keyword Copula ‎/ (2 Article)

1.

Portfolio Optimization under Varying Market Risk Conditions: Copula Dependence and Marginal Value Approaches

Writer : Ahmadi، Zhila ؛ Ghodrati Ghezaani، Hasan ؛ Madanchi Zaj، Mehdi ؛ Jabbari، Hossein ؛ Farzinfar، Aliakbar ؛

Journal:Advances in Mathematical Finance and Applications»Winter 2024, Volume 9 - Issue 1 Ranking الف (Ministry of Science/ISC (‎15 page(s) - From 321 to 335 )
Keywords:Copula Market risk Extreme Value Theory Asset Portfolio

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2.

Applying the GARCH and COPULA Models to Examine the Relationship Between Trading Volume and the Value of Trading with the Bubble Pricing

Corresponding Author : Beytary، Jalil ؛ Writer : Panahian، Hossein ؛

Journal:Advances in Mathematical Finance and Applications»Spring 2022, Volume 7 - Issue 2 Ranking الف (Ministry of Science/ISC (‎13 page(s) - From 423 to 435 )
Keywords:transaction value GARCH Copula Volume of Exchanges Bubble Price

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الف ‎ (2 Article)