2 citations · 3 across the 4 of their papers we have counts for
4 papers
Temperature Measurement in Agent Systems
Christoph J. Börner, Ingo Hoffmann
Models for spin systems, known from statistical physics, are applied analogously in econometrics in the form of agent-based models. The models discussed in the econophysics literat…
Bitcoin: Like a Satellite or Always Hardcore? A Core-Satellite Identification in the Cryptocurrency Market
Christoph J. Börner, Ingo Hoffmann, Jonas Krettek +2
Cryptocurrencies (CCs) become more interesting for institutional investors' strategic asset allocation and will be a fixed component of professional portfolios in future. This asse…
On the Return Distributions of a Basket of Cryptocurrencies and Subsequent Implications
Christoph J. Börner, Ingo Hoffmann, Jonas Krettek +2
This paper evaluates and assesses the risk associated with capital allocation in cryptocurrencies (CCs). In this regard, we take a basket of 27 CCs and the CC index EWCI into a…
Body and Tail - Separating the distribution function by an efficient tail-detecting procedure in risk management
Ingo Hoffmann, Christoph J. Börner
In risk management, tail risks are of crucial importance. The quality of a tail model, which is determined by data from an unknown distribution, depends critically on the subset of…