Journal of Mathematical Finance

Vol.9 No.3(2019), Paper ID 94496, 53 pages

DOI:10.4236/jmf.2019.93024

 

Forecasting the Impact of Information Security Breaches on Stock Market Returns and VaR Backtest

 

Ilaria Colivicchi, Riccardo Vignaroli

 

Department of Economics and Management, University of Florence, Florence, Italy
European Central Bank, Frankfurt, Germany

 

Copyright © 2019 Ilaria Colivicchi, Riccardo Vignaroli et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Colivicchi, I. and Vignaroli, R. (2019) Forecasting the Impact of Information Security Breaches on Stock Market Returns and VaR Backtest. Journal of Mathematical Finance, 9, 402-454. doi: 10.4236/jmf.2019.93024.
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