How to Forecast the Weight of Cyber-attacks Events on Stock Returns: Models, Correlations and VaR Backtest

This paper aims to examine the effect of cyber-risk on the economy , in particular on the returns of companies experiencing breaches of data. In recent years , the issue has become very important in the literature for the wide reliance of business on the cyber world , especially nowadays due to the pandemic situation…
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November 11, 2020 0