Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

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• Härdle WK, Simar L (2019) Applied Multivariate Statistical Analysis. 5th ed., Springer Verlag, Berlin Heidelberg. ISBN 978-3-030-26005-7, e-ISBN 978-3-030-26006-4 (558 p), DOI: 10.1007 / 978-3-030-26006-4

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• Franke J, Härdle WK, Hafner C (2019) Statistics of Financial Markets: an Introduction. 5th ed., Springer Verlag, Berlin Heidelberg. ISBN 978-3-030-13750-2, e-ISBN 978-3-030-13751-9 (585 p), DOI: 10.1007 / 978-3-030-13751-9

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• Härdle WK, Lu HS, Shen CS (2018) Handbook of Big Data Analytics., Springer-Verlag Berlin Heidelberg. ISBN 978-3-319-18284-1,  DOI: 10.1007 / 978-3-319-18284-1

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• Härdle WK, Chen YC, Overbeck L (2017) Applied Quantitative Finance. 3rd ed., Springer-Verlag Berlin Heidelberg. ISBN 978-3-662-54485-3, e-ISBN 978-3-662-54486-0 (516 p), DOI: 10.1007 / 978-3-662-54486-0

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• Härdle WK, Okhrin O, Okhrin Y (2017) Basic Elements of Computational Statistics., Springer-Verlag Berlin Heidelberg. ISBN 978-3-319-55335-1, e-ISBN 978-3-319-55336-8 (516 p), DOI: 10.1007 / 978-3-319-55336-8

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• Franke J, Härdle WK, Hafner C (2016) Financial Measurement: Statistical Analysis of Financial Markets , Fourth Edition. Chinese translation of Statistics of Financial Markets: an Introduction. Mechanical Industry Press. ISBN 9787111549383

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• Van den Berg T, Bommes E, Härdle WK, Petukhina A (2016) Computing Machines, License: CC BY-NC-SA 3.0. DOI: 10.20386 / hub-43565

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• Härdle WK, Klinke S, Rönz B (2015) Introduction to Statistics (Using Interactive MM * Stat Elements), Springer Verlag, Berlin Heidelberg. ISBN 978-3-319-17703-8, e-ISBN 978-3-319-17704-5 (516 p), DOI: 10.1007 / 978-3-319-17704-5

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• Härdle WK, Hlávka Z (2015) Multivariate Statistics: Exercises and Solutions, 2nd ed., Springer Verlag, Berlin Heidelberg. ISBN 978-3-642-36004-6, e-ISBN 978-3-642-36005-3 (362 p), DOI: 10.1007 / 978-3-642-36005-3

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• Härdle WK, Simar L (2015) Applied Multivariate Statistical Analysis, 4th ed., Springer Verlag, Berlin Heidelberg. ISBN 978-3-662-45170-0, e-ISBN 978-3-662-45171-7 (580 p), DOI: 10.1007 / 978-3-662-45171-7

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• Härdle WK, Spokoiny V, Panov V, Wang W (2014) Basics of Modern Mathematical Statistics: Exercises and Solutions, Springer Verlag, Heidelberg. ISBN 978-3-642-36850-9 (185 p)

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• Jaworski P, Durante F, Härdle WK (2013) Copulae in Mathematical and Quantitative Finance, Springer Verlag, Heidelberg. ISBN 978-3-642-35406-9 (294 p)

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• Borak S, Härdle WK, López-Cabrera B (2013) Statistics of Financial Markets, Exercise and Solutions. 2nd ed., Springer Verlag, Heidelberg. ISBN 978-3-642-33929-5 (246 p)

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• Duan JC, Gentle JE, Härdle WK (2012) Handbook of Computational Finance. Springer Verlag, Heidelberg. ISBN 978-3-642-17253-3 (900p), DOI: 10.1007 / 978-3-642-17254-0

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• Gentle J, Härdle WK, Mori Y (2012) Handbook of Computational Statistics, Concepts and Methods. 2nd ed. Springer Verlag, Heidelberg. ISBN 3-540-40464-3 (1078 p) DOI: 10.1007 / 978-3-642-21551-3

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• Cizek P, Härdle WK, Weron R (2011) Statistical Tools for Finance and Insurance. 2nd ed., Springer Verlag, Heidelberg. ISBN 978-3-642-18061-3 (420 p)

