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‎Copula functions as a model can show the relationship between variables‎. ‎Appropriate copula function for a specific application is a function that shows the dependency between data in a best way‎. ‎Goodness of fit tests theoretically are the best way in selection of copula function‎. ‎Different ways of goodness of fit for copula exist‎. ‎In this paper we will examine the goodness of fit tests from theoretical point of view and evaluate three different methods for comparing the copula functions as well as numerical comparison in order to show the advantage and weak points of each method‎. ‎At the end we will analyze the methods of discussed test by using the information from Tehran Stock Exchange‎. 

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Drought is one of the most important concepts in hydrology, which has gained increased significance in recent years,
and the results of its modeling and analysis are crucial for risk assessment and management. This study examines drought at
the Zahedan station during the statistical period from 1951 to 2017 using the standardized precipitation index and explains
multivariate data modeling methods using Vine Copulas. Various models are compared using goodness-of-fit criteria, and
the best model is selected. Additionally, joint return periods are calculated and analyzed.