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Showing 1 to 3 of 3 for “"CRIX"”.
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Exploring the Long Run Equilibrium Between Cryptocurrency Prices and Technology Stock Indices
… dat pro Bitcoin, Ethereum, Binance Coin, index CRIX, NASDAQ100, NYSE FANG+ a S&P 500 Informa- tion Technology v období od listopadu 2017 do února 2026 práce kombinuje analýzu strukturálních zlomů, Grangerovu kauzalitu ve výnosech, Engleův- Grangerův test kointegrace, ARDL bounds testing, …
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Graphical User Interface for pricing Cryptocurrency Options under the Stochastic Volatility with Correlated Jumps model
… die Renditen der Kryptowährungen, die Teil des CRIX-Index sind, zu schätzen, um die Praktiker näher an das, nicht so weit bekannte, SVCJ-Modell heranzuführen. Das zweite Ziel ist es, die ökonometrische Analyse auf einige andere Kryptowährungen als Bitcoin auszudehnen. Das dritte Ziel besteht …
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Assessing the attractiveness of cryptocurrencies in relation to traditional investments in South Africa
… and cryptocurrencies (Cryptocurrency index (CRIX) and ten other individual cryptocurrencies). This is worth investigating as cryptocurrencies have been performing well while the listed equities in South Africa and most alternative investments have been underperforming (Srilakshmi & Karpagam, …