$\delta$

$\omega$

$\alpha$

$\beta$

${\tau }^U$

${\tau }^L$

${\omega }^U$

Normal Copula

0.4287

-

-

-

-

-

-

Time-Varying Copula

-

0.0051

0.1041

2.0468

-

-

-

SJC Copula

-

-

-

-

0.1725

0.2842

-

Time-Varying SJC Copula

-

-

-

-

-

-

2.2202