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...

Full description

Bibliographic Details
Main Author: Zhao, Zhun
Other Authors: Tang Yang
Format: Final Year Project (FYP)
Language:English
Published: Nanyang Technological University 2022
Subjects:
Online Access:https://hdl.handle.net/10356/156795