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The Impact of Oil and Gold Prices’ Shock on Tehran Stock Exchange: A Copula Approach
Amir T. Payandeh Najafabadi
, Marjan Qazvini
, Reza Ofoghi
School of Mathematical & Computer Sciences
Research output
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INIS
oils
100%
stocks
100%
prices
100%
gold
100%
market
66%
data
33%
economy
22%
range
11%
volatility
11%
validation
11%
iran
11%
Economics, Econometrics and Finance
Gold Price
100%
Stock Exchange
100%
Stock Index
16%
Statistical Method
16%
Volatility
16%
Mathematics
Copula
100%
Training Data
20%
Dependence Structure
20%
Direct Relationship
20%
Statistical Method
20%
Cross-Validation
20%
Auto Regressive Integrated Moving Average
20%
Earth and Planetary Sciences
Financial Market
100%
Iran
16%