Essays about: "Quantile Autoregressive Model QAR"
Found 1 essay containing the words Quantile Autoregressive Model QAR.
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1. Overreaction in Bitcoin before and during COVID-19
University essay from Göteborgs universitet/Graduate SchoolAbstract : In recent years, Bitcoin has attracted a lot of interest from the media, academics and investors, but there is still skepticism and a lack of knowledge about how this cryptocurrency performed in the years leading up to and through the COVID-19 pandemic. The spread of COVID-19 in 2020, means that Bitcoin has been put to test under extreme financial conditions for the first time, and this thesis exploits this period to analyze how the COVID-19 crisis affected Bitcoin investors. READ MORE
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