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Simon Trimborn
Simon Trimborn
Assistant Professor, Amsterdam School of Economics, University of Amsterdam
Email verificata su uva.nl - Home page
Titolo
Citata da
Citata da
Anno
CRIX an Index for cryptocurrencies
S Trimborn, WK Härdle
Journal of Empirical Finance 49, 107-122, 2018
255*2018
The cross-section of crypto-currencies as financial assets: Investing in crypto-currencies beyond bitcoin
H Elendner, S Trimborn, B Ong, TM Lee
Handbook of Blockchain, Digital Finance, and Inclusion, Volume 1, 145-173, 2018
155*2018
Investing with cryptocurrencies-A liquidity constrained investment approach
S Trimborn, M Li, WK Härdle
Journal of Financial Econometrics, 2019
1322019
Investing with cryptocurrencies–evaluating their potential for portfolio allocation strategies
A Petukhina, S Trimborn, WK Härdle, H Elendner
Quantitative Finance, 1-29, 2021
1252021
VCRIX—A volatility index for crypto-currencies
A Kim, S Trimborn, WK Härdle
International Review of Financial Analysis 78, 101915, 2021
552021
CRIX or evaluating Blockchain based currencies
WK Härdle, S Trimborn
The Mathematics and Statistics of Quantitative Risk Management - Oberwolfach …, 2015
34*2015
gofCopula: Goodness-of-Fit tests for copulae
O Okhrin, S Trimborn, M Waltz
The R Journal 13 (1), 467-498, 2021
252021
Discover Regional and Size Effects in Global Bitcoin Blockchain via Sparse-Group Network AutoRegressive Modeling
S Trimborn, Y Chen, J Zhang
Available at SSRN 3245031, 2021
11*2021
Lead behaviour in bitcoin markets
Y Chen, P Giudici, B Hadji Misheva, S Trimborn
Risks 8 (1), 4, 2020
102020
Informative effects of expert sentiment on the return predictability of cryptocurrency
S Trimborn, Y Li
Available at SSRN 3834279, 2021
82021
Towards Cryptocurrency Index
S Trimborn
Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2015
62015
Influencer Detection Meets Network AutoRegression–Influential Regions in the Bitcoin Blockchain
S Trimborn, H Peng, Y Chen
Available at SSRN 4230241, 2022
52022
Influencers, inefficiency and fraud-The Bitcoin price discovery network under the microscope
S Trimborn, Y Chen, RB Chen
Influencers, Inefficiency and Fraud–The Bitcoin Price Discovery Network …, 2022
22022
Blockchain meets network analytics: a tale of heuristics, location and fraud detection
S Trimborn, L Yu
Location and Fraud Detection (December 8, 2022), 2022
12022
Trisnar: A three-layer sparse estimator for large-scale network autoregressive models
S Trimborn, Y Chen, RB Chen
Available at SSRN 3573336, 2020
12020
Influential assets in Large-Scale Vector AutoRegressive Models
K Zhang, S Trimborn
Available at SSRN 4619531, 2023
2023
Statistics of Digital Finance
S Trimborn
Humboldt-Universität zu Berlin, 2018
2018
The Cross-Section of Crypto-Currencies as Financial Assets1
H Elendner, S Trimborn, B Ong, TM Lee
Handbook of Blockchain, Digital Finance, and Inclusion, Volume 1 …, 2017
2017
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–18