T01:10:11Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2019:SJEDSF3U2MIRU3IQLIXU2KBKZ2","target":"record","payload":{"canonical_record":{"source":{"id":"1907.01175","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.ME","submitted_at":"2019-07-02T05:26:36Z","cross_cats_sorted":["stat.AP"],"title_canon_sha256":"c440c71e99e37d9776964ac110c5677e28648c67cf0b3a140a1424aa05e3222c","abstract_canon_sha256":"89673d9fc6fb821731099489ee36d4b8a509472fbea03c1fc758aa2ed1012450"},"schema_version":"1.0"},"canonical_sha256":"9248391774d3111a6d105a2f4d282aceb93557621a4be6f78bdaba74f5fe9b4b","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-07-05T01:10:11.554647Z","signature_b64":"SVWR0MhOJosJbOzYLIx2XZ0d0KOZpJYAidlNy1hU0tW1PYJokFHhiAIiQAJ5t6CeeSnUrPMCn+P1BksAvgR9Cg==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"9248391774d3111a6d105a2f4d282aceb93557621a4be6f78bdaba74f5fe9b4b","last_reissued_at":"2026-07-05T01:10:11.554187Z","signature_status":"signed_v1","first_computed_at":"2026-07-05T01:10:11.554187Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1907.01175","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":"2026-07-05T01:10:11Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"f0pBimYchzdd5iedfIwuCjffhZdUbew1M24vWJvZ3xfAC0Z3kVsLtV7QQTLSqNuVDHxlN6qBN3wbY+I8CqXRBg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-07-06T17:21:01.806256Z"},"content_sha256":"2a7e84cbcc3616423a370b7e69609679cd4d07a581d9ebee3830cc528057dcd6","schema_version":"1.0","event_id":"sha256:2a7e84cbcc3616423a370b7e69609679cd4d07a581d9ebee3830cc528057dcd6"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2019:SJEDSF3U2MIRU3IQLIXU2KBKZ2","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Volatility Analysis with Realized GARCH-Ito Models","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.AP"],"primary_cat":"stat.ME","authors_text":"Donggyu Kim, Huiling Yuan, Xiangyu Cui, Xinyu Song, Yazhen Wang, Yong Zhou, Zhiping Lu","submitted_at":"2019-07-02T05:26:36Z","abstract_excerpt":"This paper introduces a unified approach for modeling high-frequency financial data that can accommodate both the continuous-time jump-diffusion and discrete-time realized GARCH model by embedding the discrete realized GARCH structure in the continuous instantaneous volatility process. The key feature of the proposed model is that the corresponding conditional daily integrated volatility adopts an autoregressive structure where both integrated volatility and jump variation serve as innovations. We name it as the realized GARCH-Ito model. Given the autoregressive structure in the conditional da"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1907.01175","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":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/1907.01175/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"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":"2026-07-05T01:10:11Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"3ua5iGvoVhfQ/NT72BLxxdLm27/DCdjb6kyEbn5tSVBR+DCc+PlHhGRgKjrktAtZLgjIZNRpt7szx+EBZUYvAw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-07-06T17:21:01.806635Z"},"content_sha256":"cd3ebc3f7ae00e9078014909c30f81ff770f83bf4425c692bcf806491892d94b","schema_version":"1.0","event_id":"sha256:cd3ebc3f7ae00e9078014909c30f81ff770f83bf4425c692bcf806491892d94b"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/SJEDSF3U2MIRU3IQLIXU2KBKZ2/bundle.json","state_url":"https://pith.science/pith/SJEDSF3U2MIRU3IQLIXU2KBKZ2/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/SJEDSF3U2MIRU3IQLIXU2KBKZ2/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":"2026-07-06T17:21:01Z","links":{"resolver":"https://pith.science/pith/SJEDSF3U2MIRU3IQLIXU2KBKZ2","bundle":"https://pith.science/pith/SJEDSF3U2MIRU3IQLIXU2KBKZ2/bundle.json","state":"https://pith.science/pith/SJEDSF3U2MIRU3IQLIXU2KBKZ2/state.json","well_known_bundle":"https://pith.science/.well-known/pith/SJEDSF3U2MIRU3IQLIXU2KBKZ2/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2019:SJEDSF3U2MIRU3IQLIXU2KBKZ2","