List of Articles تابع کاپولا

• Open Access Article
  • Abstract Page
  • Full-Text
  
  1 - portfolio optimization based on modeling of dependence structure and extreme value theory
  mohamad safaei alireza saranj Mehdi Zolfaghari
• Open Access Article
  • Abstract Page
  • Full-Text
  
  2 - 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
  • Abstract Page
  • Full-Text
  
  3 - 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
  • Abstract Page
  • Full-Text
  
  4 - Dependence structure and portfolio risk in Iran exchange market by using GARCH-EVT-Copula method
  Farhad Ghaffari sahar fathi
• Open Access Article
  • Abstract Page
  • Full-Text
  
  5 - بررسی روابط حجم بازده در بازده ایران با استفاده از توابع کاپولا و در شرایط بحرانی
  رسول سجاد محسن نوروزی
• Open Access Article
  • Abstract Page
  • Full-Text
  
  6 - 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