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

Table 9

VaR value for INTE, BANK, and FUND (2016–2019).

	INTE	BANK	FUND
2016	0.1169	0.0645	0.1073
2017	0.1239	0.0706	0.1410
2018	0.1141	0.0726	0.1626
2019	0.1225	0.1222	0.3805
Mean value	0.1169	0.0830	0.2034