Projects funded by the NCN
Robust methods for range-based models - Risk and comovement analysis on thecryptocurrency market
2021/43/B/HS4/00353
Keywords:
Volatility robust estimation range-based models forecasting risk analysis cryptocurrencies
Descriptors:
- HS4_3: Econometrics, statistical methods
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Uniwersytet Mikołaja Kopernika w Toruniu, Wydział Nauk Ekonomicznych i Zarządzania
woj. kujawsko-pomorskie
Principal investigator (from the host institution):
Number of co-investigators in the project: 4
Call: OPUS 22 - announced on 2021-09-15
Amount awarded: 366 610 PLN
Project start date (Y-m-d): 2022-07-18
Project end date (Y-m-d): 2025-07-17
Project duration:: 36 months (the same as in the proposal)
Project status: Pending project
Project description
Download the project description in a pdf file
Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.