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• Härdle WK, Simar L (2011) Applied Multivariate Statistical Analysis , Second Edition. Chinese translation of Applied Multivariate Statistical Analysis. Peking University Press. ISBN 978-7-301-16772-4 / F-2670 (445 p)

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• Jaworski P, Durante F, Härdle WK, Rychlik T (eds) (2010) Copula Theory and Its Applications, Proceedings of the Workshop held in Warsaw September 25-26, 2009, Lecture Notes in Statistics , ISBN 978-3-642-12464- 8, (327 p) DOI: 10.1007 / 978-3-642-12465-5

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• Härdle WK, Hautsch N, Overbeck L (2009) Applied Quantitative Finance. 2nd extended ed., Springer Verlag, Heidelberg. ISBN 978-3-540-69177-8 (448 p)

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• Chen CH, Härdle WK, Unwin A (2008) Handbook of Data Visualization. Springer Verlag, Heidelberg. ISBN 3-540-33036-4 (936 p)

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• Härdle WK, Mori Y, Vieu P (2006) Statistical methods in Biostatistics and Related Fields. Springer Verlag, Heidelberg. ISBN 3-540-32690-1 (420 p)

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• Sperlich S, Härdle WK, Aydinli G (2006) The Art of Semiparametrics Springer Verlag, Heidelberg. ISBN 3-7908-1700-7 (178p) DOI: 10.1007 / 3-7908-1701-5

• Härdle WK, Klinke S, Müller M (1999) XploRe - the statistical computing environment. CD-ROM, with Handbook Learning Guide. Springer Verlag, Heidelberg. ISBN 3-540-14767-5, (520 p)

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• Härdle WK, Kerkyiacharian G, Picard D, Tsybakov AB (1998) Wavelets, Approximation and Statistical Applications. Lecture Notes in Statistics, 129, Springer Verlag, Heidelberg. ISBN 0-387-98453-4, (265 p)

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• Härdle WK, Schimek M (eds.) (1996) Statistical Theory and Computational Aspects of Smoothing. Physika Verlag, Heidelberg. ISBN 3-7908-0930-6, (265 p)

• Härdle WK, Klinke S, Turlach B (1995) XploRe - an interactive statistical computing environment. Springer Verlag, New York. ISBN 0-387-94429-X (387 p)

• Härdle WK, Simar L (eds.) (1993) Computer Intensive Methods in Statistics. Physica publishing house. ISBN 3-7908-0677-3 (176 p)

• Härdle WK (1993) Prikladnaja Neparametricheskaya Regressija. Russian Translation of "Applied Nonparametric Regression", MIR Publishers Moscow. (348 p)

• Härdle WK (1991) Smoothing Techniques, with Implementation in S. Springer Verlag, Heidelberg New York. ISBN 3-540-97367-2 (261 p)

• Härdle WK (1990) Applied Nonparametric Regression. Econometric Society Monograph Series 19, Cambridge University Press. ISBN 0-521-42950-1 (333 p)

• Györfi L, Härdle WK, Sarda P, Vieu P (1989) Nonparametric Curve Estimation from Time Series. Lecture Notes in Statistics, 60th Springer Verlag, Heidelberg ISBN 3-540-97174-2 (152 p)

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• Franke J, Härdle WK, Martin D (eds.) (1984) Robust and Nonlinear Time Series Analysis. Lecture Notes in Statistics, 26. Springer Verlag, Heidelberg ISBN 3-540-96102-X (286 p)

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• Zharova A, Härdle WK, Lessmann S (2022).Data-driven support for policy and decision-making in university research management: A case study from Germany. European Journal of Operational Research.
• Ren R, Althof M, Härdle WK (2022).FINANCIAL RISK METER FOR CRYPTOCURRENCIES AND TAIL RISK NETWORK-BASED PORTFOLIO CONSTRUCTION. The Singapore Economic Review, 1-27.
• Amor SB, Althof M, Härdle WK (2022). Financial Risk Meter for emerging markets. Research in International Business and Finance, 60, 101594.
• Chen S, Härdle WK, Wang W (2022). The common and specific components of inflation expectations across European countries. Empirical Economics, 62(2), 553-580.

