Modelling the price dynamics of cryptocurrencies with GARCH and SVCJ models

• المؤلف الرئيسي: Zhao, Zhun
• مؤلفون آخرون: Tang Yang
• التنسيق: Final Year Project
• اللغة: English
• منشور في: Nanyang Technological University 2022
• الموضوعات: Business::Finance::Mathematical finance; Business::Finance::Assets
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/156795

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...