Publication Date: 2023/07/26
Abstract: The present study conducts a time series analysis of 15 crypto assets and mutual funds. The time series data is put through stationarity tests and modelled using ARIMA to forecast the projected return and is observed that both asset classes show increased returns over the study period. The volatility modelling is conducted using GARCH and is observed that crypto assets are more volatile than mutual funds over the study period.
Keywords: Crypto Assets, Mutual funds, GARCH, ARIMA
DOI: https://doi.org/10.5281/zenodo.8186153
PDF: https://ijirst.demo4.arinfotech.co/assets/upload/files/IJISRT23JUL484.pdf
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