Blar i UiS Brage på forfatter "Kvammen, Einar Berg"
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A comparative volatility analysis and an enquiry into the future of Bitcoin
Kvammen, Einar Berg; Askeland, Andreas Lie (Masteroppgave/UIS-TN-IØRP/2018;, Master thesis, 2018-06)The main object of this thesis is to investigate if Bitcoin has matured as a financial asset. We intend to do this by comparing the volatility of Bitcoin to the volatility of gold and S&P500 using the best fitting GARCH ...