Browsing UiS Brage by Author "Hetland, Morten."
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Could Bitcoin Provide Portfolio Benefits for Long-Term Investors?
Aske, Even.; Hetland, Morten. (Master thesis, 2022)In this paper we aim to identify how the volatility from the major U.S. markets affect the volatility of Bitcoin and its diversification potential. To do this we have calculated GARCH volatilities derived into the Generalized ...