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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

Material type
E-Book(소장)
Personal Author
Auinger, Florian.
Title Statement
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.
Publication, Distribution, etc
Wiesbaden :   Springer Fachmedien Wiesbaden :   Imprint: Springer Gabler,   2015.  
Physical Medium
1 online resource (xiii, 91 p.) : ill.
Series Statement
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.
General Note
Title from e-Book title page.  
Content Notes
Risk and Emotions -- Financial Market Volatility -- Behavioural Finance -- VIX Index.
Bibliography, Etc. Note
Includes bibliographical references.
이용가능한 다른형태자료
Issued also as a book.  
Subject Added Entry-Topical Term
Stock exchanges --Forecasting. Business forecasting.
Short cut
URL
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008 200728s2015 gw a ob 000 0 eng d
020 ▼a 9783658089696
040 ▼a 211009 ▼c 211009 ▼d 211009
050 4 ▼a HG4551
082 0 4 ▼a 332.642 ▼2 23
084 ▼a 332.642 ▼2 DDCK
090 ▼a 332.642
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)

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/e-Book Collection/ Call Number CR 332.642 Accession No. E14028917 Availability Loan can not(reference room) Due Date Make a Reservation Service M

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