• Chen CYH, Fengler MR, Härdle WK, Liu Y (2022). Media-expressed tone, option characteristics, and stock return predictability. Journal of Economic Dynamics and Control, 134, 104290.

• Petukhina A, Trimborn S, Härdle WK, Elendner H (2021). Investing with cryptocurrencies–evaluating their potential for portfolio allocation strategies. Quantitative Finance, 21(11), 1825-1853.
• Kim A, Trimborn S, Härdle WK (2021). VCRIX—A volatility index for crypto-currencies. International Review of Financial Analysis, 78, 101915.

• Pele DT, Wesselhöft N, Härdle WK, Kolossiatis M, Yatracos Y (2021)  A statistical Classification of Cryptocurrencies, European Journal of Finance, accepted 20210616

• Härdle WK, Lopez Cabrera B, Melzer, A (2021) Pricing Wind Power Futures. J R Stat Soc Series C. 2021;00:1–20. https://doi.org/10.1111/rssc.12499

• Chen CYH, Härdle WK, Klochkov E (2021) SONIC: SOcial Networks with Influencers and Communities, J of Econometrics, https://doi.org/10.1016/j.jeconom.2021.02.008

• Petukhina A, Trimborn S, Härdle WK, Elendner H (2021) Investing with cryptocurrencies - evaluating the potential of portfolio allocation strategies, Quantitative Finance,  https://doi.org/10.1080/14697688.2021.1880023 .

• Khowaja K, Shcherbatyy M, Härdle WK (2021)  Surrogate Models for Optimization of Dynamical Systems, "Foundations of Modern Statistics", Springer Proceedings in Mathematics & Statistics, to appear 2021

• Spilak B, Härdle WK (2020) Tail-risk protection: Machine Learning meets modern
  Econometrics, Handbook of Financial Econometrics, Mathematics, Statistics and Machine Learning, CF LEE ed., World Scientific Publisher.

• Lin MB, Khowaja K, Chen CYH, Härdle WK (2020)  Blockchain mechanism and distributional characteristics of cryptos , Advances in Quantitative Analysis of Finance & Accounting (AQAFA), Vol. 18, https://doi.org/10.2139/ssrn.3784776

• Kim KH, Chao SK, Härdle WKH (2020) Simultaneous Inference of the Partially Linear Model with a Multivariate Unknown Function. Journal of Statistical Planning and Inference, accepted, 20201013 

• Chen S, Härdle WK, Wang W (2020) Inflation Co-movement across Countries in Multi-maturity Term Structure: An Arbitrage-Free Approach, Empirical Econometrics to appear

• Zinovyeva E, Härdle WK, Lessmann S (2020) Antisocial Online Behavior Detection Using Deep Learning, Decision Support Systems,  https://doi.org/10.1016/j.dss.2020.11336

• Chernozhukov V, Härdle WK, Huang C, Wang W (2020) LASSO-Driven Inference in Time and Space, Annals of Statistics, to appear 20200916
• Dautel AJ, Härdle WK, Lessmann St, Seow WV (2020) Forex Exchange Rate Forecasting Using Deep Recurrent Neural Networks. Digital Finance, DOI: https://doi.org/10.1007/s42521-020-00019-x  
• Hou AJ, Wang W, Chen CYH, Härdle WK, (2020) Pricing Cryptocurrency options. J Financial Econometrics, Vol. 18, No. 2, 250–279, DOI:  https://doi.org/10.1093/jjfinec/nbaa006 
• Chao SK, Härdle WK, Yuan M (2020) Factorisable Multi-Task Quantile Regression, J Econometric Theory, accepted 20190207, to appear
• Adamyan L, Efimov, K, Chen CYH, Härdle WK (2020) Adaptive Weights Clustering of Research Papers., Digital Finance, DOI:  https://doi.org/10.1007/s42521-020-00017-z 

• Yu L, Härdle WK, Borke L, Benschop T (2020) An AI approach to Measuring Financial Risk., Singapore Economic Review, DOI:   https://doi.org/10.1142/ S0217590819500668

• Chen CYH, Härdle WK, Mihoci A (2020) TERES - Tail Event Risk Expectile based Shortfall, Quantitative Finance., DOI:  https://doi.org/10.1080/14697688.2020.1786151

