CRIX or evaluating Blockchain based currencies
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Schilling, Linda & Uhlig, Harald, 2019. "Some simple bitcoin economics," Journal of Monetary Economics, Elsevier, vol. 106(C), pages 16-26.
- Trimborn, Simon & Härdle, Wolfgang Karl, 2018. "CRIX an Index for cryptocurrencies," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 107-122.
- Simon Trimborn & Mingyang Li & Wolfgang Karl Härdle, 2017. "Investing with cryptocurrencies - A liquidity constrained investment approach," SFB 649 Discussion Papers SFB649DP2017-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Shi Chen & Cathy Yi-Hsuan Chen & Wolfgang Karl Härdle & TM Lee & Bobby Ong, 2016. "A first econometric analysis of the CRIX family," SFB 649 Discussion Papers SFB649DP2016-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Hermann Elendner & Simon Trimborn & Bobby Ong & Teik Ming Lee, 2016. "The Cross-Section of Crypto-Currencies as Financial Assets: An Overview," SFB 649 Discussion Papers SFB649DP2016-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
More about this item
KeywordsIndex construction; CRIX; risk analysis; bitcoin; cryptocurrency;
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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