Copula | ρ1 | ρ2 | ρ3 | ρ4 | ρ5 | ρ6 | ρ7 | ρ8 | ρ9 | ρ10 | υ | AIC | 总相 关性 |
Normal | −0.11 | 0.24 | 0.27 | 0.22 | 0.13 | 0.33 | −0.25 | 0.59 | 0.03 | −0.02 |
| 4.21 | 0.39 |
t | −0.13 | 0.23 | 0.25 | 0.17 | 0.09 | 0.31 | −0.24 | 0.57 | 0.06 | −0.03 | 8.86 | 5.11 | 0.39 |