• Chen S, Härdle WK, Wang L (2020) Estimation and Determinants of Chinese Banks' Total Factor Efficiency: A New Vision Based on Unbalanced Development of Chinese Banks and Their Overall Risk., Computational Statistics, DOI:  https://doi.org /10.1007/s00180-019-00951-6

• Härdle WK, Harvey C, Reule R (2019) Understanding Cryptocurrencies. J Financial Econometrics, DOI:  https://doi.org/10.1093/jjfinec/nbz033 

• Lux M, Härdle WK, Lessmann S (2019) Data Driven Value-at-Risk Forecasting using a SVR-GARCH-KDE Hybrid. Comp Stat Data Analysis, DOI:  https://doi.org/10.1007/s00180-019-00934-7

• Petukhina AA, Reule RCG, Härdle WK (2019) Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies, European Journal of Finance, DOI: https://doi.org/10.1080/1351847X.2020.1789684 

• Mihoci A, Althof M, Chen CYH, Härdle WK (2019) FRM Financial Risk Meter, Digital Finance,  https://doi.org/10.1108/S0731-905320200000042016

• Wesselhöfft N, Härdle WK (2019) Constrained Kelly Portfolio under alpha stable laws, RSEM Computational Economics, DOI:  https://link.springer.com/article/10.1007%2Fs10614-019-09913-y

• Qian Y, Härdle WK, Chen CYH (2019) Industry Interdependency Dynamics in a Network Context, Studies in Economics and Finance, DOI:   https://doi.org/10.1108/SEF-07-2019-0272

• Chen S, Härdle WK, Lopez Cabrera B (2019) Regularization Approach for Network Modeling of German Power Derivative Market, Energy Economics, DOI:  https://doi.org/10.1016/j.eneco.2019.06.021

• Kostmann M, Härdle WK (2019) Forecasting in Blockchain-Based Local Energy Markets, Energies, DOI:  https://doi.org/10.3390/en12142718

• Zbonakova L, Monti RP, Härdle WK (2019) Towards the interpretation of time-varying regularization parameters in streaming penalized regression models, Pattern Recognition Letters, DOI:  https://doi.org/10.1016/j.patrec.2019.06.021

• Härdle WK, Nasekin S (2019) Model-driven statistical arbitrage on LETF option markets, Quantitative Finance, DOI:  https://doi.org/10.1080/14697688.2019.1605186

• Trimborn S, Li MY, Härdle WK (2019) Investing with cryptocurrencies -A liquidity constrained investment approach. J Financial Econometrics, DOI:  https://doi.org/10.1093/jjfinec/nbz016

• Burdejova P, Härdle WK (2019) Dynamic semi-parametric factor model for functional expectiles, Computational Statistics, DOI: https://doi.org/10.1007/s00180-019-00883-1   

• Chen CYH, Härdle WK, Xu, X (2019) Dynamic credit default swaps curves in a network topology, Quantitative Finance, DOI:  https://doi.org/10.1080/14697688.2019.1585560

• Chao SK, Härdle WK, Yuan M (2019) Factorisable Multi-Task Quantile Regression, J Econometric Theory, DOI: https://doi.org/10.1017/S0266466620000304

• Zhu X, Wang W, Wang H, Härdle WK (2019) Network Quantile Autoregression, J Econometrics, DOI:  https://doi.org/10.1016/j.jeconom.2019.04.034

• Chua WS, Chen Y, Härdle WK (2019) Forecasting Limit Order Book Liquidity Supply-Demand Curves with Functional AutoRegressive Dynamics. Quantitative Finance, DOI:  https://doi.org/10.1080/14697688.2019.1622290

• Chen CYH, Härdle WK, Okhrin Y (2019) Tail event driven networks of SIFIs, Journal of Econometrics, DOI : https://doi.org/10.1016/j.jeconom.2018.09.016

• Chen Y, Härdle WK, Qiang H, Majer, P (2018) Risk Related Brain Regions Detected with 3D Image FPCA, Statistics and Risk Modeling, 35.89110 DOI:  https://doi.org/10.1515/strm-2017-0011

