Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/236018| Title: | Approaches to estimating and forecasting cryptocurrency volatility / Крысальная Ольга Андреевна; Экономический факультет; Кафедра аналитической экономики и эконометрики; науч. рук. Васенкова Е.И. |
| Authors: | Крысальная, Ольга Андреевна |
| Keywords: | ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Экономика и экономические науки |
| Issue Date: | 2019 |
| Abstract: | The purpose of the research is studying the methods of estimating volatility in the cryptoсurrency market, as well as short-term forecasting the prices using binding models of autoregression and Generalized Autoregressive Conditional Heteroskedasticity (ARMA-GARCH). |
| URI: | http://elib.bsu.by/handle/123456789/236018 |
| Appears in Collections: | Экономика. 2019 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| КрысальнаяОА_аннотация_диплома.pdf | 304,79 kB | Adobe PDF | View/Open |
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