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0111 · Jan 202019922001200920172026
1 result for “ARIMA-Copula”
The Impact of Oil and Gold Prices Shock on Tehran Stock Exchange: A Copula Approachq-fin.ST

Study examines impact of oil and gold prices on Tehran Stock Exchange.

problem Impact of oil and gold prices on Tehran Stock Exchange.
method ARIMA-Copula model, cross-validation, Clayton copula.
result TSE is indirectly influenced by gold price through other factors such as oil; TSE is not independent of oil price volatility.
Tehran Stock Exchangeoil pricegold priceclayton copulaARIMA-Copula
2020-01-30abs ↗pdf ↗