Julian Lorenz

Independent

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 32,335

SSRN RANKINGS

Top 32,335

in Total Papers Downloads

1,661

SSRN CITATIONS
Rank 40,940

SSRN RANKINGS

Top 40,940

in Total Papers Citations

5

CROSSREF CITATIONS

12

Scholarly Papers (3)

1.

Bitcoin and Cryptocurrencies - Not for the Faint-Hearted

Number of pages: 31 Posted: 17 Nov 2016 Last Revised: 25 Dec 2018
Joerg Osterrieder, Julian Lorenz and Martin Strika
Zurich University of Applied Sciences, Independent and Zurich University of Applied Sciences
Downloads 832 (33,038)
Citation 5

Abstract:

Loading...

Bitcoin, Cryptocurrency, Extreme Value Theory, Risk Management, Extreme Events

2.

A Statistical Risk Assessment of Bitcoin and Its Extreme Tail Behaviour

Big Data & Innovative Financial Technologies Research Paper Series
Number of pages: 13 Posted: 10 Nov 2016 Last Revised: 23 Dec 2018
Joerg Osterrieder and Julian Lorenz
Zurich University of Applied Sciences and Independent
Downloads 829 (33,204)
Citation 5

Abstract:

Loading...

Bitcoin, digital currencies, extreme value theory, tail events, risk management

3.

Simulation of a Limit Order Driven Market

Posted: 20 May 2019
Julian Lorenz and Joerg Osterrieder
Independent and Zurich University of Applied Sciences

Abstract:

Loading...

Limit Order Book, Order Flow, Algorithmic Trading, Stock Exchange