Trimborn, Simon; Härdle, Wolfgang Karl - 2020
The cryptocurrency market is unique on many levels: Very volatile, frequently changing market structure, emerging and … cryptocurrencies (CCs) other than Bitcoin. For fiat currency markets, the IMF offers the index SDR and, prior to the EUR, the ECU … CRIX, for the cryptocurrency market. CRIX is chosen by model selection such that it represents the market well to enable …