Research Article
[Retracted] Risk Spillover: A New Perspective on the Study of Financing Difficulties for SMEs—Evidence from China
Table 3
Parameter estimation results of the time-varying t-copula model by SMEs on different banks.
| | Items | | | | AIC |
| | Banks | 5.05(7.69) | 0.029(3.22) | 0.953(56.74) | −713.5 | | State-owned banks | 5.88(6.21) | 0.029(2.52) | 0.954(43.54) | −809.9 | | Joint-stock banks | 5.62(7.66) | 0.028(3.48) | 0.952(62.10) | −669.1 | | City commercial banks | 5.61(7.69) | 0.028(3.97) | 0.959(85.61) | −820.2 |
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