Essays about: "GRJ-GARCH"
Found 1 essay containing the word GRJ-GARCH.
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1. Volatility of Bitcoin in a European Context
University essay from Lunds universitet/Statistiska institutionenAbstract : In 2009, Bitcoin was introduced to the world. Today, ten years later, there are still gaps in the research of how to model the cryptocurrency. In this thesis, the capacities of different volatility models to capture the high volatility of Bitcoin returns are investigated. READ MORE
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