2016-08-30Buch DOI: 10.18452/4640
A first econometric analysis of the CRIX family
Chen, Cathy Yi-Hsuan
Härdle, Wolfgang Karl
The CRIX (CRyptocurrency IndeX) has been constructed based on approximately 30 cryptos and captures high coverage of available market capitalisation. The CRIX index family covers a range of cryptos based on different liquidity rules and various model selection criteria. Details of ECRIX (Exact CRIX), EFCRIX (Exact Full CRIX) and also intraday CRIX movements may be found on the webpage of hu.berlin/crix.
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