Tail Risk in the Chinese Vegetable Oil Market: Based on the EGAS-EVT Model

Table 4

Results of parameter estimation for EGAS (1,1)-SKST model.

Soybean oil	0.051642	0.990683	−0.061800	6.800666
Rapeseed oil	0.118198	0.97477	−0.010878	3.297259
Palm oil	0.047381	0.994420	−0.063079	7.926744