Blar i UiS Brage på forfatter "Strømdal, Seline"
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Forecasting Volatility - An Extension of Implied Volatility Theory to the Cryptocurrency Market
Kværner, Henrik; Strømdal, Seline (Master thesis, 2022)Over the last couple of years, volatility forecasting has gained great attention because of its significance in financial markets. In particular, the outbreak and rapid spread of the coronavirus (Covid-19) and the invasion ...