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Volatility and Risk – FIGARCH Modelling of Cryptocurrencies

Ulmer, Julian Marvin LU and Chen, Langkun LU (2021) NEKN02 20211
Department of Economics
Please use this url to cite or link to this publication:
author
Ulmer, Julian Marvin LU and Chen, Langkun LU
supervisor
organization
course
NEKN02 20211
year
type
H1 - Master's Degree (One Year)
subject
keywords
Cryptocurrencies, Conditional volatility, FIGARCH model, Monetary policy, Stressed expected shortfall
language
English
id
9050072
date added to LUP
2021-10-26 08:18:33
date last changed
2021-10-26 08:18:33
@misc{9050072,
  author       = {{Ulmer, Julian Marvin and Chen, Langkun}},
  language     = {{eng}},
  note         = {{Student Paper}},
  title        = {{Volatility and Risk – FIGARCH Modelling of Cryptocurrencies}},
  year         = {{2021}},
}