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

Table 3

The descriptive statistics after first-order differencing.

Category	Mean value	Std. deviation	Skewness	Kurtosis	Jarque–Bera	value
INTE	0.0005	0.041	0.034	13.020	6112.605
BANK	0.0007	0.038	0.082	16.510	11113.43
FUND	0.0006	0.083	0.393	18.909	15445.83