Survey of the Dependency Coefficient among Market Structure Indices in the Iranian Manufacturing by the Conditional Vine Copulas Function Approach
Survey of the Dependency Coefficient among Market Structure Indices in the Iranian Manufacturing by the Conditional Vine Copulas Function Approach

Mohammad Nabi Shahiki Tash; Farhad Khodadad Kashi; Mohammad Mirbagherijam

Volume 4, Issue 1 , September 2017, , Pages 29-54

Abstract
  In this study, first the market indices of the 140 numbers of industries by four-digit ISIC code in the economy of Iran has calculated during the years of 1999-2011. Then, the dependency ...  Read More