180 citations · 180 across the 3 of their papers we have counts for
3 papers
Market-Informed Networks for Modeling and Forecast Evaluation of Financial Extremes
Ayla Jungbluth, Johannes Lederer, Simon Trimborn
Modeling the joint distribution of extreme values in high-dimensional financial time series is challenging because extremes are sparse and locally extreme observations are not nece…
CRIX an index for cryptocurrencies
Simon Trimborn, Wolfgang Karl Härdle
The cryptocurrency market is unique on many levels: Very volatile, frequently changing market structure, emerging and vanishing of cryptocurrencies on a daily level. Following its…
Investing with Cryptocurrencies -- evaluating their potential for portfolio allocation strategies
Alla Petukhina, Simon Trimborn, Wolfgang Karl Härdle +1
Cryptocurrencies (CCs) have risen rapidly in market capitalization over the last years. Despite striking price volatility, their high average returns have drawn attention to CCs as…