4 citations · 5 across the 6 of their papers we have counts for
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q-fin.ST2020★ 4 cited
The Impact of Oil and Gold Prices Shock on Tehran Stock Exchange: A Copula Approach
Amir T. Payandeh Najafabadi, Marjan Qazvini, Reza Ofoghi
There are several researches that deal with the behavior of SEs and their relationships with different economical factors. These range from papers dealing with this subject through…
math.PR2020
On risk models with dependence
Marjan Qazvini
In this paper we consider the classical and Erlang(2) risk processes when the inter-claim times and claim amounts are dependent. We assume that the dependence structure is defined…