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Found 1 from your keywords: author="Florian Auinger"
cover
The Causal Relationship between the S&P 500 and the VIX Index
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Florian Auinger

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…

Edition
-
ISBN/ISSN
978-3-658-08969-6
Collation
XIII, 91
Series Title
BestMasters
Call Number
-