Julian Lorenz

Independent

No Address Available

SCHOLARLY PAPERS

3

DOWNLOADS
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Top 30,696

in Total Papers Downloads

1,497

SSRN CITATIONS
Rank 38,916

SSRN RANKINGS

Top 38,916

in Total Papers Citations

2

CROSSREF CITATIONS

12

Scholarly Papers (3)

1.

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 789 (30,692)
Citation 2

Abstract:

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

2.

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 708 (35,510)
Citation 4

Abstract:

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

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:

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