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.

CategorySeriesMean valueStd. deviationSkewnessKurtosisJarque–Bera value

INTEB10.00020.109−0.4897.1911127.204
B20.00020.1350.28432.03551339.78
B30.00040.088−0.46925.43430690.48
B40.00030.0550.25672.188291426.2
B50.00130.1110.58048.356125313.6

BANKB60.00020.0270.12715.97010244.57
B70.00190.136−0.49942.19293567.38
B80.00040.0700.09938.98378823.13
B90.00070.0690.27417.30112467.58
B100.00020.0610.05212.8585916.55

FUNDB110.00040.073−0.35456.419173740.7
B120.00070.072−0.05531.50249454.89
B130.00130.3440.33626.87434723.43
B140.00050.1140.50340.80287051.22
B150.00030.1540.57957.251179249.7