An Empirical Analysis of Oil and Stock Markets’ Volatility Based on the DGC-MSV-t Model

Table 3

DIC result of CC-MSV, GC-MSV, DC-MSV, and DGC-MSV-t.

	Dbar	Dhat	pD	DIC
CC-MSV	3134.71	3089	45.712	3180.42
GC-MSV	3125.12	3081.49	43.629	3168.75
DC-MSV	3128.83	3077.95	50.88	3179.71
DGC-MSV-t	2712.07	2688.46	23.603	2735.67