Period Model Data

Data Period (I) (1988.1-2004.12)

Data Period (II) (1992.1-2004.12)

Data Period (III) (1996.1-2004.12)

Symmetric Models

Asymmetric Models

Symmetric Models

Asymmetric Models

Symmetric Models

Asymmetric Models

MG & GIP

(real data)

(by AIC, BIC, FPE, SBC, SIC criteria)

(by AIC, FPE, SBC, SIC, HJC criteria)

(by AIC, FPE, SBC, SIC, HJC criteria)

MG & GIP

(simulated data)

(by AIC, BIC, SBC, SIC, HJC criteria)

(by AIC, FPESBC, SIC, HJC criteria)

(by AIC, FPE, SBC, SIC, HJC criteria)