Economic Policy Uncertainty and Conditional Dependence between China and U.S. Stock Markets

Table 4

Estimation results for the marginal distribution model.

					Log-lik
SSEC	0.0003	1.1081E − 06	0.9388	0.0599	1.0696e + 04
	(0.0002)	(3.1475E − 07)	(0.0029)	(0.0036)
S&P 500	0.0006	3.0093E − 06	0.8297	0.1491	1.2234e + 04
	(0.0001)	(4.1251E − 07)	(0.0097)	(0.0094)

Note. The number in parenthesis is the standard error.