basket,loss,model,n,mean,ratio,dm_stat,dm_p
equity_etf,mv_qlike,scalar_bekk11,2722,2.1022684497019126,0.8937381038793786,-1.6390140927991805,0.10132593053557117
equity_etf,mv_qlike,ewma_cov094,2722,2.2079469873256063,0.9386652566651885,-1.170491306878631,0.2419058123406745
equity_etf,mv_qlike,ccc_garch11,2722,2.3522197840472074,1.0,0.0,1.0
equity_etf,mv_qlike,dcc11,2722,2.001687186944261,0.8509779572979259,-9.833728557794707,1.8979897247385976e-22
equity_etf,mv_qlike,rolling_cov252,2722,2.6852232421789535,1.141569873865606,1.0565312362405856,0.2908193704186177
equity_etf,mv_qlike,adcc11,2722,2.001097028723887,0.850727063132178,-9.715976173634598,5.836654363160476e-22
equity_etf,frobenius,scalar_bekk11,2722,259.7339163423129,1.269658181967789,1.302921275391835,0.1927118889918092
equity_etf,frobenius,ewma_cov094,2722,246.81232093961114,1.2064935034454216,1.394213834734459,0.16336687160319346
equity_etf,frobenius,ccc_garch11,2722,204.56995436343536,1.0,0.0,1.0
equity_etf,frobenius,dcc11,2722,201.42106503601764,0.9846072736477056,-0.5395868851744543,0.5895261142124607
equity_etf,frobenius,rolling_cov252,2722,333.2920262245277,1.6292325393611176,1.348150493005064,0.1777221980786735
equity_etf,frobenius,adcc11,2722,201.05508513356475,0.9828182528523902,-0.5823230661746638,0.5603973381274615
equity_etf,pf_qlike,scalar_bekk11,2722,0.4532159847687241,1.0746292107638937,2.989833204387849,0.0028163057365358356
equity_etf,pf_qlike,ewma_cov094,2722,0.3921974727731259,0.9299470336308907,-1.3258301775908872,0.18500724518068412
equity_etf,pf_qlike,ccc_garch11,2722,0.4217417321520213,1.0,0.0,1.0
equity_etf,pf_qlike,dcc11,2722,0.42952802286353764,1.0184622249066633,1.9168509893563015,0.05536149034987912
equity_etf,pf_qlike,rolling_cov252,2722,0.706590389961871,1.675410176641407,3.4572605524549993,0.0005540691420651472
equity_etf,pf_qlike,adcc11,2722,0.42993761746166287,1.0194334226016013,1.9791721078680904,0.04789728397334826
cross_asset_etf,mv_qlike,adcc11,2722,4.039979940443929,0.9707741816636271,-5.7704739119684705,8.798122343672016e-09
cross_asset_etf,mv_qlike,scalar_bekk11,2722,4.0718466921959955,0.9784315018262096,-2.2547404119902237,0.024228819916374388
cross_asset_etf,mv_qlike,rolling_cov252,2722,4.78896557643863,1.1507493123769423,3.443225362776239,0.0005835057714158379
cross_asset_etf,mv_qlike,ewma_cov094,2722,4.091911399795668,0.983252887176517,-0.9233502241749649,0.3559065918640501
cross_asset_etf,mv_qlike,dcc11,2722,4.037199671801584,0.9701061058177405,-6.9571606046935415,4.332715759724666e-12
cross_asset_etf,mv_qlike,ccc_garch11,2722,4.161606289858851,1.0,0.0,1.0
cross_asset_etf,frobenius,adcc11,2722,768.5823995115186,0.9866513157945368,-0.8436365843499062,0.3989466720553181
cross_asset_etf,frobenius,scalar_bekk11,2722,778.0051508156886,0.9987475724594992,-0.06566343091314676,0.947650611232694
cross_asset_etf,frobenius,rolling_cov252,2722,874.794970203997,1.1229994454085608,1.644744205368439,0.10013808305702705
cross_asset_etf,frobenius,ewma_cov094,2722,754.8289490310309,0.968995616129917,-1.1634934633268759,0.2447313653266676
cross_asset_etf,frobenius,dcc11,2722,768.549212357492,0.9866087124910933,-0.9984212111111751,0.3181639308494671
cross_asset_etf,frobenius,ccc_garch11,2722,778.9807677827802,1.0,0.0,1.0
cross_asset_etf,pf_qlike,adcc11,2722,0.3972621414408041,0.9807043160873584,-1.822060817153485,0.06855548186126455
cross_asset_etf,pf_qlike,scalar_bekk11,2722,0.4267060601105278,1.0533912779438181,1.3999087235330685,0.16165465578453236
cross_asset_etf,pf_qlike,rolling_cov252,2722,0.594170873373401,1.4668046089096525,2.5063820692021768,0.0122552811869186
cross_asset_etf,pf_qlike,ewma_cov094,2722,0.376781981277855,0.9301458073074389,-1.9038333322947796,0.05703729081415969
cross_asset_etf,pf_qlike,dcc11,2722,0.3988385151236243,0.9845958434020463,-1.9119340581840367,0.05598957183339504
cross_asset_etf,pf_qlike,ccc_garch11,2722,0.4050784063291683,1.0,0.0,1.0