Joerg Osterrieder
Joerg Osterrieder
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TitleCited byYear
GARCH modelling of cryptocurrencies
J Chu, S Chan, S Nadarajah, J Osterrieder
Journal of Risk and Financial Management 10 (4), 17, 2017
592017
A statistical analysis of cryptocurrencies
S Chan, J Chu, S Nadarajah, J Osterrieder
Journal of Risk and Financial Management 10 (2), 12, 2017
462017
A statistical risk assessment of Bitcoin and its extreme tail behavior
J Osterrieder, J Lorenz
Annals of Financial Economics 12 (01), 1750003, 2017
442017
Bitcoin and cryptocurrencies—not for the faint-hearted
J Osterrieder, M Strika, J Lorenz
International Finance and Banking 4 (1), 56, 2017
382017
Arbitrage opportunities in diverse markets via a non-equivalent measure change
JR Osterrieder, T Rheinländer
Annals of Finance 2 (3), 287-301, 2006
212006
Arbitrage, the limit order book and market microstructure aspects in financial market models
JR Osterrieder
Diss., Eidgenössische Technische Hochschule ETH Zürich, Nr. 17121, 2007, 2007
132007
Simulation of a limit order driven market
J Lorenz, J Osterrieder
The Journal Of Trading 4 (1), 23-30, 2008
122008
Momentum and trend following trading strategies for currencies revisited-combining academia and industry
J Rohrbach, S Suremann, J Osterrieder
Available at SSRN 2949379, 2017
82017
The statistics of bitcoin and cryptocurrencies
J Osterrieder
Available at SSRN 2872158, 2016
72016
A statistical analysis of cryptocurrencies
J Osterrieder, S Chan, J Chu, S Nadarajah
Available at SSRN 2948315, 2017
52017
The VIX Volatility Index-A Very Thorough Look at It
J Osterrieder, L Vetter, K Röschli
Available at SSRN 3311727, 2019
2019
Neural Networks and Arbitrage in the VIX–A Deep Learning Approach for the VIX
J Osterrieder, D Kucharczyk, S Rudolf, D Wittwer
Available at SSRN 3305686, 2018
2018
Pattern Learning Via Artificial Neural Networks for Financial Market Predictions
A Gabler, D Perez, U Sutter, D Kucharczyk, J Osterrieder, M Reitenbach
Available at SSRN 3243479, 2018
2018
Pricing, Loss and Sensitivity Analysis of Barrier Options via Regression
A Gabler, M Wiegand, J Osterrieder
2018
A Statistical Analysis of Carry Trading
S Fritzmann, D Jaggi, J Osterrieder
Available at SSRN 2993902, 2017
2017
A Theoretical Model of the Limit Order Book and Some Applications
J Osterrieder
Available at SSRN 881274, 2006
2006
A dynamic market microstructure model with market orders and random order book depth
J Osterrieder
Available at SSRN 2984315, 2005
2005
A Dynamic Market Microstructure Model with Insider Information and Order Book
J Osterrieder
Available at SSRN 676028, 2005
2005
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Articles 1–18