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Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus; Okhrin, Ostap; Ristig, Alexander - In: Journal of financial econometrics 21 (2023) 4, pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
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Pricing cryptocurrency options
Hou, Ai Jun; Wang, Weining; Chen, Cathy Y. H.; Härdle, … - In: Journal of financial econometrics 18 (2020) 2, pp. 250-279
Persistent link: https://www.econbiz.de/10012232938
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Investing with cryptocurrencies : a liquidity constrained investment approach
Trimborn, Simon; Li, Mingyang; Härdle, Wolfgang - In: Journal of financial econometrics 18 (2020) 2, pp. 280-306
Persistent link: https://www.econbiz.de/10012232957
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Understanding cryptocurrencies : editorial
Härdle, Wolfgang; Harvey, Campbell R.; Reule, Raphael C. G. - In: Journal of financial econometrics 18 (2020) 2, pp. 181-208
Persistent link: https://www.econbiz.de/10012232695