Pith Number

pith:UGHBQOOT

pith:2019:UGHBQOOTFUKJU2V2QZUZS5BIUB

not attested not anchored not stored refs pending

Is Volatility Rough ?

Masaaki Fukasawa, Rebecca Westphal, Tetsuya Takabatake

arxiv:1905.04852 v2 · 2019-05-13 · math.ST · q-fin.ST · stat.TH

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Add to your LaTeX paper

\usepackage{pith}
\pithnumber{UGHBQOOTFUKJU2V2QZUZS5BIUB}

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Record completeness

1 Bitcoin timestamp

2 Internet Archive

3 Author claim open · sign in to claim

4 Citations open

5 Replications open

✓ Portable graph bundle live · download bundle · merged state

The bundle contains the canonical record plus signed events. A mirror can host it anywhere and recompute the same current state with the deterministic merge algorithm.

Cited by

1 paper in Pith

Randomized Kolmogorov-Smirnov Analysis of Volatility Roughness

Receipt and verification

First computed	2026-05-17T23:45:57.670049Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

a18e1839d32d149a6aba8669997428a06a9ae20d0f4f01b7f5581b916953562a

Aliases

arxiv: 1905.04852 · arxiv_version: 1905.04852v2 · doi: 10.48550/arxiv.1905.04852 · pith_short_12: UGHBQOOTFUKJ · pith_short_16: UGHBQOOTFUKJU2V2 · pith_short_8: UGHBQOOT

Agent API

Resolver JSON Graph JSON Events JSON Schema Signing key

Verify this Pith Number yourself

curl -sH 'Accept: application/ld+json' https://pith.science/pith/UGHBQOOTFUKJU2V2QZUZS5BIUB \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: a18e1839d32d149a6aba8669997428a06a9ae20d0f4f01b7f5581b916953562a

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "403575b864d77e1fa574020c75cfaa5491dcfc6f50373ce7d8fc6adc93182ab7",
    "cross_cats_sorted": [
      "q-fin.ST",
      "stat.TH"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "math.ST",
    "submitted_at": "2019-05-13T04:04:34Z",
    "title_canon_sha256": "9f89c56ec9926ad6d229b91e49dff333a531d38fcbd70fa4695313e04896f0f9"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1905.04852",
    "kind": "arxiv",
    "version": 2
  }
}