Likelihood estimation on S&P 500 (d=98)
-46.6Neg Log-Likelihood (-ℓ̄)
R-vine
Updated 2mo ago
Evaluation Results
| Method | Links | ||
|---|---|---|---|
2026.05 | -46.6 | -87.3 | |
2026.05 | -21.2 | -42.5 | |
2026.05 | -20.6 | -41.2 | |
2026.05 | -20.3 | -40.6 |
R-vine
| Method | Links | ||
|---|---|---|---|
2026.05 | -46.6 | -87.3 | |
2026.05 | -21.2 | -42.5 | |
2026.05 | -20.6 | -41.2 | |
2026.05 | -20.3 | -40.6 |