指标 | Gaussian Copula | t-Copula | Clayton Copula | Gumbel Copula | Frank Copula |
Parameters | 0.01 | 0.02 | 0.03 | 1.02 | 0.2 |
Kendll | 0.01 | 0.02 | 0.01 | 0.02 | 0.02 |
AIC | 1.4 | −16.41 | 0.07 | −1.15 | −1.28 |
BIC | 7.37 | −4.86 | 6.04 | 4.82 | 4.7 |
Loglik | 0.3 | 10.41 | 0.97 | 1.58 | 1.64 |