The dynamic linkage between bitcoin and BGCI cryptocurrencies : a wavelet approach /

This dissertation is written for the purpose of understanding the individual and paired movements of major cryptocurrencies by analysing their historical data in log-returns, recorded from their launch date of the index to the latest available information (May 2018 to December 2019), through the use...

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Bibliographic Details
Main Author: Muhammad Aiman Hairudin (Author)
Format: Thesis
Language:English
Published: Kuala Lumpur : Kuliyyah of Economics and Management Sciences, International Islamic University Malaysia, 2020
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Online Access:Click here to view 1st 24 pages of the thesis. Members can view fulltext at the specified PCs in the library.
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