Measuring Risk from IT Initiatives Using Implied Volatility.
Dawei (David) ZhangBarrie R. NaultPublished in: J. Assoc. Inf. Syst. (2019)
Keyphrases
- financial crisis
- case study
- e government
- high risk
- stock market
- risk assessment
- risk analysis
- risk management
- decision making
- stock price
- real time
- stock trading
- minimum risk
- turning points
- garch model
- risk factors
- decision support system
- financial markets
- financial data
- risk measures
- long term
- decision trees
- web services
- data mining
- database
- stock returns