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":"89673d9fc6fb821731099489ee36d4b8a509472fbea03c1fc758aa2ed1012450","cross_cats_sorted":["stat.AP"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.ME","submitted_at":"2019-07-02T05:26:36Z","title_canon_sha256":"c440c71e99e37d9776964ac110c5677e28648c67cf0b3a140a1424aa05e3222c"},"schema_version":"1.0","source":{"id":"1907.01175","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1907.01175","created_at":"2026-07-05T01:10:11Z"},{"alias_kind":"arxiv_version","alias_value":"1907.01175v2","created_at":"2026-07-05T01:10:11Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1907.01175","created_at":"2026-07-05T01:10:11Z"},{"alias_kind":"pith_short_12","alias_value":"SJEDSF3U2MIR","created_at":"2026-07-05T01:10:11Z"},{"alias_kind":"pith_short_16","alias_value":"SJEDSF3U2MIRU3IQ","created_at":"2026-07-05T01:10:11Z"},{"alias_kind":"pith_short_8","alias_value":"SJEDSF3U","created_at":"2026-07-05T01:10:11Z"}],"graph_snapshots":[{"event_id":"sha256:cd3ebc3f7ae00e9078014909c30f81ff770f83bf4425c692bcf806491892d94b","target":"graph","created_at":"2026-07-05T01:10:11Z","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"},"integrity":{"available":true,"clean":true,"detectors_run":[],"endpoint":"/pith/1907.01175/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"This paper introduces a unified approach for modeling high-frequency financial data that can accommodate both the continuous-time jump-diffusion and discrete-time realized GARCH model by embedding the discrete realized GARCH structure in the continuous instantaneous volatility process. The key feature of the proposed model is that the corresponding conditional daily integrated volatility adopts an autoregressive structure where both integrated volatility and jump variation serve as innovations. We name it as the realized GARCH-Ito model. Given the autoregressive structure in the conditional da","authors_text":"Donggyu Kim, Huiling Yuan, Xiangyu Cui, Xinyu Song, Yazhen Wang, Yong Zhou, Zhiping Lu","cross_cats":["stat.AP"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.ME","submitted_at":"2019-07-02T05:26:36Z","title":"Volatility Analysis with Realized GARCH-Ito Models"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1907.01175","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":"sha256:2a7e84cbcc3616423a370b7e69609679cd4d07a581d9ebee3830cc528057dcd6","target":"record","created_at":"2026-07-05T01:10:11Z","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":"89673d9fc6fb821731099489ee36d4b8a509472fbea03c1fc758aa2ed1012450","cross_cats_sorted":["stat.AP"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.ME","submitted_at":"2019-07-02T05:26:36Z","title_canon_sha256":"c440c71e99e37d9776964ac110c5677e28648c67cf0b3a140a1424aa05e3222c"},"schema_version":"1.0","source":{"id":"1907.01175","kind":"arxiv","version":2}},"canonical_sha256":"9248391774d3111a6d105a2f4d282aceb93557621a4be6f78bdaba74f5fe9b4b","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"9248391774d3111a6d105a2f4d282aceb93557621a4be6f78bdaba74f5fe9b4b","first_computed_at":"2026-07-05T01:10:11.554187Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-05T01:10:11.554187Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"SVWR0MhOJosJbOzYLIx2XZ0d0KOZpJYAidlNy1hU0tW1PYJokFHhiAIiQAJ5t6CeeSnUrPMCn+P1BksAvgR9Cg==","signature_status":"signed_v1","signed_at":"2026-07-05T01:10:11.554647Z","signed_message":"canonical_sha256_bytes"},"source_id":"1907.01175","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:2a7e84cbcc3616423a370b7e69609679cd4d07a581d9ebee3830cc528057dcd6","sha256:cd3ebc3f7ae00e9078014909c30f81ff770f83bf4425c692bcf806491892d94b"],"state_sha256":"6b5022cf4e09b495765425649b1f650d516dbd1635b9399b08fc41ccf6f14c10"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"28+uDsoSQnKxhwzNhzUM1oOpfDydqBlF1QpuiNQ4N44OZr5abaoZQT+bGVdILsqBxX73IXIlbdkib/O3RUj6CA==","signed_message":"bundle_sha256_bytes","signed_at":"2026-07-06T17:21:01.808522Z","bundle_sha256":"e4609081e17a8229123fdbb47e1588cc74148e0f678d6eb89d9c2b22bffded22"}}