The Cross-Section of Crypto-Currencies as Financial Assets 1 1Financial support from the Deutsche Forschungsgemeinschaft via CRC 649 “Economic Risk” and IRTG 1792 “High Dimensional Non Stationary Time Series,” Humboldt-Universität zu Berlin, is gratefully acknowledged.

2018 ◽  
pp. 145-173 ◽  
Author(s):  
Hermann Elendner ◽  
Simon Trimborn ◽  
Bobby Ong ◽  
Teik Ming Lee
Keyword(s):  
Time Series ◽  
Cross Section ◽  
Stationary Time Series ◽  
High Dimensional ◽  
Financial Assets ◽  
Economic Risk ◽  
Stationary Time ◽  
The Cross ◽  
Deutsche Forschungsgemeinschaft
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