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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 /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	332.642
書名/作者:	The causal relationship between the S&P 500 and the VIX Index : critical analysis of financial market volatility and its predictability // by Florian Auinger.
作者:	Auinger, Florian.
出版者:	Wiesbaden : : Springer Fachmedien Wiesbaden :, 2015.
面頁冊數:	xiii, 91 p. : : ill., digital ;; 24 cm.
Contained By:	Springer eBooks
標題:	Stock exchanges - Forecasting.
標題:	Business forecasting.
標題:	Economics/Management Science.
標題:	Finance/Investment/Banking.
ISBN:	9783658089696 (electronic bk.)
ISBN:	9783658089689 (paper)
內容註:	Risk and Emotions -- Financial Market Volatility -- Behavioural Finance -- VIX Index.
摘要、提要註:	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.
電子資源:	http://dx.doi.org/10.1007/978-3-658-08969-6

The causal relationship between the S&P 500 and the VIX Index[electronic resource] :critical analysis of financial market volatility and its predictability /
Auinger, Florian.

The causal relationship between the S&P 500 and the VIX Indexcritical analysis of financial market volatility and its predictability /[electronic resource] :by Florian Auinger. - Wiesbaden :Springer Fachmedien Wiesbaden :2015. - xiii, 91 p. :ill., digital ;24 cm. - BestMasters. - BestMasters..

Risk and Emotions -- Financial Market Volatility -- Behavioural Finance -- VIX Index.

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.

ISBN: 9783658089696 (electronic bk.)

Standard No.: 10.1007/978-3-658-08969-6doiSubjects--Topical Terms:

606615
Stock exchanges
--Forecasting.

LC Class. No.: HG4551

Dewey Class. No.: 332.642

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