Parham, GholamaliDaneshkhah, AlirezaChatrabgoun, Omid2014-04-302014-04-302013-11-01G. Parham, A. Daneshkhah and O. Chatrabgoun, Approximation Multivariate Distribution of Main Indices of Tehran Stock Exchange with Pair-Copula, Journal of Modern Applied Statistical Methods, 2013, Volume 12, Issue 2, Pages 405-426.1538-9472http://dspace.lib.cranfield.ac.uk/handle/1826/8406The multivariate distribution of five main indices of Tehran stock exchange is approximated using a pair-copula model. A vine graphical model is used to produce an n-dimensional copula. This is accomplished using a flexible copula called a minimum information (MI) copula as a part of pair-copula construction. Obtained results show that the achieved model has a good level of approximation.Article