The CRIX (CRyptocurrency IndeX) has been constructed based on approximately
30 cryptos and captures high coverage of available market capitalisation.
The CRIX index family covers a range of cryptos based on dierent liquidity
rules and various model selection criteria. Details of ECRIX (Exact CRIX),
EFCRIX (Exact Full CRIX) and also intraday CRIX movements may be found
on the webpage of hu.berlin/crix.
Index construction, CRIX, information criteria, model selection, AIC, BIC, market analysis, bitcoin, cryptocurrency