Research Article
Research on the Dependence Structure and Risk Spillover of Internet Money Funds Based on C-Vine Copula and Time-Varying t-Copula
Table 2
Descriptive analysis of log-return series of sample IMFs.
| Category | Series | Mean value | Std. deviation | Skewness | Kurtosis | Jarque–Bera | value |
| INTE | B1 | 0.0002 | 0.109 | −0.489 | 7.191 | 1127.204 | | B2 | 0.0002 | 0.135 | 0.284 | 32.035 | 51339.78 | | B3 | 0.0004 | 0.088 | −0.469 | 25.434 | 30690.48 | | B4 | 0.0003 | 0.055 | 0.256 | 72.188 | 291426.2 | | B5 | 0.0013 | 0.111 | 0.580 | 48.356 | 125313.6 | |
| BANK | B6 | 0.0002 | 0.027 | 0.127 | 15.970 | 10244.57 | | B7 | 0.0019 | 0.136 | −0.499 | 42.192 | 93567.38 | | B8 | 0.0004 | 0.070 | 0.099 | 38.983 | 78823.13 | | B9 | 0.0007 | 0.069 | 0.274 | 17.301 | 12467.58 | | B10 | 0.0002 | 0.061 | 0.052 | 12.858 | 5916.55 | |
| FUND | B11 | 0.0004 | 0.073 | −0.354 | 56.419 | 173740.7 | | B12 | 0.0007 | 0.072 | −0.055 | 31.502 | 49454.89 | | B13 | 0.0013 | 0.344 | 0.336 | 26.874 | 34723.43 | | B14 | 0.0005 | 0.114 | 0.503 | 40.802 | 87051.22 | | B15 | 0.0003 | 0.154 | 0.579 | 57.251 | 179249.7 | |
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