NON-LINEAR SHRINKAGE AND MULTIVARIATE GARCH: AN EMPIRICAL ASSESSMENT OF CRYPTOCURRENCY'S POSITION IN PORTFOLIO OPTIMIZATION
Bachelor's
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| Format: | Theses and Dissertations |
| Published: |
2021
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| Online Access: | https://scholarbank.nus.edu.sg/handle/10635/192027 |
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| Institution: | National University of Singapore |
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