CRIX an Index for cryptocurrencies S Trimborn, WK Härdle Journal of Empirical Finance 49, 107-122, 2018 | 274* | 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 | 164* | 2018 |
Investing with cryptocurrencies-A liquidity constrained investment approach S Trimborn, M Li, WK Härdle Journal of Financial Econometrics, 2019 | 151 | 2019 |
Investing with cryptocurrencies–evaluating their potential for portfolio allocation strategies A Petukhina, S Trimborn, WK Härdle, H Elendner Quantitative Finance, 1-29, 2021 | 145 | 2021 |
VCRIX—A volatility index for crypto-currencies A Kim, S Trimborn, WK Härdle International Review of Financial Analysis 78, 101915, 2021 | 64 | 2021 |
CRIX or evaluating Blockchain based currencies WK Härdle, S Trimborn The Mathematics and Statistics of Quantitative Risk Management - Oberwolfach …, 2015 | 35* | 2015 |
gofCopula: Goodness-of-Fit tests for copulae O Okhrin, S Trimborn, M Waltz The R Journal 13 (1), 467-498, 2021 | 26 | 2021 |
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 | 10 | 2020 |
Informative effects of expert sentiment on the return predictability of cryptocurrency S Trimborn, Y Li Available at SSRN 3834279, 2021 | 8 | 2021 |
Towards Cryptocurrency Index S Trimborn Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2015 | 6 | 2015 |
Influencer detection meets network autoregression—Influential regions in the bitcoin blockchain S Trimborn, H Peng, Y Chen Journal of Empirical Finance, 101529, 2024 | 5 | 2024 |
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 | 2 | 2022 |
Blockchain meets network analytics: a tale of heuristics, location and fraud detection S Trimborn, L Yu Location and Fraud Detection (December 8, 2022), 2022 | 1 | 2022 |
TriSNAR: A Three-Layer Sparse Estimator for Large-Scale Network AutoRegressive Models S Trimborn, Y Chen, RB Chen Available at SSRN 3573336, 2020 | 1 | 2020 |
Reddit users unleashed-understanding user behaviour and their impact on meme stocks S Trimborn, I Zwetsloot Available at SSRN, 2024 | | 2024 |
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 |