| S&P | FTSE | DAX | CAC | SMI | EURO | S&P_TSX | N225 | KOSPI | HSI | BSESN | SSE |
Dist. | Student-t distribution | |||||||||||
AIC | 2.749 | 2.861 | 3.269 | 3.329 | 2.792 | 3.337 | 2.636 | 3.492 | 2.963 | 3.371 | 3.279 | 3.696 |
BIC | 2.762 | 2.874 | 3.282 | 3.342 | 2.805 | 3.350 | 2.649 | 3.506 | 2.977 | 3.385 | 3.293 | 3.709 |
| skewed Student-t distribution | |||||||||||
AIC | 2.741 | 2.855 | 3.264 | 3.325 | 2.785 | 3.334 | 2.610 | 3.482 | 2.955 | 3.369 | 3.279 | 3.690 |
BIC | 2.756 | 2.870 | 3.279 | 3.339 | 2.801 | 3.349 | 2.626 | 3.498 | 2.971 | 3.385 | 3.294 | 3.707 |
| Generalized error distribution | |||||||||||
AIC | 2.739 | 2.856 | 3.262 | 3.328 | 2.795 | 3.334 | 2.635 | 3.489 | 2.957 | 3.367 | 3.282 | 3.687 |
BIC | 2.752 | 2.869 | 3.275 | 3.341 | 2.808 | 3.347 | 2.649 | 3.502 | 2.970 | 3.380 | 3.295 | 3.701 |