| Products |
| | RUD notes | SPO notes | DJQ notes | Time series models | AIC | SBIC | AIC | SBIC | AIC | SBIC |
| Panel A: AR( )-ARCH(p) models |
| AR()-ARCH() | | | | | | | AR()-ARCH() | | | | | | | AR()-ARCH() | | | | | | | AR()-ARCH() | | | | | | | AR()-ARCH() | | | | | | |
| Panel B: AR( )-GARCH(p, q) models |
| AR()-GARCH(1,1) | | | | | | | AR()-GARCH(1,2) | | | | | | | AR()-GARCH(1,3) | | | | | | | AR()-GARCH(1,4) | | | | | | | AR()-GARCH(1,5) | | | | | | | AR()-GARCH(2,1) | | | | | | | AR()-GARCH(2,2) | | | | | | | AR()-GARCH(2,3) | | | | | | | AR()-GARCH(2,4) | | | | | | | AR()-GARCH(2,5) | | | | | | |
| Panel C: AR( )-EGARCH(p, q) models |
| AR()-EGARCH(1,1) | | | | | | | AR()-EGARCH(1,2) | | | | | | | AR()-EGARCH(1,3) | | | | | | | AR()-EGARCH(1,4) | | | | | | | AR()-EGARCH(1,5) | | | | | | | AR()-EGARCH(2,1) | | | | | | | AR()-EGARCH(2,2) | | | | | | | AR()-EGARCH(2,3) | | | | | | | AR()-EGARCH(2,4) | | | | | | | AR()-EGARCH(2,5) | | | | | | |
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