Search Results for author: Konstantin Häusler

Found 2 papers, 0 papers with code

ETF construction on CRIX

no code implementations • 28 Nov 2022 • Konstantin Häusler

Investments in cryptocurrencies (CCs) remain risky due to high volatility.

Paper
Add Code

Cryptocurrency Dynamics: Rodeo or Ascot?

no code implementations • 23 Mar 2021 • Konstantin Häusler, Wolfgang Karl Härdle

We model the dynamics of the cryptocurrency (CC) asset class via a stochastic volatility with correlated jumps (SVCJ) model with rolling-window parameter estimates.

Clustering Time Series +1

Paper
Add Code

Cannot find the paper you are looking for? You can Submit a new open access paper.