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2016-08-30Buch DOI: 10.18452/4640
A first econometric analysis of the CRIX family
dc.contributor.authorChen, Shi
dc.contributor.authorChen, Cathy Yi-Hsuan
dc.contributor.authorHärdle, Wolfgang Karl
dc.contributor.authorLee, TM
dc.contributor.authorOng, Bobby
dc.date.accessioned2017-06-16T01:27:35Z
dc.date.available2017-06-16T01:27:35Z
dc.date.created2017-02-28
dc.date.issued2016-08-30
dc.date.submitted2016-08-30
dc.identifier.issn1860-5664
dc.identifier.urihttp://edoc.hu-berlin.de/18452/5292
dc.description.abstractThe 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.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.subjectmodel selectioneng
dc.subjectBICeng
dc.subjectIndex constructioneng
dc.subjectCRIXeng
dc.subjectbitcoineng
dc.subjectcryptocurrencyeng
dc.subjectinformation criteriaeng
dc.subjectAICeng
dc.subjectmarket analysiseng
dc.subject.ddc310 Statistik
dc.subject.ddc330 Wirtschaft
dc.titleA first econometric analysis of the CRIX family
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-100244460
dc.identifier.doihttp://dx.doi.org/10.18452/4640
local.edoc.container-titleSonderforschungsbereich 649: Ökonomisches Risiko
local.edoc.pages47
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2016
local.edoc.container-issue31
local.edoc.container-year2016
local.edoc.container-erstkatid2195055-6

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