Sökning: "Angelos Kalaitzis"

Hittade 1 uppsats innehållade orden Angelos Kalaitzis.

  1. 1. Bitcoin - Monero analysis: Pearson and Spearman correlation coefficients of cryptocurrencies

    Master-uppsats, Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Författare :Angelos Kalaitzis; [2018]
    Nyckelord :Bitcoin; Monero; S P500; VIX; correlation; unit root; ADF test; Pearson correlation coefficient; Spearman correlation coefficient.;

    Sammanfattning : In this thesis, an analysis of Bitcoin, Monero price and volatility is conducted with respect to S&P500 and the VIX index. Moreover using Python, we computed correlation coefficients of nine cryptocurrencies with two different approaches: Pearson and Spearman from July 2016 -July 2018. LÄS MER