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The causal relationship between the S&P 500 and the VIX index [electronic resource] : critical analysis of financial market volatility and its predictability

The causal relationship between the S&P 500 and the VIX index [electronic resource] : critical analysis of financial market volatility and its predictability

자료유형
E-Book(소장)
개인저자
Auinger, Florian.
서명 / 저자사항
The causal relationship between the S&P 500 and the VIX index [electronic resource] : critical analysis of financial market volatility and its predictability / Florian Auinger.
발행사항
Wiesbaden :   Springer Fachmedien Wiesbaden :   Imprint: Springer Gabler,   2015.  
형태사항
1 online resource (xiii, 91 p.) : ill.
총서사항
BestMasters
ISBN
9783658089696
요약
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 a consequence, the forecastability is not given in both directions. Obviously, there must be at least one additional variable that has a strong influence on market volatility such as emotions which, according to financial market experts, are considered to play a more and more important role in investment decisions. Contents Risk and Emotions Financial Market Volatility Behavioural Finance VIX Index Target Groups  Researchers and students in the fields of risk management, portfolio management and investment banking Practitioners in these areas The Author Florian Auinger wrote his master thesis at the University of Applied Sciences in Steyr, Upper Austria and is currently working in the fields of mergers & acquisitions.
일반주기
Title from e-Book title page.  
내용주기
Risk and Emotions -- Financial Market Volatility -- Behavioural Finance -- VIX Index.
서지주기
Includes bibliographical references.
이용가능한 다른형태자료
Issued also as a book.  
일반주제명
Stock exchanges --Forecasting. Business forecasting.
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020 ▼a 9783658089696
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100 1 ▼a Auinger, Florian.
245 1 4 ▼a The causal relationship between the S&P 500 and the VIX index ▼h [electronic resource] : ▼b critical analysis of financial market volatility and its predictability / ▼c Florian Auinger.
260 ▼a Wiesbaden : ▼b Springer Fachmedien Wiesbaden : ▼b Imprint: Springer Gabler, ▼c 2015.
300 ▼a 1 online resource (xiii, 91 p.) : ▼b ill.
490 1 ▼a BestMasters
500 ▼a Title from e-Book title page.
504 ▼a Includes bibliographical references.
505 0 ▼a Risk and Emotions -- Financial Market Volatility -- Behavioural Finance -- VIX Index.
520 ▼a 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 a consequence, the forecastability is not given in both directions. Obviously, there must be at least one additional variable that has a strong influence on market volatility such as emotions which, according to financial market experts, are considered to play a more and more important role in investment decisions. Contents Risk and Emotions Financial Market Volatility Behavioural Finance VIX Index Target Groups  Researchers and students in the fields of risk management, portfolio management and investment banking Practitioners in these areas The Author Florian Auinger wrote his master thesis at the University of Applied Sciences in Steyr, Upper Austria and is currently working in the fields of mergers & acquisitions.
530 ▼a Issued also as a book.
538 ▼a Mode of access: World Wide Web.
650 0 ▼a Stock exchanges ▼x Forecasting.
650 0 ▼a Business forecasting.
830 0 ▼a BestMasters.
856 4 0 ▼u https://oca.korea.ac.kr/link.n2s?url=http://dx.doi.org/10.1007/978-3-658-08969-6
945 ▼a KLPA
991 ▼a E-Book(소장)

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 중앙도서관/e-Book 컬렉션/ 청구기호 CR 332.642 등록번호 E14028917 도서상태 대출불가(열람가능) 반납예정일 예약 서비스 M

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