Showing 1 - 2 of 2
This study investigates the influence of past volatility on individual investors' forecasting behavior. We conducted two experiments in which we used real stock prices to construct low- and high-volatility time series, and asked participants to make both point estimates and interval forecasts of...
Persistent link: https://www.econbiz.de/10009440694
value of these volatility estimators and examine their differences in the context of a two-asset portfolio and volatility …
Persistent link: https://www.econbiz.de/10009429084