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 6

Parameters of C-vine copula and D-vine copula.

CopulaAICBICLog-likelihood

C-vine−71.0679−55.207338.534
D-vine−69.8468−53.986237.923