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An Application of Multiple Comparison Techniques to Model Selection
Shimodaira, Hidetoshi - In: Annals of the Institute of Statistical Mathematics 50 (1998) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10005395825
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A first econometric analysis of the CRIX family
Chen, Shi; Chen, Cathy Yi-Hsuan; Härdle, Wolfgang; Lee, TM - 2016
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...
Persistent link: https://www.econbiz.de/10011530070
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The cross-section of crypto-currencies as financial assets : an overview
Elendner, Hermann; Trimborn, Simon; Ong, Bobby; Lee, … - 2016
Crypto-currencies have developed a vibrant market since bitcoin, the rst crypto-currency, was created in 2009. We look at the properties of cryptocurrencies as financial assets in a broad cross-section. We discuss approaches of altcoins to generate value and their trading and information...
Persistent link: https://www.econbiz.de/10011544978
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CRIX or evaluating blockchain based currencies
Trimborn, Simon; Härdle, Wolfgang - 2016
liquidity changes very frequently. A method relying on the AIC is proposed to quickly react to market changes and therefore …
Persistent link: https://www.econbiz.de/10011481648
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On the performance of information criteria for model identification of count time series
Weiß, Christian H.; Feld, Martin H.-J. M. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10012198497
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Application of model-selection criteria to some problems in multivariate analysis
Sclove, Stanley - In: Psychometrika 52 (1987) 3, pp. 333-343
Persistent link: https://www.econbiz.de/10005758069
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A bayesian approach to nonparametric test problems
Sakamoto, Yosiyuki; Ishiguro, Makio - In: Annals of the Institute of Statistical Mathematics 40 (1988) 3, pp. 587-602
Persistent link: https://www.econbiz.de/10005760201
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CRIX or evaluating blockchain based currencies
Trimborn, Simon; Härdle, Wolfgang Karl - 2016
liquidity changes very frequently. A method relying on the AIC is proposed to quickly react to market changes and therefore …
Persistent link: https://www.econbiz.de/10011531897
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A first econometric analysis of the CRIX family
Chen, Shi; Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl; … - 2016
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...
Persistent link: https://www.econbiz.de/10011580429
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The cross-section of crypto-currencies as financial assets: An overview
Elendner, Hermann; Trimborn, Simon; Ong, Bobby; Lee, … - 2016
Crypto-currencies have developed a vibrant market since bitcoin, the rst crypto-currency, was created in 2009. We look at the properties of cryptocurrencies as financial assets in a broad cross-section. We discuss approaches of altcoins to generate value and their trading and information...
Persistent link: https://www.econbiz.de/10011580436