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Benchmarks
Dependence Modeling on S&P 500 d=50 n=1,253 trading days
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-20.553
Negative Log-Likelihood
R-vine
-20.9788
-18.10465
-15.2305
-12.35635
May 22, 2026
Negative Log-Likelihood
AIC/n
Updated 9d ago
Evaluation Results
Method
Method
Links
Negative Log-Likelihood
AIC/n
R-vine
#Params=1,191
2026.05
-20.553
-39.204
Nested Gumbel
#Params=12
2026.05
-9.908
-19.797
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