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:
Texto completo:http://hdl.handle.net/10362/135777
País:Portugal
Oai:oai:run.unl.pt:10362/135777