The Causal Relationship between the S&P 500 and the VIX Index Critical Analysis of Financial Market Volatility and Its Predictability /
Florian Auinger highlights the core weaknesses and sources of criticism regarding the VIX Index as an indicator for the future development of financial market volatility. Furthermore, it is proven that there is no statistically significant causal relationship between the VIX and the S&P 500. As...
| Κύριος συγγραφέας: | |
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| Συγγραφή απο Οργανισμό/Αρχή: | |
| Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Wiesbaden :
Springer Fachmedien Wiesbaden : Imprint: Springer Gabler,
2015.
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| Σειρά: | BestMasters
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| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Risk and Emotions
- Financial Market Volatility
- Behavioural Finance
- VIX Index.
