Dynamic Conditional Dependence for Turkey Earthquake Data: CD Vine Copula Approach
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Date
2021Author
METİN KARAKAŞ, Ayşe
DEMİR, Aslıhan
ÇALIK, Sinan
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The objective of this research was to use Turkey's major fault zones, which are located on fault lines, to
describe the dependency structure. The current study also intended to show the dynamic structure of the
conditional dependencies of the earthquake data in Turkey in terms of depth and magnitude, using the
CD-vine copula method. Conditional dependence, also known as the CD-vine method, makes obtaining a
complex dependency structure simpler. The current research uses 30 years of data from the Eastern
Anatolian Fault line and the North Anatolian Fault line to describe the dynamic conditional dependency
structure. As a consequence, this dependency structure is represented graphically and numerically in tables
and graphs.
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