Shi Chen

Humboldt University of Berlin

Unter den Linden 6

Berlin, AK Berlin 10099

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

704

SSRN CITATIONS

2

CROSSREF CITATIONS

4

Scholarly Papers (2)

1.

A First Econometric Analysis of the CRIX Family

Number of pages: 47 Posted: 31 Aug 2016
Humboldt University of Berlin, Humboldt University of Berlin, Blockchain Research Center Humboldt-Universität zu Berlin, CoinGecko and CoinGecko
Downloads 632 (80,911)
Citation 14

Abstract:

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Index construction, CRIX, information criteria, model selection, AIC, BIC, market analysis, bitcoin, cryptocurrency

2.

Regularization Approach for Network Modeling of German Energy Market

IRTG 1792 Discussion Paper 2018-017
Number of pages: 37 Posted: 30 Jul 2018
Humboldt University of Berlin, Blockchain Research Center Humboldt-Universität zu Berlin and Humboldt University of Berlin
Downloads 72 (609,094)

Abstract:

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Regularization, Energy Risk Transmission, Network, German Energy Market