Intraday forecasts of a volatility index: functional time series methods with dynamic updating
Sign Up to like & getrecommendations! Published in 2019 at "Annals of Operations Research"
DOI: 10.1007/s10479-018-3108-4
Abstract: As a forward-looking measure of future equity market volatility, the VIX index has gained immense popularity in recent years to become a key measure of risk for market analysts and academics. We consider discrete reported… read more here.
Keywords: time; time series; volatility; dynamic updating ... See more keywords
Relative to what? Dynamic updating of fluency standards and between-participants illusions of truth.
Sign Up to like & getrecommendations! Published in 2019 at "Acta psychologica"
DOI: 10.1016/j.actpsy.2019.02.006
Abstract: Previous research has shown that fluency effects are driven by discrepancies between current and baseline fluency. Thus, illusions of truth associated with repetition (which increases statement fluency and its perceived truth-value relative to new statements)… read more here.
Keywords: participants illusions; fluency; illusions truth; updating fluency ... See more keywords