Modelling the price dynamics of cryptocurrencies with GARCH and SVCJ models

Cryptocurrencies (CCs) have gained more and more attention in recent years as a new asset class. Its decentralised feature brings enormous profits to buyers with a great amount of risk. As the CC market develops and takes in more and more institutional investors, it is essential to understand the pr...

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Detalhes bibliográficos
Autor principal: Zhao, Zhun
Outros Autores: Tang Yang
Formato: Final Year Project (FYP)
Idioma:English
Publicado em: Nanyang Technological University 2022
Assuntos:
Acesso em linha:https://hdl.handle.net/10356/156795