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- W2043015001 abstract "There is significant experimental evidence that prediction markets are efficient mechanisms for aggregating information and are more accurate in forecasting events than traditional forecasting methods, such as polls. Interpretation of prediction market prices as probabilities has been extensively studied in the literature. However there is little research on the volatility of prediction market prices. Given that volatility is fundamental in estimating significance of price movements, it is important to have a better understanding of the volatility of the contract prices." @default.
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- W2043015001 date "2009-07-06" @default.
- W2043015001 modified "2023-10-16" @default.
- W2043015001 title "Modeling volatility in prediction markets" @default.
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- W2043015001 doi "https://doi.org/10.1145/1566374.1566414" @default.
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