Research Article
Tail Risk in the Chinese Vegetable Oil Market: Based on the EGAS-EVT Model
Table 3
EGAS (1,1) model AIC and SC estimation results.
| | | Assumed distribution | AIC | SC |
| | Soybean oil | N | −6.3496 | −6.3498 | | ST | −6.3562 | −6.3937< | | GED | −6.3994 | −6.3908 | | SKST | −6.4038< | −6.3931 |
| | Rapeseed oil | N | −6.2403 | −6.2338 | | ST | −6.6442< | −6.6355< | | GED | −6.620 | −6.6121 | | SKST | −6.6436 | −6.6327 |
| | Palm oil | N | −6.0132 | −6.0068 | | ST | −6.0457 | −6.0372< | | GED | −6.0421 | −6.0335 | | SKST | −6.0472< | −6.0365 |
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