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Corresponding Author : Tehrani، Reza ؛ Writer : Mehrara، Mohsen ؛ Veisizadeh، Vahid ؛
Journal:Money and Economy»Winter 2021، Volume 16 - Number 1 Ranking ج (Ministry of Science/ISC (28 page(s) - From 43 to 70 )
Keywords:Multivariate GARCHCopulaCross HedgingIran Emerging Capital MarketDownside Risk.