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Modeling multivariate cybersecurity risks - MaRDI portal

Modeling multivariate cybersecurity risks (Q5036346)

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scientific article; zbMATH DE number 7479829
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English
Modeling multivariate cybersecurity risks
scientific article; zbMATH DE number 7479829

    Statements

    title
    Modeling multivariate cybersecurity risks (English)
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    author
    Chen Peng
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    Maochao Xu
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    Shouhuai Xu
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    Taizhong Hu
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    publication date
    23 February 2022
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    zbMATH Keywords
    copula density forecast
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    GARCH
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    prediction
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    vine copula
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    value-at-risk
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    Identifiers

    zbMATH DE Number
    7479829
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    OpenAlex ID
    W2793448306
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