NON-LINEAR SHRINKAGE AND MULTIVARIATE GARCH: AN EMPIRICAL ASSESSMENT OF CRYPTOCURRENCY'S POSITION IN PORTFOLIO OPTIMIZATION

NON-LINEAR SHRINKAGE AND MULTIVARIATE GARCH: AN EMPIRICAL ASSESSMENT OF CRYPTOCURRENCY'S POSITION IN PORTFOLIO OPTIMIZATION

Bachelor's

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Bibliographic Details
Main Author: MOHAMMAD HAIKAL BIN MOHAMMAD FAUZI CHEONG
Other Authors: ECONOMICS
Format: Theses and Dissertations
Published: 2021
Subjects:
Cryptocurrency
Multivariate GARCH
Non-Linear Shrinkage
Stock Returns
Financial Forecasting
LIBRO
Online Access:https://scholarbank.nus.edu.sg/handle/10635/192027
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Institution: National University of Singapore
id sg-nus-scholar.10635-192027
record_format dspace
spelling sg-nus-scholar.10635-1920272021-06-14T13:09:41Z NON-LINEAR SHRINKAGE AND MULTIVARIATE GARCH: AN EMPIRICAL ASSESSMENT OF CRYPTOCURRENCY'S POSITION IN PORTFOLIO OPTIMIZATION MOHAMMAD HAIKAL BIN MOHAMMAD FAUZI CHEONG ECONOMICS DENIS TKACHENKO Cryptocurrency Multivariate GARCH Non-Linear Shrinkage Stock Returns Financial Forecasting LIBRO Bachelor's Bachelor of Social Sciences (Honours) 2021-06-14T06:07:14Z 2021-06-14T06:07:14Z 2020-11-02 Thesis MOHAMMAD HAIKAL BIN MOHAMMAD FAUZI CHEONG (2020-11-02). NON-LINEAR SHRINKAGE AND MULTIVARIATE GARCH: AN EMPIRICAL ASSESSMENT OF CRYPTOCURRENCY'S POSITION IN PORTFOLIO OPTIMIZATION. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/192027
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Cryptocurrency
Multivariate GARCH
Non-Linear Shrinkage
Stock Returns
Financial Forecasting
LIBRO
spellingShingle Cryptocurrency
Multivariate GARCH
Non-Linear Shrinkage
Stock Returns
Financial Forecasting
LIBRO
MOHAMMAD HAIKAL BIN MOHAMMAD FAUZI CHEONG
NON-LINEAR SHRINKAGE AND MULTIVARIATE GARCH: AN EMPIRICAL ASSESSMENT OF CRYPTOCURRENCY'S POSITION IN PORTFOLIO OPTIMIZATION
description Bachelor's
author2 ECONOMICS
author_facet ECONOMICS
MOHAMMAD HAIKAL BIN MOHAMMAD FAUZI CHEONG
format Theses and Dissertations
author MOHAMMAD HAIKAL BIN MOHAMMAD FAUZI CHEONG
author_sort MOHAMMAD HAIKAL BIN MOHAMMAD FAUZI CHEONG
title NON-LINEAR SHRINKAGE AND MULTIVARIATE GARCH: AN EMPIRICAL ASSESSMENT OF CRYPTOCURRENCY'S POSITION IN PORTFOLIO OPTIMIZATION
title_short NON-LINEAR SHRINKAGE AND MULTIVARIATE GARCH: AN EMPIRICAL ASSESSMENT OF CRYPTOCURRENCY'S POSITION IN PORTFOLIO OPTIMIZATION
title_full NON-LINEAR SHRINKAGE AND MULTIVARIATE GARCH: AN EMPIRICAL ASSESSMENT OF CRYPTOCURRENCY'S POSITION IN PORTFOLIO OPTIMIZATION
title_fullStr NON-LINEAR SHRINKAGE AND MULTIVARIATE GARCH: AN EMPIRICAL ASSESSMENT OF CRYPTOCURRENCY'S POSITION IN PORTFOLIO OPTIMIZATION
title_full_unstemmed NON-LINEAR SHRINKAGE AND MULTIVARIATE GARCH: AN EMPIRICAL ASSESSMENT OF CRYPTOCURRENCY'S POSITION IN PORTFOLIO OPTIMIZATION
title_sort non-linear shrinkage and multivariate garch: an empirical assessment of cryptocurrency's position in portfolio optimization
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/192027
_version_ 1705151152606150656

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