List of Articles ‎Copula

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  1 - Frequency analysis of floods with joint functions, case study: Zayandehrood Dam
  Zahra  Valaei Esfahani Fatemeh Valaei Esfahani Mehran Iranpour
  https://doi.org/10.30486/TSWS.2023.783140
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  2 - The impact of structural dependence on the efficient frontier of portfolio changes and comparison with traditional methods in Tehran Stock Exchange (Copula functions)
  Mehdi Salehi Samaneh Zamani Moghaddam
• Open Access Article
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  3 - Dynamic and Extreme Dependency Analysis Based on copula-GARCH and Semi Parametric Approach
  Maryam Moghaddas Bayat Shamsollah Shirinbakhsh Massoleh
• Open Access Article
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  4 - Dependency structure between the markets of Iran, Turkey, China and the United Arab Emirates, according the approach of Copula – Markov Switching
  S. Mozaffar Mirbargkar Maryam Sohrabi
• Open Access Article
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  5 - Portfolio Optimization with CVaR under VG Process
  Mostafa Heidari Haratmeh
• Open Access Article
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  6 - Modeling rainfall event characteristics using D-vine copulas
  مریم شفائی احمد فاخری فرد یعقوب دین پژوه رسول میرعباسی
• Open Access Article
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  7 - Bivariate Frequency Analysis of Rainfall Characteristics Using Archimedean Copula Functions (Case Study: Khanmirza Watershed in Chaharmahal and Bakhtiari Province)
  Samira Moradzadeh Rahmatabadi Mohsen Irandost Rasoul Mirabbasi
  10.30495/wsrcj.2022.19226
• Open Access Article
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  8 - Comparison of performance of C-Vine and D-Vine tree copulas in multivariate analysis of precipitation characteristics
  Maryam Shafaei Rasoul Mirabbasi
  10.30495/wsrcj.2021.18546
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  9 - Application of the Nested Copula Functions for Analysis of Four variate of Meteorological Droughts (Case Study: West of Iran)
  zabihollah khani temeliyeh Hossien Rezaie Rasoul Mirabbasi
• Open Access Article
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  10 - Modeling and Bivariate Analysis of Meteorological Drought Using Data Generation with Climate Change Approach (Case Study: Lake Urmia)
  Farzad Khezri Mohsen Irandost Navid Jalalkamali Najme Yazdanpanah
  10.30495/wsrcj.2021.19213
• Open Access Article
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  11 - Multivariate Analysis of Hydrological Droughts in Urmia Lake basin Using Artificial Data Generation Technique and Copula Functions
  Babak Shahinejad Zahra Shams Zabihollah Khani temeliyeh Azadeh Arshia
  10.30495/wsrcj.2022.20328
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  12 - Assessment of joint deficit drought index under climatic conditions of Iran
  Aida Hashemi Nasab Javad Bazrafshan Arezoo Nazi Ghameshlou
• Open Access Article
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  13 - Latent Volatility Modeling and Bayesian Analysis of stochastic Volatility of Intraday Data of Tehran Stock Exchange Index Based on Markov Monte Carlo Chain
  Saeed Shahriyari Peyman Iman zadeh Mehdi Khoshnood
• Open Access Article
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  14 - Portfolio optimization by using the Copula Approach and multivariate conditional value at risk in Tehran Stock Exchange
  Mirfeiz Fallahshams Amir Sadeghi
• Open Access Article
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  15 - portfolio optimization based on modeling of dependence structure and extreme value theory
  mohamad safaei alireza saranj Mehdi Zolfaghari
• Open Access Article
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  16 - The Analysis and Test of Spillover and Volatility of Global Markets for Petrochemical Products and Base Metals (Based on Copula family models)
  Mahsa Banakar Hashem nikoomaram Hasan Ghalibaf Asl Mehrzad Minouie
• Open Access Article
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  17 - Portfolio VaR Modelling using EVT-Pair-Copulas Approach
  Ali Souri Saeed Falahpor Ali Foroush Bastani Ehsan Ahmadi
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  18 - Investment Portfolio Optimization of Insurance Companies with Copulas and Extreme Value Approach
  arash goodarzi reza Tehrani Ali souri
• Open Access Article
