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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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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Tác giả chính:	Auinger, Florian
Định dạng:	Sách
Ngôn ngữ:	English
Được phát hành:	Springer 2015
Những chủ đề:	Banking Investment Finance Management Science Economics
Truy cập trực tuyến:	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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