155 search results - page 1 / 31 » Modeling volatility in prediction markets |
SIGECOM
2009
ACM
13 years 11 months ago
2009
ACM
There is significant experimental evidence that prediction markets are efficient mechanisms for aggregating information and are more accurate in forecasting events than tradition...
ESWA
2010
13 years 3 months ago
2010
This study investigates how specification of return distribution for REIT influences the performance of volatility forecasting using three GARCH models (GARCH-N, GARCH-ST and GARC...
CSDA
2007
13 years 4 months ago
2007
In this paper, we perform Bayesian inference and prediction for a GARCH model where the innovations are assumed to follow a mixture of two Gaussian distributions. This GARCH model...
ICIS
2001
13 years 6 months ago
2001
Previous research suggests that a decline in transactions costs leads to improved economic efficiency. In this paper,weshowthatsuchadeclinewillintroduceincreasinglyuninformedconsu...
JCIT
2010
12 years 11 months ago
2010
This paper uses the data of Japan's and Korea's exchange rates to discuss the model construction and their associations between Japan's and Korea's terms excha...