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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

-15% su kodu: ENG15
107,98 
Įprasta kaina: 127,03 
-15% su kodu: ENG15
Kupono kodas: ENG15
Akcija baigiasi: 2025-03-03
-15% su kodu: ENG15
107,98 
Įprasta kaina: 127,03 
-15% su kodu: ENG15
Kupono kodas: ENG15
Akcija baigiasi: 2025-03-03
-15% su kodu: ENG15
2025-02-28 127.0300 InStock
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Knygos aprašymas

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.

Informacija

Autorius: Florian Auinger
Serija: BestMasters
Leidėjas: Springer Fachmedien Wiesbaden
Išleidimo metai: 2015
Knygos puslapių skaičius: 108
ISBN-10: 3658089687
ISBN-13: 9783658089689
Formatas: 210 x 148 x 7 mm. Knyga minkštu viršeliu
Kalba: Anglų

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