Browsing Economics - Undergraduate degree by Subject "Volatility estimation"

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    • Analysis of return and risk of cryptocurrencies 

      Viale, Rodrigo Carvalho García (2021) [Work completion of graduation]
      This study examines the applicability of GARCH (1, 1) with asymmetric t-distributed innovations to series that seek to represent the cryptocurrency market. With a two years data set of ten assets, two theoretical indices ...