Discrete Dynamics in Nature and Society / 2015 / Article / Tab 3

Research Article

Asymmetric Procyclicality of Chinese Banking and the Countercyclical Buffer of Basel III

Table 3

Results for the copula models.

CoefficientStd errorAICBICLLF

Static Gaussian

Static SJC

Time-varying Gaussian

Time-varying SJCConstant
Constant