Concepedia

Joerg Osterrieder

JO

16

Publications

914

Citations

14

H-Index

2006

Active since

Affiliations

University of Twente(Current)

ZHAW Zurich University of Applied Sciences

Modern Business School

University of Manchester

Joerg Osterrieder is an author at University of Twente specializing in finance, business, and asset pricing.

Top concepts

FinanceBusinessEconomicsAsset PricingFinancial EngineeringBlockchainCryptocurrencyManagementEmpirical FinanceFinancial Economics

Publications per year

2006–2024

16

Publications

16

GARCH Modelling of Cryptocurrencies

Jeffrey Chu, Stephen Chan, Saralees Nadarajah et al. · Journal of risk and financial management · 2017 · 337 citations · Full text

Economics, Volatility Modeling, Asset Pricing +12

A Statistical Analysis of Cryptocurrencies

Stephen Chan, Jeffrey Chu, Saralees Nadarajah et al. · Journal of risk and financial management · 2017 · 186 citations · Full text

Economics, Volatility Modeling, Exchange Rates +14

A STATISTICAL RISK ASSESSMENT OF BITCOIN AND ITS EXTREME TAIL BEHAVIOR

Joerg Osterrieder, Julian Lorenz · Annals of Financial Economics · 2017 · 139 citations

Empirical Finance, Tail Risk, Cryptocurrency +19

Bitcoin and Cryptocurrencies—Not for the Faint-Hearted

Joerg Osterrieder, Martin Strika, Julian Lorenz · International Finance and Banking · 2017 · 58 citations · Full text

Empirical Finance, Tail Risk, Cryptocurrency +19

GARCH Modeling of Cryptocurrencies

Jeffrey Chu, Stephen Chan, Saralees Nadarajah et al. · SSRN Electronic Journal · 2017 · 28 citations · Full text

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