Dependence Modeling on S&P 500 d=50 n=1,253 trading days
-20.553Negative Log-LikelihoodR-vine
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| R-vine#Params=1,1912026.05 | -20.553 | -39.204 | |
| Nested Gumbel#Params=122026.05 | -9.908 | -19.797 |
Loading the SOTA2 catalog…
| Method | Links | ||
|---|---|---|---|
| R-vine#Params=1,1912026.05 | -20.553 | -39.204 | |
| Nested Gumbel#Params=122026.05 | -9.908 | -19.797 |