@TECHREPORT {SFB649DP2016-031,
  AUTHOR={Chen, Shi and Chen, Cathy Yi-Hsuan and H\"{a}rdle, Wolfgang Karl and Lee, TM and Ong, Bobby},
  TITLE={{A first econometric analysis of the CRIX family}},
  YEAR=2016,
  INSTITUTION={Sonderforschungsbereich 649, Humboldt Universit\"{a}t zu Berlin, Germany},
  TYPE={SFB 649 Discussion Paper},
  NOTE={available at http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2016-031.pdf},
  NUMBER={2016-031}
}