spb/wp46_uqo

1\begin{tabular}{lccccccccc}2\toprule3 & \multicolumn{3}{c}{$h=1$} & \multicolumn{3}{c}{$h=5$} & \multicolumn{3}{c}{$h=22$} \\4\cmidrule(lr){2-4}\cmidrule(lr){5-7}\cmidrule(lr){8-10}5Model & ratio & 90\% CI & W/L/N & ratio & 90\% CI & W/L/N & ratio & 90\% CI & W/L/N \\6\midrule7GARCH-X(1,1) with lagged realized measure-N & 0.867*** & [0.82, 0.91] & 31/0/42 & 0.862** & [0.76, 0.93] & 7/0/42 & 1.075 & [0.95, 1.18] & 0/5/42 \\8GARCH-X(1,1) with lagged realized measure-t & 0.862*** & [0.81, 0.90] & 29/0/42 & 0.845** & [0.73, 0.91] & 9/1/42 & 1.028 & [0.89, 1.13] & 0/4/42 \\9HAR-RV & 7233429.886 & [0.94, 19270481.91] & 4/0/42 & 1176979.219 & [0.93, 3491778.15] & 2/0/42 & 68649.256 & [1.00, 209112.57] & 1/1/42 \\10HEAVY(1,1)-N & 0.870*** & [0.82, 0.91] & 21/0/42 & 0.863** & [0.76, 0.94] & 5/0/42 & 1.076 & [0.95, 1.18] & 0/5/42 \\11HEAVY(1,1)-t & 0.864*** & [0.81, 0.90] & 25/0/42 & 0.845** & [0.74, 0.92] & 7/0/42 & 1.027 & [0.89, 1.13] & 0/3/42 \\12log-HAR-RV & 0.864*** & [0.81, 0.89] & 30/2/42 & 0.843*** & [0.79, 0.87] & 19/1/42 & 0.929*** & [0.90, 0.96] & 4/1/42 \\13Realized EGARCH(1,1)-N & 0.852*** & [0.81, 0.88] & 30/1/42 & 0.837*** & [0.76, 0.88] & 25/1/42 & 0.928*** & [0.89, 0.96] & 2/1/42 \\14Realized EGARCH(1,1)-t & 0.878*** & [0.83, 0.90] & 28/2/42 & 3.918*** & [3.09, 3.61] & 4/18/42 & 8.083*** & [6.59, 7.32] & 0/28/42 \\15Realized GARCH(1,1), log-linear-N & 0.885*** & [0.84, 0.91] & 27/2/42 & 0.867*** & [0.80, 0.90] & 20/2/42 & 0.949*** & [0.92, 0.97] & 2/1/42 \\16Realized GARCH(1,1), log-linear-t & 0.906*** & [0.86, 0.93] & 27/2/42 & 3.301*** & [2.60, 2.99] & 3/20/42 & 7.032*** & [5.69, 6.35] & 2/27/42 \\17Realized-measure random walk & 10576.602* & [880.01, 21580.23] & 0/18/42 & 15997.299* & [781.36, 30671.20] & 0/28/42 & 34899.564* & [1215.48, 52805.63] & 0/26/42 \\18\bottomrule19\end{tabular}20