Sample Data:

We offer a selection of sample data.

The offered data set includes 5 major cryptocurrencies (Bitcoin, Ethereum, Ripple, Dash, Litecoin) and the CRyptocurrency IndeX (CRIX) over the time span 1st of December 2016 until 31st of January 2017 (2 month). The data frequency is hourly.

Please subscribe here to get access to the sample data.

 

References:

 

Economics/Econometrics:

Trimborn, S. and W. Härdle (2016). CRIX or evaluating blockchain based currenciesCRC 649 Discussion Paper 2016-021, revise and resubmit Journal of Empirical Finance

Trimborn, S., M. Li and W. Härdle (2017). Investing with Cryptocurrencies - A Liquidity Constrained Investment Approach, CRC 649 Discussion Paper 2017-014, submitted

Elendner, H., S. Trimborn, B. Ong, and T. M. Lee (2017). The Cross-Section of Crypto-Currencies as Financial Assets. Handbook of Digital Finance and Financial Inclusion: Cryptocurrency, FinTech, InsurTech, and Regulation. Ed. by D. Lee Kuo Chuen and R. Deng. Vol. 1. Elsevier.

Chen, Y., S. Trimborn, and J. Zhang (2018). Discover Regional and Size Effects in Global Bitcoin Blockchain via Sparse-Group Network AutoRegressive Modeling, Discussion Paper.

 

Computer Science:

Dinh, T.T.A., R. Liu, M. Zhang, G. Chen, B. C. Ooi and J. Wang (2017). Untangling Blockchain: A Data Processing View of Blockchain SystemsIEEE Transactions on Knowledge and Data Engineering