The Causal Relationship between the S&P 500 and the VIX Index: Critical Analysis of Financial Market Volatility and Its Predictability
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...
में बचाया:
| मुख्य लेखक: | |
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| स्वरूप: | पुस्तक |
| भाषा: | English |
| प्रकाशित: |
Springer
2015
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| विषय: | |
| ऑनलाइन पहुंच: | https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/59490 |
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| Thư viện lưu trữ: | Thư viện Trường Đại học Đà Lạt |
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