國立高雄大學圖資館 |

語系: 繁體中文

說明(常見問題)

圖資館首頁

登入

回首頁 到查詢結果 [ subject:"Finance/Investment/Banking." ]

切換: 標籤 | MARC模式 | ISBD

The causal relationship between the ...

Auinger, Florian.

The causal relationship between the S&P 500 and the VIX Indexcritical analysis of financial market volatility and its predictability /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	The causal relationship between the S&P 500 and the VIX Indexby Florian Auinger.
其他題名:	critical analysis of financial market volatility and its predictability /
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 exchangesForecasting.
電子資源:	http://dx.doi.org/10.1007/978-3-658-08969-6
ISBN:	9783658089696 (electronic bk.)

The causal relationship between the S&P 500 and the VIX Indexcritical 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:

713882
Stock exchanges
--Forecasting.

LC Class. No.: HG4551

Dewey Class. No.: 332.642

The causal relationship between the S&P 500 and the VIX Indexcritical analysis of financial market volatility and its predictability /
LDR:02214nmm a2200349 a 4500 001 461651
003 DE-He213
005 20150910172052.0
006 m d
007 cr nn 008maaau
008 151110s2015 gw s 0 eng d
020 $a 9783658089696 (electronic bk.)
020 $a 9783658089689 (paper)
024 7 $a 10.1007/978-3-658-08969-6 $2 doi
035 $a 978-3-658-08969-6
040 $a GP $c GP
041 0 $a eng
050 4 $a HG4551
072 7 $a KFF $2 bicssc
072 7 $a KFFK $2 bicssc
072 7 $a BUS027000 $2 bisacsh
072 7 $a BUS004000 $2 bisacsh
082 0 4 $a 332.642 $2 23
090 $a HG4551 $b .A923 2015
100 1 $a Auinger, Florian. $3 713881
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 by Florian Auinger.
260 $a Wiesbaden : $b Springer Fachmedien Wiesbaden : $b Imprint: Springer Gabler, $c 2015.
300 $a xiii, 91 p. : $b ill., digital ; $c 24 cm.
490 1 $a BestMasters
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.
650 0 $a Stock exchanges $x Forecasting. $3 713882
650 0 $a Business forecasting. $3 202764
650 1 4 $a Economics/Management Science. $3 273684
650 2 4 $a Finance/Investment/Banking. $3 511434
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer eBooks
830 0 $a BestMasters. $3 676593
856 4 0 $u http://dx.doi.org/10.1007/978-3-658-08969-6
950 $a Behavioral Science (Springer-11640)