Modeling multivariate cybersecurity risks (Q5036346)
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scientific article; zbMATH DE number 7479829
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Modeling multivariate cybersecurity risks |
scientific article; zbMATH DE number 7479829 |
Statements
Modeling multivariate cybersecurity risks (English)
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23 February 2022
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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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0.7842088341712952
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0.752223551273346
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0.747456431388855
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0.7197722792625427
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0.7102148532867432
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