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 |