Best model for each pair vs DCC model
| AIC | BIC | |
|---|---|---|
| (BTC, S&P 500) | Asymmetric Student-t | Student-t |
| (BTC, NASDAQ) | Asymmetric Student-t | Asymmetric Student-t |
| (BTC, VIX) | Asymmetric Student-t X | Asymmetric Student-t |
| (BTC, WTI) | Asymmetric Student-t | Asymmetric Student-t |
| AIC | BIC | |
|---|---|---|
| (BTC, S&P 500) | Asymmetric Student- | Student- |
| (BTC, NASDAQ) | Asymmetric Student- | Asymmetric Student- |
| (BTC, VIX) | Asymmetric Student- | Asymmetric Student- |
| (BTC, WTI) | Asymmetric Student- | Asymmetric Student- |
Note(s): “X” indicates that the model was estimated with the explanatory variables gold (GOLD), interest rates (DGS10), market expectations (T10Y3M), expected inflation (T10YIE)
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