Dynamic volatility modelling of cryptocurrencies using time-varying transition probability Markov-switching models /
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| Main Author: | |
|---|---|
| Format: | Thesis Book |
| Language: | English |
| Published: |
2021.
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| Subjects: | |
| Online Access: | http://studentsrepo.um.edu.my/12915/ |
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|---|---|---|---|
| 001 | u1148980 | ||
| 003 | SIRSI | ||
| 005 | 202110210812 | ||
| 008 | 211021s2021 my a m 000 0 eng | ||
| 040 | |a UMM |d AUM |e rda | ||
| 090 | |a QA3 |b UM 2021 Tan | ||
| 100 | 1 | |a Tan, Chia Yen, |e author. | |
| 245 | 1 | 0 | |a Dynamic volatility modelling of cryptocurrencies using time-varying transition probability Markov-switching models / |c Tan Chia Yen. |
| 264 | 1 | |c 2021. | |
| 300 | |a xvii, 126 leaves : |b illustrations ; |c 30 cm | ||
| 336 | |a text |2 rdacontent | ||
| 337 | |a unmediated |2 rdamedia | ||
| 337 | |a computer |2 rdamedia | ||
| 338 | |a volume |2 rdacarrier | ||
| 338 | |a computer disc |2 rdacarrier | ||
| 502 | |b M.Sc. |c Institut Sains Matematik, Fakulti Sains, Universiti Malaya |d 2021. | ||
| 504 | |a Bibliography: leaves 100-104. | ||
| 530 | |a Also issued in CD. | ||
| 650 | 0 | |a Cryptocurrencies. | |
| 650 | 0 | |a Digital currency. | |
| 650 | 0 | |a Markov processes. | |
| 650 | 0 | |a Time-series analysis. | |
| 650 | 0 | |a Evolution equations. | |
| 710 | 2 | |a Universiti Malaya. |b Institut Sains Matematik, |e degree granting institution. | |
| 856 | 4 | 1 | |u http://studentsrepo.um.edu.my/12915/ |
| 900 | |a US NSM | ||
| 596 | |a 1 25 | ||
| 999 | |a QA3 UM 2021 TAN |w LC |c 1 |i A517081130 |f 9/11/2021 |g 1 |l STACKS |m P01UTAMA |r Y |s Y |t TESIS |u 9/11/2021 |1 STEM | ||
| 999 | |a QA3 UM 2021 TAN |w LC |c 1 |i A517168967 |f 24/11/2021 |g 1 |l STACKS |m P25UMARCHI |r N |s Y |t CD |u 23/11/2021 |1 STEM |o .STAFF. MST-CD184 | ||