Sedigheh Shams

Sedigheh Shams

Alzahra University - Tehran / Iran
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 5544452
دانشگاه الزهرا
person_outline Sedigheh Shams's MOST POPULAR ARTICLES
1-) A copula-GARCH model of conditional dependencies: estimating Tehran market stock exchange value-at-risk Journal of Statistical and Econometric Methods 2 (2), 39-50, 2013
2-) Copula approach for modeling oil and gold prices and exchange rate co-movements in Iran Int. J. Stat. Appl 4 (3), 172-175, 2014
3-) Maximum of second-order Taylor approximation of entropy Applied Mathematical Sciences 5 (64), 3191-3200, 2011
4-) The copula approach to sample selection model for dependence structure between participation and income of Iranian female head of householdS Shams, S RezaeeInternational Journal of Statistics and Economics 14 (2), 104-113, 201412014
5-) Maximum of second-order Taylor approximation of entropyS ShamsApplied Mathematical Sciences 5 (64), 3191-3200, 201112011