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

Table 4

Results of the log-return series test for INTE, BANK, and FUND.

Category	Experimental variables	ADF test	value	ADF test	value
INTE	B1	−5.397684		−8.670909
	B2	−10.85343
	B3	−16.57159
	B4	−15.58782
	B5	−12.29044
BANK	B6	−10.0594		−17.08869
	B7	−14.9402
	B8	−15.2912
	B9	−14.6561
	B10	−10.0251
FUND	B11	−11.47712		16.81036
	B12	−10.83287
	B13	−13.06646
	B14	−22.30595
	B15	−11.83497