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Year of publication
Subject
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CRIX 32 Virtual currency 13 Virtuelle Währung 13 Bitcoin 11 Cryptocurrency 11 cryptocurrency 11 bitcoin 8 Index construction 7 AIC 6 BIC 6 information criteria 6 market analysis 6 model selection 6 GARCH 5 Volatility 5 cryptocurrencies 5 Blockchain 4 Financial market 4 Finanzmarkt 4 Volatilität 4 option pricing 4 stable distribution 4 Asymmetry 3 BEKK 3 Conditional Correlation 3 Gold 3 Herding 3 Metcalfe's law 3 Option pricing 3 Option pricing theory 3 Optionspreistheorie 3 Portfolio selection 3 Portfolio-Management 3 Theorie 3 Theory 3 asset classes 3 blockchain 3 herding 3 ARCH model 2 ARCH-Modell 2
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Online availability
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Free 32 CC license 1
Type of publication
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Book / Working Paper 26 Article 6
Type of publication (narrower categories)
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Working Paper 24 Graue Literatur 9 Non-commercial literature 9 Arbeitspapier 8 Article in journal 4 Aufsatz in Zeitschrift 4 Article 3
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Language
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English 32
Author
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Härdle, Wolfgang Karl 10 Trimborn, Simon 10 Härdle, Wolfgang 9 Mazurencu-Marinescu-Pele, Miruna 5 Pele, Daniel Traian 5 Nagy, Odett 4 Ong, Bobby 4 Saef, Danial 4 Sizov, Sergej 4 Chen, Cathy Yi-Hsuan 3 Elendner, Hermann 3 Klein, Tony 3 Reule, Raphael C. G. 3 Walther, Thomas 3 Chen, Shi 2 Lee, TM 2 Lee, Teik Ming 2 Li, Mingyang 2 Maré, Eben 2 Pindza, Edson 2 Thu, Hien Pham 2 Venter, Pierre J. 2 Zinovyev, Elizaveta 2 Aljinović, Zdravka 1 Hien, Pham Thu 1 Hou, Ai Jun 1 Ling, Chengxiu 1 Petukhina, Alla 1 Petukhina, Alla A. 1 Wang, Weining 1 Šestanović, Tea 1 Škrabić Perić, Blanka 1
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Published in...
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IRTG 1792 Discussion Paper 9 SFB 649 Discussion Paper 5 SFB 649 discussion paper 5 IRTG 1792 discussion paper 2 Cogent Economics & Finance 1 Cogent economics & finance 1 Digital Finance 1 Digital finance : smart data analytics, investment innovation, and financial technology 1 Economics : the open-access, open-assessment e-journal 1 Economics : the open-access, open-assessment journal 1 Economics Discussion Papers 1 Economics: The Open-Access, Open-Assessment E-Journal 1 Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie 1 QMS Research Paper 1 Working papers on finance 1
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Source
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EconStor 19 ECONIS (ZBW) 13
Showing 1 - 10 of 32
Did you mean: subject:"prix" (332 results)
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Understanding temporal dynamics of jumps in cryptocurrency markets : evidence from tick-by-tick data
Saef, Danial; Nagy, Odett; Sizov, Sergej; Härdle, Wolfgang - In: Digital finance : smart data analytics, investment … 6 (2024) 4, pp. 605-638
Persistent link: https://www.econbiz.de/10015177138
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Understanding temporal dynamics of jumps in cryptocurrency markets: evidence from tick-by-tick data
Saef, Danial; Nagy, Odett; Sizov, Sergej; Härdle, … - In: Digital Finance 6 (2024) 4, pp. 605-638
Cryptocurrency markets have recently attracted significant attention due to their potential for high returns; however, their underlying dynamics, especially those concerning price jumps, continue to be explored. Building on previous research, this study examines the presence and clustering of...
Persistent link: https://www.econbiz.de/10015399588
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A new evidence of the relationship between cryptocurrencies and other assets from the COVID-19 crisis
Aljinović, Zdravka; Šestanović, Tea; Škrabić … - In: Ekonomický časopis : časopis pre ekonomickú … 70 (2022) 7/8, pp. 603-621
Persistent link: https://www.econbiz.de/10013541939
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Understanding Smart Contracts: Hype or hope?
Zinovyev, Elizaveta; Reule, Raphael C. G.; Härdle, Wolfgang - 2021
Smart Contracts are commonly considered to be an important component or even a key to many business solutions in an immense variety of sectors and promises to securely increase their individual efficiency in an ever more digitized environment. Introduced in the early 1990's, the technology has...
Persistent link: https://www.econbiz.de/10012504533
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Understanding jumps in high frequency digital asset markets
Saef, Danial; Nagy, Odett; Sizov, Sergej; Härdle, Wolfgang - 2021
While attention is a predictor for digital asset prices, and jumps in Bitcoin prices are well-known, we know little about its alternatives. Studying high frequency crypto data gives us the unique possibility to confirm that cross market digital asset returns are driven by high frequency jumps...
Persistent link: https://www.econbiz.de/10012663500
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Cover Image
Understanding Smart Contracts : hype or hope?
Zinovyev, Elizaveta; Reule, Raphael C. G.; Härdle, Wolfgang - 2021
Smart Contracts are commonly considered to be an important component or even a key to many business solutions in an immense variety of sectors and promises to securely increase their individual efficiency in an ever more digitized environment. Introduced in the early 1990's, the technology has...
Persistent link: https://www.econbiz.de/10012500150
Saved in:
Cover Image
Understanding jumps in high frequency digital asset markets
Saef, Danial; Nagy, Odett; Sizov, Sergej; Härdle, Wolfgang - 2021
While attention is a predictor for digital asset prices, and jumps in Bitcoin prices are well-known, we know little about its alternatives. Studying high frequency crypto data gives us the unique possibility to confirm that cross market digital asset returns are driven by high frequency jumps...
Persistent link: https://www.econbiz.de/10012657696
Saved in:
Cover Image
Price discovery in the cryptocurrency option market: A univariate GARCH approach
Venter, Pierre J.; Maré, Eben; Pindza, Edson - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-9
are applied to Bitcoin and the Cryptocurrency Index (CRIX). The first model is symmetric and the other takes asymmetric … results indicate that asymmetry is not an important factor to consider when pricing options on Bitcoin or CRIX, this is …
Persistent link: https://www.econbiz.de/10014001368
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Cover Image
CRIX an Index for cryptocurrencies
Trimborn, Simon; Härdle, Wolfgang Karl - 2020
CRIX, for the cryptocurrency market. CRIX is chosen by model selection such that it represents the market well to enable …
Persistent link: https://www.econbiz.de/10012433253
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Cover Image
Price discovery in the cryptocurrency option market : a univariate GARCH approach
Venter, Pierre J.; Maré, Eben; Pindza, Edson - In: Cogent economics & finance 8 (2020) 1, pp. 1-9
are applied to Bitcoin and the Cryptocurrency Index (CRIX). The first model is symmetric and the other takes asymmetric … results indicate that asymmetry is not an important factor to consider when pricing options on Bitcoin or CRIX, this is …
Persistent link: https://www.econbiz.de/10013179502
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