Volatility forecasting in Bull and Bear Cycles: Evidence from the Cryptocurrency Market
The purpose of this research is to add to the literature on the topic of market efficiency for the cryptocurrency market, adding to the previous findings through testing for weak-form efficiency of the returns between bullish and bearish samples. In addition to this, the study attempts to accurately...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2021
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| Online Access: | https://eprints.nottingham.ac.uk/66443/ |