Alisa Kim

Humboldt University of Berlin

Unter den Linden 6

Berlin, AK Berlin 10099

Germany

SCHOLARLY PAPERS

1

DOWNLOADS

83

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

VCRIX - A Volatility Index for Crypto-Currencies

Number of pages: 29 Posted: 13 Nov 2019
Humboldt University of Berlin, National University of Singapore (NUS) - Department of Mathematics and Humboldt University of Berlin - Institute for Statistics and Econometrics
Downloads 83 (309,969)

Abstract:

Loading...

index construction, volatility, crypto-currency, VCRIX