C-Vine | Pair-Copula | Par | Par2 | D-Vine | Pair-Copula | Par | Par2 |
1,2 | Student t | 0.91 | 3.44 | 1,2 | Student t | 0.91 | 3.44 |
1,3 | SBB1 | 0.23 | 2.69 | 2,3 | Student t | 0.88 | 3.54 |
1,4 | SBB1 | 0.24 | 1.93 | 3,4 | SBB1 | 0.31 | 1.80 |
2,3|1 | Student t | 0.42 | 5.50 | 1,3|2 | SG | 1.29 | 0.00 |
2,4|1 | SBB8 | 1.42 | 0.92 | 2,4|3 | Student t | 0.29 | 22.47 |
3,4|2,1 | Student t | 0.18 | 15.30 | 1,4|2,3 | SBB7 | 1.16 | 0.10 |
Loglike | 3267.965 | Loglike | 3257.191 | ||||
AIC | −6511.93 | AIC | 6492.382 | ||||
BIC | −6448.414 | BIC | −6434.159 |