Essays about: "Fatima Salman"

Found 1 essay containing the words Fatima Salman.

  1. 1. Statistical modelling of Bitcoin volatility : Has the sanctions on Russia had any effect on Bitcoin?

    University essay from Stockholms universitet/Statistiska institutionen

    Author : Mathilda Schönbeck; Fatima Salman; [2022]
    Keywords : Bitcoin; forecasting; volatility; logarithmic return; ARCH; GARCH; ARIMA model; dynamic regression;

    Abstract : This thesis aims to fit and compare different time series models namely the ARIMA-model, conditional heteroscedastic models and lastly a dynamic regression model with ARIMA error to Bitcoin closing price data that spans over 5 consecutive years. The purpose is to evaluate if the sanction on Russia had any effect on the cryptocurrency Bitcoin. READ MORE