دانلود کتاب The Causal Relationship between the S&P 500 and the VIX Index: Critical Analysis of Financial Market Volatility and Its Predictability

Name: The Causal Relationship between the S&P 500 and the VIX Index: Critical Analysis of Financial Market Volatility and Its Predictability
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Author: Florian Auinger (auth.)
ISBN: 9783658089689, 9783658089696

by Florian Auinger (auth.)

عنوان فارسی: رابطه علی بین S u0026 آمپر؛ P 500 و شاخص VIX : تحلیل انتقادی از نوسانات بازار مالی و قابل پیش بینی آن
ناشر: Gabler Verlag
سال: 2015
ویرایش: 1
زبان: انگلیسی
تعداد صفحه (نسخه چاپی - نسخه الکترونیکی): 91
شابک: 9783658089689, 9783658089696
نوع فایل: PDF دانلود نرم افزار مطالعه
حجم: 3.00 مگابایت

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جزییات کتاب

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.

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