List of Articles dependence structure

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  1 - 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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  2 - 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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  3 - 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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  4 - Dependence structure between Iranian financial system’s sub sectors: a vine copula approach
  Soheil Khalili Reza Tehrani
• Open Access Article
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  5 - 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
• Open Access Article
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  6 - 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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  7 - Energy Scheduling in Power Market under Stochastic Dependence Structure
  Mehdi Farhadkhani
• Open Access Article
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  8 - Dependence structure and portfolio risk in Iran exchange market by using GARCH-EVT-Copula method
  Farhad Ghaffari sahar fathi