COVID crash: a study of volatility spillovers from stocks to us indexes and from us indexes to cryptocurrencies

Dissertation presented as the partial requirement for obtaining a Master's degree in Data Science and Advanced Analytics, specialization in Data Science

Detalhes bibliográficos
Autor principal:	Carvalho, Pedro Maria Fragoso de Almeida (author)
Formato:	masterThesis
Idioma:	eng
Publicado em:	2022
Assuntos:	volatility spillovers cryptocurrency index variance decomposition autoregression heteroskedasticity GARCH conditional variance conditional correlation market crash Covid-19 criptomoedas SDG 8 - Decent work and economic growth
Texto completo:	http://hdl.handle.net/10362/135777
País:	Portugal
Oai:	oai:run.unl.pt:10362/135777

Descrição
Resumo:	Dissertation presented as the partial requirement for obtaining a Master's degree in Data Science and Advanced Analytics, specialization in Data Science