Modeling multivariate cybersecurity risks
作者： Chen Peng , Maochao Xu , Shouhuai Xu , Taizhong Hu
DOI: 10.1080/02664763.2018.1436701
关键词: Autoregressive conditional heteroskedasticity 、 Value at risk 、 Computer security 、 Multivariate statistics 、 Computer science 、 Vine copula
摘要: ABSTRACTModeling cybersecurity risks is an important, yet challenging, problem. In this paper, we initiate the study of modeling multivariate risks. We develop first statistical a...
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