The R-package is based on this publication. Please reference to it, when using this software:

Trimborn S, Haerdle W (2018). “CRIX an Index for cryptocurrencies.” Journal of Empirical Finance, 49, 107 - 122. ISSN 0927-5398, doi:10.1016/j.jempfin.2018.08.004, http://www.sciencedirect.com/science/article/pii/S0927539818300616.

Building R-packages and therefore easing the access to research output for other researchers involves a lot of work. Please also reference to this version of the R-package when using it for your work:

Trimborn S (2020). Index construction for time series data. R package version 0.1-3.

Corresponding BibTeX entries:

  @Article{,
    title = {CRIX an Index for cryptocurrencies},
    author = {Simon Trimborn and Wolfgang Karl Haerdle},
    journal = {Journal of Empirical Finance},
    year = {2018},
    volume = {49},
    pages = {107 - 122},
    issn = {0927-5398},
    doi = {10.1016/j.jempfin.2018.08.004},
    url =
      {http://www.sciencedirect.com/science/article/pii/S0927539818300616},
  }

  @Manual{,
    title = {Index construction for time series data},
    author = {Simon Trimborn},
    year = {2020},
    note = {R package version 0.1-3},
  }