• Zharova A, Tellinger-Rice J, Härdle WK (2018) How to Measure the Performance of a Collaborative Research Center, Scientometrics , DOI : https://doi.org/10.1007/s11192-018-2910-8
• Ngoc MT, Osipenko M, Härdle WK, Burdejova P (2018) Principal Components in an Asymmetric Norm, Journal of Multivariate Analysis,  DOI:  https://doi.org/10.1016/j.jmva.2018.10.00
• Trimborn S, Härdle WK (2018) CRIX an Index for Cryptocurrencies, Journal of Empirical Finance,  DOI:  https://doi.org/10.1016/j.jempfin.2018.08.004
• Vomfell L, Härdle WK, Lessmann S (2018) Improving Crime Count Forecasts Using Twitter and Taxi Data, Decision Support Systems , DOI : https://doi.org/10.1016/j.dss.2018.07.003
• Chao SK, Härdle WK, Sheen J, Trück S, Wang BZ (2018) A note on the impact of news on US household inflation expectations, Journal of Macroeconomic Dynamics , DOI : http://dx.doi.org/10.1017/S1365100518000482
• Chen CYH, Chiang CT, Härdle WK (2018) Downside risk and stock returns: An empirical analysis of the long-run and short-run dynamics from the G-7 Countries, Journal of Banking and Finance , DOI : https: // doi .org / 10.1016 / j.jbankfin.2018.05.012
• Li YX, Huang C, Härdle WK (2018) Spatial Functional Principal Component Analysis with Applications to Brain Image Data, Journal of Multivariate Analysis,  DOI: https://doi.org/10.1016/j.jmva.2018.11.004
• Zhu X, Wang W, Wang H, Härdle WK (2018) Network Quantile Autoregression, Journal of Econometrics, DOI : https://doi.org/10.1016/j.jeconom.2019.04.034
• Grith M, Härdle WK, Kneip, Wagner H (2018) Functional Principal Component Analysis for Derivatives of Multivariate Curves, Statistica Sinica , DOI : https://doi.org/10.5705/ss.202017.0199
• Xu X, Mihoci A, Härdle WK (2018) lCARE - localizing Conditional AutoRegressive Expectiles, Journal of Empirical Finance , DOI : https://doi.org/10.1016/j.jempfin.2018.06.006
• Chao SK, Härdle WK, Huang C (2018) Multivariate factorizable expectile regression with application to fMRI data, Computational Statistics & Data Analysis , DOI : https://doi.org/10.1016/j.csda.2017.12.001
• Belomestny D, Härdle WK, Krymova E (2017) Sieve estimation of the minimal entropy martingale marginal density with application to pricing kernel estimation, International Journal of Theoretical and Applied Finance , DOI : https://doi.org/10.1142/S0219024917500418
• Moro RA, Härdle WK, Schäfer D (2017) Company rating with support vector machine, Statistics & Risk Modeling , DOI : https://doi.org/10.1515/strm-2012-1141
• Liu R, Härdle WK, Zhang G (2017) Statistical Inference for Generalized Additive Partially Linear Model, Journal of Multivariate Analysis , DOI : 10.1016 / j.jmva.2017.07.011
• Fan Y, Härdle WK, Wang W, Zhu L (2017) Single-Index-Based CoVaR With Very High-Dimensional Covariates, Journal of Business and Economic Statistics , DOI : 10.1080 / 07350015.2016.1180990
• Härdle WK, Lee DK, Nasekin S, Petukhina A (2017) Tail Event Driven ASset allocation: evidence from equity and mutual funds' markets, Journal of Asset Management , DOI : 10.1057 / s41260-017-0060-9
• Guo MM, Härdle WK (2017) Adaptive Interest Rate Modeling, Journal of Forecasting , DOI : 10.1002 / for.2431
• Härdle WK, Huang LS (2017) Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models, Journal of Business and Economic Statistics , DOI : 10.1080 / 07350015.2017.1330693
• Burdejova P, Härdle WK, Kokoszka P, Xiong Q (2017) Change point and trend analyzes of annual expectile curves of tropical storms, Econometrics and Statistics , DOI : https://doi.org/10.1016/j.ecosta.2016.09.002
• Lu MJ, Härdle WK, Chen CYH (2016) Copula-Based Factor Model for Credit Risk Analysis, Review of Quantitative Finance and Accounting , DOI : 10.1007 / s11156-016-0613-x
• Härdle WK, López Cabrera B, Okhrin O, Wang W (2016) Localizing temperature risk, Journal of the American Statistical Association , DOI : 10.1080 / 01621459.2016.1180985
• Wang Q, Zhang T, Härdle WK (2016) An Extended Single-index Model with Missing Response at Random, Scandinavian Journal of Statistics , DOI : 10.1111 / sjos.12233
• Dai X, Härdle WK, Yu K (2016) Do maternal health problems influence child's worrying status? Evidence from the British Cohort Study, Journal of Applied Statistics , DOI : 10.1080 / 02664763.2016.1155203
• Härdle WK, Huang C (2016) Discussion on "Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings" by Werner Ehm, Tilmann Gneiting, Alexander Jordan and Fabian Krüger, Journal of the Royal Statistical Society: Series B Statistical Methodology 78 (3): 545 , DOI : 10.1111 / rssb.12154
• Härdle WK, Yu L, Wang W (2016) TENET - Tail Event driven NETwork risk, Journal of Econometrics , DOI : 10.1016 / j.jeconom.2016.02.013
• Härdle WK, Silyakova E (2016) Implied basket Correlation Dynamics, Statistics and Risk Modeling , DOI : 10.1515 / strm-2014-1176

