Johannes Bleher

University of Tuebingen - Department of Statistics and Econometrics

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

393

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Today I Got a Million, Tomorrow, I Don't Know: On the Predictability of Cryptocurrencies by Means of Google Search Volume

Number of pages: 34 Posted: 28 Feb 2018 Last Revised: 27 Mar 2019
Johannes Bleher and Thomas Dimpfl
University of Tuebingen - Department of Statistics and Econometrics and University of Tuebingen - Department of Statistics and Econometrics
Downloads 245 (141,180)
Citation 4

Abstract:

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Bitcoin, Cryptocurrency, Volatility, Prediction, Google Search Volume

2.

Knitting Multi-Annual High-Frequency Google Trends to Predict Inflation and Consumption

Number of pages: 54 Posted: 10 Apr 2019 Last Revised: 08 Dec 2019
Johannes Bleher and Thomas Dimpfl
University of Tuebingen - Department of Statistics and Econometrics and University of Tuebingen - Department of Statistics and Econometrics
Downloads 121 (260,193)
Citation 1

Abstract:

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Google Trends, Search Volume Index, Consistent Time Series; Inflation, Consumption

3.

The What, When and Where of Limit Order Books

Number of pages: 83 Posted: 28 May 2020 Last Revised: 05 Jun 2020
Johannes Bleher, Michael Bleher and Thomas Dimpfl
University of Tuebingen - Department of Statistics and Econometrics, Heidelberg University - Mathematisches Institut and University of Tuebingen - Department of Statistics and Econometrics
Downloads 27 (539,214)

Abstract:

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Limit Order Book, Master Equation, Continuous Markov Process, High Frequency, Market Microstructure