no code implementations • 21 Sep 2020 • Simon Trimborn, Wolfgang Karl Härdle
A method relying on the AIC is proposed to quickly react to market changes and therefore enable us to create an index, referred to as CRIX, for the cryptocurrency market.
no code implementations • 9 Sep 2020 • Alla Petukhina, Simon Trimborn, Wolfgang Karl Härdle, Hermann Elendner
Despite striking price volatility, their high average returns have drawn attention to CCs as alternative investment assets for portfolio and risk management.