Research on the Dependence Structure and Risk Spillover of Internet Money Funds Based on <i>C</i>-Vine Copula and Time-Varying <i>t</i>-Copula

<table class="table-group" id="tab10"><tr><td><table class="table"><tr><td class="thead-hr" colspan="6"><hr/></td></tr><tr class="thead"><td class="align_left"></td><td class="align_center">Parameter 1</td><td class="align_center">Parameter 2</td><td class="align_center">Parameter 3</td><td class="align_center">AIC</td><td class="align_center">LogL</td></tr><tr><td class="thead-hr" colspan="6"><hr/></td></tr><tr><td class="align_left">INTE-BANK</td><td class="align_center">18.5768</td><td class="align_center">0.0344</td><td class="align_center">0.8705</td><td class="align_center">−15.9343</td><td class="align_center">10.967</td></tr><tr><td class="align_left">INTE-FUND</td><td class="align_center">13.6868</td><td class="align_center">0.0439</td><td class="align_center">0.7623</td><td class="align_center">−11.5089</td><td class="align_center">8.754</td></tr><tr><td class="align_left">BANK-FUND</td><td class="align_center">5.3921</td><td class="align_center">0.0000</td><td class="align_center">0.9301</td><td class="align_center">−43.9061</td><td class="align_center">24.953</td></tr><tr class="table-tr"><td colspan="6"><hr class="tbody-hr"/></td></tr></table></td></tr></table>

<div>Results of time-varying <i>t</i>-copula parameter estimation for IMFs.</div>

Complexity

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Table 10

Table 10: Research on the Dependence Structure and Risk Spillover of Internet Money Funds Based on <i>C</i>-Vine Copula and Time-Varying <i>t</i>-Copula 

Complexity

Research on the Dependence Structure and Risk Spillover of Internet Money Funds Based on C-Vine Copula and Time-Varying t-Copula

Table 10