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A first econometric analysis of the CRIX family

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  • Additional Information
    • Publication Information:
      Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk
    • Publication Date:
      2016
    • Collection:
      EconStor (German National Library of Economics, ZBW)
    • Abstract:
      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 di erent 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.
    • Relation:
      Series: SFB 649 Discussion Paper; No. 2016-031; https://hdl.handle.net/10419/148867
    • Online Access:
      https://hdl.handle.net/10419/148867
    • Rights:
      http://www.econstor.eu/dspace/Nutzungsbedingungen
    • Accession Number:
      edsbas.4B9E8F01