Search results for "Business informatics"

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Introduction to the Digital and ICT Enabled Services Minitrack

2016

Knowledge managementbusiness.industryComputer science05 social sciencesEngineering informaticsMobile business development02 engineering and technologyBusiness informaticsInformation and Communications TechnologyInformatics0502 economics and business0202 electrical engineering electronic engineering information engineering050211 marketing020201 artificial intelligence & image processingMobile telephonybusiness2016 49th Hawaii International Conference on System Sciences (HICSS)
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Introduction to ICT Enabled Services Minitrack

2015

The purpose of the minitrack is to draw researchers’ attention to ICT Enabled Services for both Consumers and Enterprises. It provides a discussion forum for researchers interested in fostering a service-based approach to these areas as well as an opportunity to present and debate both design and theory-based solutions to the problems facing industry in the deployment of ICT enabled services [1-4]. In a broad sense, ICT enabled services can be defined as [1]: “..systems that enable value co-creation through the development and implementation of information and communication technology enabled processes that integrate system value propositions with customer value drivers.”

Service (business)Value (ethics)Knowledge managementSoftware deploymentbusiness.industryComputer scienceInformation and Communications TechnologyInformaticsValue propositionEngineering informaticsMobile business developmentbusinessBusiness informatics2015 48th Hawaii International Conference on System Sciences
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Volatility transmission patterns and terrorist attacks

2009

The objective of this study is to analyze volatility transmission between the US and Eurozone stock markets considering the effects of the September 11, March 11 and July 7 financial crises. In order to do this, we use a multivariate GARCH model and take into account the asymmetric volatility phenomenon, the non-synchronous trading problem and the crises themselves. Moreover, a graphical analysis of the Asymmetric Volatility Impulse-Response Functions (AVIRF) is introduced, which takes into consideration the crisis effect. Results suggest that there is bidirectional and asymmetric volatility transmission and show the different impact that terrorist attacks had on both markets. El objetivo d…

Estadística matemàticaTheorieanwendungtransmissions de volatilitatFinancial economicsEconomicsAutoregressive conditional heteroskedasticitymercados financieros internacionalesMercados financieros internacionales; Crisis financieras; GARCH multivariante; Transmisión de volatilidad. International financial markets; Stock market crisis; Multivariate GARCH; Volatility spillovers.theory applicationMultivariate garch modelOrder (exchange)Volatility swapFinances internacionalsEconomicsEconometricsddc:330multivariate GARCHcrisis del mercado de valorescrisi del mercat de valorsRisk managementInternational financeStock (geology)Economic Statistics Econometrics Business InformaticsMercat Investigacióvolatility spilloversmercats financers internacionalsbusiness.industryinternational financial marketsFinancial marketWirtschaftstock market crisisjel:C32jel:F30Political EconomyMathematical statisticsjel:G15Estadística matemáticaVolatility Modelling Multivariate Volatility GARCH models International Finance International Asset Pricing Risk ManagementVolkswirtschaftslehreTerrorismWirtschaftsstatistik Ökonometrie WirtschaftsinformatikGraphical analysisVolatility (finance)businessVolatility transmissionGeneral Economics Econometrics and FinanceFinancederrames de volatilidad
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