Dynamic volatility modelling of cryptocurrencies using time-varying transition probability Markov-switching models /

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Bibliographic Details
Main Author: Tan, Chia Yen (Author)
Format: Thesis Book
Language:English
Published: 2021.
Subjects:
Online Access:http://studentsrepo.um.edu.my/12915/
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Description
Physical Description:xvii, 126 leaves : illustrations ; 30 cm
Also issued in CD.
Bibliography:Bibliography: leaves 100-104.