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Browsing Student Theses and Research by Subject "GARCH"

Browsing Student Theses and Research by Subject "GARCH"

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  • Zhamharyan, Arman (2018-07-17)
    This paper studies the two biggest cryptocurrencies by their market capitalization: Bitcoin and Ethereum. Following the common practice of the existing literature, I select certain macroeconomic variables that are likely ...

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