Jonas Krettek

University of Duesseldorf

Universitätsstraße 1

Dusseldorf, 40225

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

354

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

On the Return Distributions of a Basket of Cryptocurrencies and Subsequent Implications

Number of pages: 33 Posted: 24 May 2021
University of Duesseldorf, Heinrich Heine University Duesseldorf, University of Duesseldorf, Heinrich Heine University Dusseldorf - Department of Business Administration and Heinrich-Heine-University Düsseldorf
Downloads 161 (325,396)
Citation 1

Abstract:

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Body-/Tail-Models, Cryptocurrencies, Index Construction, Market Segmentation, Statistical Tests

2.

Bitcoin: Like a Satellite or Always Hardcore? - A Core-Satellite Identification in the Cryptocurrency Market

Number of pages: 17 Posted: 26 May 2021 Last Revised: 02 Oct 2023
University of Duesseldorf, Heinrich Heine University Duesseldorf, University of Duesseldorf and Heinrich-Heine-University Düsseldorf
Downloads 140 (364,690)
Citation 2

Abstract:

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Cryptocurrencies, Core-Satellite Identification, Market Segmentation, Pattern Recognition

3.

Extremes of Extremes: Risk Assessment for Very Small Samples

Number of pages: 15 Posted: 28 Sep 2021
University of Duesseldorf, Heinrich Heine University Duesseldorf, University of Duesseldorf, Heinrich Heine University Dusseldorf - Department of Business Administration and Heinrich-Heine-University Düsseldorf
Downloads 53 (665,994)

Abstract:

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Cryptocurrencies, Extreme Value, Risk Assessment, Small Samples