Copula函数 | GH copula | Clayton copula | Frank copula |
参数估计值 | 2.6583 | 2.1839 | 15.7759 |
OLS | 0.0147 | 0.0128 | 0.0175 |
AIC | −5675.3065 | −5862.2452 | −5444.6998 |