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  19 - Application of Copula and Simulated Returns in the Portfolio Optimization with Conditional Value-at-Risk (CVaR) in Tehran Stock Exchange (TSE)
  Esmaeil Lalegani Mostafa Zehtabian
• Open Access Article
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  20 - Dependence structure between Iranian financial system’s sub sectors: a vine copula approach
  Soheil Khalili Reza Tehrani
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  21 - Effect of long memory dependence structure between the dollar exchange rate and oil products in the Tehran stock Exchange Index: A copula based approach
  Mahdi Salehi Samaneh Zamani Moghadam Sadegh Nekooei
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  22 - The oil and gold global market interaction on the stock market of Iran; the GARCH-Copula approach
  Seyed Mozaffar Mirbargkar Maryam Borzabadi Farahani
• Open Access Article
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  23 - Applying the GARCH and COPULA Models to Examine the Relationship Between Trading Volume and the Value of Trading with the Bubble Pricing
  Jalil Beytary Hossein Panahian
  10.22034/amfa.2019.581338.1152
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  24 - Portfolio Optimization under Varying Market Risk Conditions: Copula Dependence and Marginal Value Approaches
  Jila Ahmadi Hasan Ghodrati Ghezaani Mehdi Madanchi Zaj Hossein Jabbari Aliakbar Farzinfar
  10.22034/amfa.2023.1967167.1797
• Open Access Article
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  25 - Application of Clayton Copula in Portfolio Optimization and its Comparison with Markowitz Mean-Variance Analysis
  Roya Darabi Mehdi Baghban
  10.22034/amfa.2018.539133
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  26 - A study on species of Orius (Heteroptera: Anthocoridae) based on the female and male genitalia in Fars province, Iran
  H. Ostovan F. Homayoon Sh. Hesami M. Fallahzadeh
• Open Access Article
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  27 - Presenting a model for stock portfolio optimization based on a combination of GARCH-copula models in Tehran Stock Exchange
  Somayeh Rasekh Amir Mohammadzadeh Mohsen Seighali
  10.30495/qrm.2024.1994609.1043
• Open Access Article
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  28 - Stochastic analysis of k-out-of-n: G Type of Repairable system in Combination of Subsystems with Controllers and Multi Repair Approach
  Vijay Singh P.K Poonia
  10.22094/joie.2021.1906935.1780
• Open Access Article
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  29 - Modelling Malaysia stock markets using GARCH, EGARCH and copula models
  Nurul Hanis Aminuddin Jafry Ruzanna Razak Noriszura Ismail
  10.22094/joie.2022.1961703.1967
• Open Access Article
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  30 - A Note on the Maximum Difference Between Schweizer and Wolff's $\sigma$ and the Absolute Value of Spearman's $\rho$
  Manuel Ubeda-Flores
  10.30495/tfss.2022.1956899.1024
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  31 - Processability Theory: Stage-like Development of ‘Copula inversion’ and ‘Negation’ in Iranian EFL Learners’ Writing Performance
  Mahin Sadat Tabatabaee Keivan Mahmoodi Abbas Bayati
  10.52547/JFL.9.38.27
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  32 - Modeling Extreme Dependence of Tehran Stock Exchange (TSE) to Crude Oil Price: An Approach based on Copula Functions
  Hamid Abrishami Mohsen Mehara Mojtaba Mohammadian
  10.30495/eco.2022.1949896.2614
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  33 - Comparison of the Dependence Structures of Stochastic Copula-DEA Model
  Sima Balak Mohammad Hassan Behzadi Ali Nazari
  10.30495/fomj.2021.1943130.1041
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  34 - Performance assessment of a complex repairable system with k-out-of-n: G operational scheme and copula repair approach
  Dhruv Raghav Suresh Sahani Vijay Singh Shakeeludeen Chaudhary
  10.30495/jiei.2023.1953669.1210
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  35 - Modeling the operational risk in Iranian commercial banks: case study of a private bank
  Omid Momen Alimohammad Kimiagari Eaman Noorbakhsh
• Open Access Article
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  36 - Forecasting the price of electricity in the cash and advance markets and designing the optimal model for selling electricity in the mentioned markets with the Copola function approach.
