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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| 005 | 20200805143852 | |
| 006 | m d | |
| 007 | cr | |
| 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) |
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 |