We propose a copula-based periodic mixed frequency GAS framework in order to model and forecast the intraday Exposure Conditional Value at Risk (ECoVaR) for an intraday asset return and the corresponding market return. In particular we analyze GAS models which account for long-memory-type of...

This paper investigates tools to counter excessive stock trading and increase profits for private households participating in the stock market. Creating a stylised hold or trade-scenario in a computer laboratory experiment, I find that by solely changing the information the participants receive,...