Volatility and Risk – FIGARCH Modelling of Cryptocurrencies
(2021) NEKN02 20211Department of Economics
Please use this url to cite or link to this publication:
http://lup.lub.lu.se/student-papers/record/9050072
- author
- Ulmer, Julian Marvin LU and Chen, Langkun LU
- supervisor
-
- Hans Byström LU
- organization
- course
- NEKN02 20211
- year
- 2021
- 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}}, }