Dimitri Volchenkov

affiliation not provided to SSRN

SCHOLARLY PAPERS

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Scholarly Papers (1)

A Regulated Market Under Sanctions. On Tail Dependence Between Oil, Gold, and Tehran Stock Exchange Index

Journal of Vibration testing and System Dynamic, 3 (3) pp. 297-311 | DOI: 10.5890/JVTSD.2019.09.004, 2019
Number of pages: 18 Posted: 15 Nov 2019
Abootaleb Shirvani and Dimitri Volchenkov
Texas Tech University - Department of Mathematics and Statistics and affiliation not provided to SSRN
Downloads 6 (654,257)

Abstract:

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Financial Econometrics; Tehran Stock Exchange; Regulated markets; Tail Dependence

A Regulated Market Under Sanctions: On Tail Dependence Between Oil, Gold, and Tehran Stock Exchange Index

Journal of Vibration testing and System Dynamic, 3 (3) pp. 297-311 | DOI: 10.5890/JVTSD.2019.09.004.
Posted: 07 Nov 2019
Abootaleb Shirvani and Dimitri Volchenkov
Texas Tech University - Department of Mathematics and Statistics and affiliation not provided to SSRN

Abstract:

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Financial Econometrics; Tehran Stock Exchange; Regulated markets; Tail Dependence