VCRIX : a volatility index for crypto-currencies
Alisa Kim, Simon Trimborn, Wolfgang Karl Härdle
| Year of publication: |
2021
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|---|---|
| Authors: | Kim, Alisa ; Trimborn, Simon ; Härdle, Wolfgang |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 78.2021, p. 1-12
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| Subject: | Crypto-currency | Index construction | VCRIX | Volatility | Volatilität | Index | Index number | Aktienindex | Stock index | Indexberechnung | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2021.101915 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013254312