Copula

$\theta$

Dof

Copula

$\theta$

Dof

AIC

Gaussian

0.565*** (0.000)

/

Gaussian

−0.447*** (0.000)

/

−79.728

Gaussian

0.990*** (0.000)

/

t

−0.139* (0.034)

4.352** (0.008)

−76.982

Gaussian

−0.488*** (0.000)

/

Clayton

0.591* (0.018)

/

−73.848

Gaussian

−0.591*** (0.000)

/

Gumbel

1.131*** (0.000)

/

−61.416

t

−0.010 (0.675)

2.745** (0.010)

Gaussian

−0.262** (0.007)

/

−89.191

t

0.028 (0.524)

2.708* (0.014)

t

−0.252** (0.009)

14.698 (0.243)

−88.848

t

−0.214* (0.015)

5.166* (0.027)

Clayton

0.789 (0.074)

/

−77.264

t

−0.137* (0.033)

4.315** (0.008)

Gumbel

8.376 (0.246)

/

−76.836

Clayton

0.591* (0.018)

/

Gaussian

−0.488*** (0.000)

/

−73.840

Clayton

0.789 (0.074)

/

t

−0.214* (0.015)

5.167* (0.027)

−77.258

Clayton

0.714 (0.146)

/

Clayton

0.010 (0.613)

/

8.189

Clayton

0.726 (0.147)

/

Gumbel

1.010*** (0.000)

/

7.623

Gumbel

1.131*** (0.000)

/

Gaussian

−0.591*** (0.000)

/

−61.408

Gumbel

8.339 (0.249)

/

t

−0.139* (0.032)

4.337** (0.008)

−76.845

Gumbel

1.151*** (0.000)

/

Clayton

0.010 (0.616)

/

6.036

Gumbel

1.167** (0.002)

/

Gumbel

1.010*** (0.000)

/

9.051