Essays about: "Angelos Kalaitzis"

Found 1 essay containing the words Angelos Kalaitzis.

  1. 1. Bitcoin - Monero analysis: Pearson and Spearman correlation coefficients of cryptocurrencies

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Angelos Kalaitzis; [2018]
    Keywords : Bitcoin; Monero; S P500; VIX; correlation; unit root; ADF test; Pearson correlation coefficient; Spearman correlation coefficient.;

    Abstract : In this thesis, an analysis of Bitcoin, Monero price and volatility is conducted with respect to S&P500 and the VIX index. Moreover using Python, we computed correlation coefficients of nine cryptocurrencies with two different approaches: Pearson and Spearman from July 2016 -July 2018. READ MORE