The causal relationship between the S&P 500 and the VIX index : critical analysis of financial market volatility and its predictability
Florian Auinger
| Year of publication: |
2015
|
|---|---|
| Authors: | Auinger, Florian |
| Publisher: |
Wiesbaden : Springer Gabler |
| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Aktienindex | Stock index | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance | Emotion | Kausalanalyse | Causality analysis | Schätzung | Estimation | USA | United States |
| Description of contents: | Table of Contents [gbv.de] ; Description [deposit.dnb.de] |
| Extent: | XIII, 91 S. graph. Darst. 24 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift |
| Language: | English |
| Thesis: | Zugl.: Steyr, Univ. of Applied Sciences, Master thesis |
| ISBN: | 978-3-658-08968-9 ; 3-658-08968-7 ; 978-3-658-08969-6 |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010487027