Table 10 Estimated parameter and loglikelihood results by the three copula approaches
From: Relationship between fintech by Google search and bank stock return: a case study of Vietnam
| Â | BankReturn and FinFintech | BankReturn and FinPayment | BankReturn and FinLending | BankReturn and FinWallet | |
|---|---|---|---|---|---|
Clayton | Parameter | 13.1362 | 2.1091 | 10.7072* | 7.9939 |
Log-likelihood | 7.897 | 10.22 | 3.131 | 7.622 | |
Gumbel | Parameter | 1.205 | 1.217 | 1.1 | 1.222 |
Log-likelihood | 7.842 | 7.568 | 2.223 | 10.15 | |
Normal | Parameter | 0.2892* | 0.3237* | 0.1408 | 0.3058*** |
Log-likelihood | 8.429 | 10.71 | 1.915 | 9.486 | |