An Analytical Study on the Crypto Assets and Mutual Funds ETF Returns in India


Authors : Dr Urvashi Varma

Volume/Issue : Volume 8 - 2023, Issue 7 - July

Google Scholar : https://bit.ly/3TmGbDi

Scribd : https://tinyurl.com/5n8ktwvr

DOI : https://doi.org/10.5281/zenodo.8186153

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

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

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