• Zieba M, Härdle WK (2018) Beta-boosted ensemble for big credit scoring data. Handbook of Big Data Analytics (Härdle, Lu, Shen, eds), Springer Verlag, ISBN 978-3-319-18284-1
• Borke L, Härdle WK (2018) Q3-D3-LSA, Handbook of Big data Analytics, (Härdle, Lu, Shen eds), Springer Verlag, ISBN 978-3-319-18284-1, DOI: 10.1007 / 978-3 -319-18284-1
• Chen CYH, Härdle WKH (2017) Data Science and Digital Society. Proceedings of the 11th International Conference on Business Excellence, pp. 669 - 675, ISSN 2558-9652 DOI: 10.1515 / picbe-2017-0071
• Chen S, Chen CYH, Härdle WK, Lee TM, One B (2017) A first econometric analysis of the CRIX family, in Handbook of Blockchain, Digital Finance and Inclusion, Vol 1, Cryptocurrency, FinTech, InsurTech, and Regulation, David LEE Kuo Chuen Robert Deng, eds. ISBN: 9780128104415, Academic Press, Elsevier
• Zboňáková L, Härdle WK, Wang W (2017) Time Varying Quantile Lasso. p 331-353, in Applied Quantitative Finance (Härdle, Chen, Overbeck eds) Springer Verlag, DOI: 10.1007 / 978-3-662-54486-0
• Linton M, Teo EGS, Bommes E, Chen CYH, Härdle WK (2017) Dynamic Topic Modeling for Cryptocurrency Community Forums. p 355-372, Applied Quantitative Finance (Härdle, Chen, Overbeck eds) Springer Verlag, DOI: 10.1007 / 978-3-662-54486-0
• Härdle WK, Phoon KF, Lee D (2017) Credit Rating Score Analysis.p 223-244 Applied Quantitative Finance, (Härdle WK, Chen YH, Overbeck L eds), Springer Verlag, DOI: 10.1007 / 978-3-662-54486 -0
• Härdle WK, Huang C, Chao SK (2016) Factorisable Sparse Tail Event Curves with Expectiles, Oberwolfach Report No. 12/2016 "New Developments in Functional and Highly Multivariate Statistical Methodology" 78 (3), DOI: 10.1111 / rssb.12154
• Härdle WK, Trimborn S (2015) CRIX or evaluating Blockchain based currencies, Oberwolfach Report No. 42/2015 "The Mathematics and Statistics of Quantitative Risk", DOI: 10.4171 / OWR / 2015/42
• Trück S, Weron R, Hӓrdle WK (2015) The Relationship between Spot and Futures CO2 Emission Allowance Prices in the EU-ETS, in Gronwald and Hintermann (eds) Emission Trading Systems as a Climate Policy Instrument - Evaluation and Prospects, MIT Press DOI : 10.7551 / mitpress / 9780262029285.003.0008

All publications

Cryptos, NFTs, Digital Assets

CRRIX: A Machine Learning Based Regulatory Risk Index for Cryptocurrencies 

Hedging cryptos with futures

Rodeo or Ascot: How dynamic is the Crypto Market?

Ladislaus von Bortkiewicz

FRM financialriskmeter for Cryptos 

VCRIX