  Arash Jalebi mahmood khodam hossein mohammadnezhad
• Open Access Article
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  37 - مدلسازی ارتباط شاخص قیمت در بازارهای مالی و رابطه مبادله در اقتصاد ایران (الگوی پرش قیمتی مرتون و رویکرد توابع کاپیولای شرطی)
  سیدعبدالمجید جلایی اسفندآبادی نوراله صالحی آسفیجی الهام شیوایی
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  38 - An Optimal Charge Framework Using Multivariate Copula for Day-ahead Scheduling of Electric Vehicle in Parking Lot Providing Power Markets
  Mohamad Amin Gharibi Hamed Nafisi Hossein Askarian Abyaneh Amin Hajizadeh
  10.30495/ijsee.2022.1954526.1183
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  39 - Energy Scheduling in Power Market under Stochastic Dependence Structure
  Mehdi Farhadkhani
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  40 - Forecasting the Global Gold Price Movement with Marginal Distribution Modeling Approach: An Application of the Copula GARCH Gaussian and t
  Mohammad reza Haddadi Younes Nademi Hamed Farhadi
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  41 - Dependence structure and portfolio risk in Iran exchange market by using GARCH-EVT-Copula method
  Farhad Ghaffari sahar fathi
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  42 - The assessment of extreme value theory and Copula - Garch models in prediction of value at risk and the expected short fall in portfolio Investment Company in Tehran stock exchange.
  ali alizadeh Mirfeiz Fallah
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  43 - The Analysis and Test of Spillover and Volatility Models in Tehran Stock Exchange (based on Copula family model)
  Mahsa Banakar Hashem Nikoomaram Hasan Ghalibaf Asl Mehrzad Minouei
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  44 - Copula approach for modeling the structure of oil price dependence and Iranian stock market indices
  Mehdi Agabaigi Ali Etemadi Milad Slamian
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  45 - Modeling the latent Volatilities of the stock exchange index using the copula-stochastic Volatility model
  Saeed Shahriyari Peyman Iman zadeh mehdi khoshnood
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  46 - Testing of Reciprocal Transfer of Bubble in Stock Exchange, Currency and Gold Markets (A case study: in Iran Using Copula Functions)
  Yagoob Zahedi nader rezaei vadoud Najjari
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  47 - Performance Comparison of tcopula GARCH-LVaR with GARCH-VaR To optimize the portfolio in the Tehran Stock Exchange
  Gholam Reza Taghizadegan , Gholamreza Zomorodian rasoul saadi, mirfeyz Fallah
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  48 - Providing a model of trading volume relationships, transaction value with stock returns and price bubbles in different industries of Tehran Stock Exchange by using COPPOLA functions and GARCH models
  jalil beytari hosein panahian
• Open Access Article
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  49 - Measuring portfolio Value at Risk: The application of copula approach
  Esmaeil Pishbahar sahar abedi
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  50 - Estimating the probability of Loss of Credit Portfolio using the sharp asymptotic method and Latent variable model
  Mohammad reza Haddadi Reza Maaboudi Saeedeh Fallahyan
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  51 - The investigate Irregular Behavioral Stock, Stock Expects and Stock Returns Using the Liponov and Kolmogorov Method and BDS in the Tehran Stock Exchange with an Emphasis on Copula Garch and Copula TGarch
  mohammadreza Navaeian Mohammadreza Vatanparast Hadi Saeidi Shaban Mohammadi
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  52 - Modeling The Dependency Of Stock Price Carsh With Approach On The Conditional Copula -Garch Function And Its Relationship With The Rational Stock Pricing Structure
  Vali Khodadadi Soheila Lashgarara Esmaeil Mazaheri Mohammad Ayati Mehr
  DOI: 10.30495/JDAA.1403.1079813
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  53 - The Lindley-Lindley Distribution: Characterizations, Copula, Properties, Bayesian and Non-Bayesian Estimation
  Christophe Chesneau Haitham Yousof G. Hamedani Mohamed Ibrahim
  10.30495/ijm2c.2021.681361
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  54 - Dimension Reduction of Big Data and Deleting Noise and Its Efficiency in the Decision Tree Method and Its Use in Covid 19
  Fazel Badakhshan Farahabadi Kianoush Fathi Vajargah Rahman Farnoosh
  10.30495/ijm2c.2022.1947200.1239
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  55 - Estimation of Multi-Component Reliability Parameter in a Non-identical-Component Strengths System Under Dependency of Stress and Strength Components
  Akram Kohansal
  10.71932/ijm.2023.1081413
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  56 - Cooperative and Non-cooperative TDOA Based Source Localization with Copula Function Using Semidefinite Relaxation
  Marjan Dadkhah Tehrani Hannan Lohrasbipeydeh
  10.30495/jce.2023.1996352.1281