Sökning: "Blomqvist Philippa"

Hittade 1 uppsats innehållade orden Blomqvist Philippa.

  1. 1. Bitcoins Volatility : A study about correlation between bitcoins volatility and the volatility of the S&P 500 index and the commodity gold.

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Författare :Persson Nicole; Blomqvist Philippa; [2022]
    Nyckelord :GARCH; Bitcoin; Cryptocurrency; Gold; S P 500; Volatility;

    Sammanfattning : This study explores Bitcoin’s volatility characteristics using different extensions of the GARCH model. The volatility characteristics of bitcoin are compared with to a gold commodity and the S&P 500 index. LÄS MER