Copula

Bitcoin & Gold

Bitcoin & Ethereum

Normal

−3.155078

−2.619534

Student-t

−2.644454

−9.959406

Clayton

0.011215

−4.623443

SJC

6.120127

−5.574239

tv normal

−4.005762

−5.038872

tv SJC

15.310120

−6.549664