TM Lee

CoinGecko

Singapore

Singapore

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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
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Abstract:

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