Issue Date | Title | Involved Person(s) |
Jun-2017 | Momentum and trend following trading strategies for currencies revisited : combining academia and industry | Rohrbach, Janick; Suremann, Silvan; Osterrieder, Jörg |
2017 | A statistical analysis of carry trading | Fritzmann, Siro; Jaggi, David; Osterrieder, Jörg |
2017 | The statistics of bitcoin and cryptocurrencies | Osterrieder, Jörg |
2017 | GARCH modelling of cryptocurrencies | Chu, Jeffrey; Chan, Stephen; Nadarajah, Saralees; Osterrieder, Jörg |
2017 | A statistical risk assessment of bitcoin and its extreme tail behaviour | Osterrieder, Jörg; Lorenz, Julian |
2017 | Bitcoin and cryptocurrencies - not for the faint-hearted | Osterrieder, Jörg; Strika, Martin; Lorenz, Julian |