A Mixture of Clayton, Gumbel, and Frank Copulas: A Complete Dependence Model

Table 3

Descriptive statistics of the returns series for CAL bank and GCB bank.

Index	Mean	Median	Minimum	Maximum	Standard deviation	Skewness	Kurtosis
CAL	0.001445	0.0000	−0.2000	0.6500	0.003936	10.2022	169.7232
GCB	0.009087	0.0000	−0.6500	3.7400	0.19880	15.25557	204.7648