Dependence Modeling on S&P 500 d=75 n=1,253 trading days
-33.334Negative Log-LikelihoodR-vine
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| R-vine#Params=2,3102026.05 | -33.334 | -62.982 | |
| Nested Gumbel#Params=122026.05 | -15.959 | -31.898 |
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| Method | Links | ||
|---|---|---|---|
| R-vine#Params=2,3102026.05 | -33.334 | -62.982 | |
| Nested Gumbel#Params=122026.05 | -15.959 | -31.898 |