Browsing Master's theses in Business Administration (2014-) by Subject "Bitcoin"
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Statistical Analysis of the (In)efficiency of Bitcoin : A comparison of the weak form efficient market hypothesis in the US and Venezuela
(Master thesis, 2019)Bitcoin is a phenomenon that has received a lot of attentionduringthe last years. Although the literature on the subject has expanded, there is still need for more research. This paper replicates the work of Urquhart (2016) ... -
Statistical Modelling and Risk Analysis of Bitcoins Exchange Rate
(Master thesis, 2018)Bitcoin is a phenomenon that is new and there is little information on how and why it behaves as volatile as it does. This thesis uses existing data on Bitcoin’s exchange rate to estimate a model that describes the pattern ...