International Journal of Engineering and Information Systems (IJEAIS)
  Year: 2019 | Volume: 3 | Issue: 10 | Page No.: 9-15
Comparison of Financial Data Analysis with Respect to Copulas and Linear Correlation Coefficient
Ahmed AL-Adilee, Ola Hasan AL-Lahaibat

Abstract:
This study aims to present comparison between the classical correlation coefficient and correlation via copula functions. We propose a model of financial data analysis of Iraq index, S&P and Dow jones index in order to demonstrate the weakness points of Iraq index with is comparing to the two worldwide index (S&P or Dow jones). We show several different tables of the results that we have obtained and figures that explain some different relations of the examine data.