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...
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| 格式: | 圖書 |
| 語言: | English |
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Springer
2015
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| 主題: | |
| 在線閱讀: | 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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