项目

BTC

S&P500

${\mu }_i$

0.0011 (0.000)

0.0006 (0.000)

${\phi }_i$

0.0532 (0.037)

0.0555 (0.054)

${\alpha }_i$

0.0000 (0.000)

0.0000 (0.000)

${\beta }_i$

0.2106 (0.046)

0.4994 (0.056)

${\nu }_i$

0.7894 (0.039)

0.4999 (0.061)

AIC

−10630.8997

BIC

−10605.2014

Log Likelihood

5320.450