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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| 格式: | Final Year Project |
| 語言: | English |
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Nanyang Technological University
2022
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| 在線閱讀: | https://hdl.handle.net/10356/156795 |
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| 機構: | Nanyang Technological University |
| 語言: | English |