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Benchmarks
Dependence Modeling on S&P 500 d=75 n=1,253 trading days
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-33.334
Negative Log-Likelihood
R-vine
-34.029
-29.33775
-24.6465
-19.95525
May 22, 2026
Negative Log-Likelihood
AIC/n
Updated 9d ago
Evaluation Results
Method
Method
Links
Negative Log-Likelihood
AIC/n
R-vine
#Params=2,310
2026.05
-33.334
-62.982
Nested Gumbel
#Params=12
2026.05
-15.959
-31.898
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