Copula: how to estimate dependence parameters?

Hi, my assignment is to verify the presence of financial contagion between US stock market and some European stock markets during the subprime crisis using copula models. To do this, I have to fit the marginal distributions to my data and then using these distributions to fit the best copulas from some families. I have two questions:

1. How can I calculate the log-likelihood of every copula family and then the AIC-BIC criteria to choose the best copula?
2. How can I estimate the dependence parameters of every copula? I use the copulafit function, but it estimates only the Spearman's rho.

This is an example of how I did it. I don't know if it's right or I did it wrong, so I hope someone could help me, would be very grateful! Thanks in advance.

[Alexander McInnes]

Wondering if you figured out a method?