Navegação Trabalhos de Conclusão de Curso de Graduação por Assunto "Volatility estimation"
Resultados 1-1 de 1
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Analysis of return and risk of cryptocurrencies
(2021) [Trabalho de conclusão de graduação]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 ...