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...
| Autor principal: | |
|---|---|
| Outros Autores: | |
| Formato: | Final Year Project (FYP) |
| Idioma: | English |
| Publicado em: |
Nanyang Technological University
2022
|
| Assuntos: | |
| Acesso em linha: | https://hdl.handle.net/10356/156795 |