Dependency analysis with Copula approaches in financial data

This study consists of five parts: introduction, material method, data set, findings and conclusion. In the first chapter, information is given about the importance of the copula function and the studies on copula functions. In the second part, copula functions and theory are emphasized. In the third section, the data set and its features are introduced. In the fourth chapter, an application on finance was made. In our application, the dependency structure between Dollar, Gold, Euro, Turkey CPI and Turkey Repo W1 data is modeled using the Copula method. The fifth section provides information about the results of our applications.