Number of rejections of null of equal or greater loss than RV-5 min using (our MSE statistic)
| Bandwidth . | 5 . | 20 . | 60 . | 120 . | 300 . | 600 . | 900 . | Opt . |
|---|---|---|---|---|---|---|---|---|
| RV | 3 | 1 | 1 | 0 | 0 | 0 | 0 | |
| TSRV | 4 | 2 | 5 | 8 | 7 | 1 | 1 | 4 |
| MSRV | 4 | 2 | 5 | 7 | 5 | 0 | 0 | 4 |
| RK | 4 | 2 | 2 | 2 | 2 | 0 | 0 | 2 |
| PARV | 4 | 2 | 5 | 8 | 15 | 2 | 1 | 5 |
| QMLE | 2 | 0 | 0 | 0 | 0 | 0 | 0 |
| Bandwidth . | 5 . | 20 . | 60 . | 120 . | 300 . | 600 . | 900 . | Opt . |
|---|---|---|---|---|---|---|---|---|
| RV | 3 | 1 | 1 | 0 | 0 | 0 | 0 | |
| TSRV | 4 | 2 | 5 | 8 | 7 | 1 | 1 | 4 |
| MSRV | 4 | 2 | 5 | 7 | 5 | 0 | 0 | 4 |
| RK | 4 | 2 | 2 | 2 | 2 | 0 | 0 | 2 |
| PARV | 4 | 2 | 5 | 8 | 15 | 2 | 1 | 5 |
| QMLE | 2 | 0 | 0 | 0 | 0 | 0 | 0 |
Note: The table elements state the number of securities for which the null of equal or worse MSE than 5-min RV is rejected (max = 50).
Number of rejections of null of equal or greater loss than RV-5 min using (our MSE statistic)
| Bandwidth . | 5 . | 20 . | 60 . | 120 . | 300 . | 600 . | 900 . | Opt . |
|---|---|---|---|---|---|---|---|---|
| RV | 3 | 1 | 1 | 0 | 0 | 0 | 0 | |
| TSRV | 4 | 2 | 5 | 8 | 7 | 1 | 1 | 4 |
| MSRV | 4 | 2 | 5 | 7 | 5 | 0 | 0 | 4 |
| RK | 4 | 2 | 2 | 2 | 2 | 0 | 0 | 2 |
| PARV | 4 | 2 | 5 | 8 | 15 | 2 | 1 | 5 |
| QMLE | 2 | 0 | 0 | 0 | 0 | 0 | 0 |
| Bandwidth . | 5 . | 20 . | 60 . | 120 . | 300 . | 600 . | 900 . | Opt . |
|---|---|---|---|---|---|---|---|---|
| RV | 3 | 1 | 1 | 0 | 0 | 0 | 0 | |
| TSRV | 4 | 2 | 5 | 8 | 7 | 1 | 1 | 4 |
| MSRV | 4 | 2 | 5 | 7 | 5 | 0 | 0 | 4 |
| RK | 4 | 2 | 2 | 2 | 2 | 0 | 0 | 2 |
| PARV | 4 | 2 | 5 | 8 | 15 | 2 | 1 | 5 |
| QMLE | 2 | 0 | 0 | 0 | 0 | 0 | 0 |
Note: The table elements state the number of securities for which the null of equal or worse MSE than 5-min RV is rejected (max = 50).
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