price

<p>The dataset contains pricing information for cryptocurrencies.</p>

Derivation of indexes for benchmarking purposes. The methodology of the CRyptocurrency IndeX (CRIX) family with flexible number of constituents is implemented. Also functions for market capitalization and volume weighted indexes with fixed number of constituents are available. The methodology behind the functions provided gets introduced in Trimborn and Haerdle (2018) <doi:10.1016/j.jempfin.2018.08.004>.

Simon Trimborn

IndexConstruction

Index Construction for Time Series Data

price function

<p>A dataset with a xts matrix. Load the R library xts for proper visualization of the dataset.</p>

price: Pricing data for Cryptocurrencies.

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