Dependence Modeling on S&P 500 d=98 n=1,253 trading days (full set)
-46.62-ℓ (Negative Log-Likelihood)
R-vine
Updated 9d ago
Evaluation Results
| Method | Links | ||
|---|---|---|---|
2026.05 | -46.62 | -87.325 | |
2026.05 | -21.24 | -42.461 |
R-vine
| Method | Links | ||
|---|---|---|---|
2026.05 | -46.62 | -87.325 | |
2026.05 | -21.24 | -42.461 |