Title

The Analysis of Extreme Risk Measures Based on Beta-Skew-t-EGARCH-POT Model

Authors

Zhenhu Jin, Valparaiso University
BaoShuai Zhang

Document Type

Article

Publication Date

2018

Journal Title

Southern Finance

Volume

498

Recommended Citation

Jin, Zhenhu and Zhang, BaoShuai, "The Analysis of Extreme Risk Measures Based on Beta-Skew-t-EGARCH-POT Model" (2018). Business Faculty Publications. 71.
https://scholar.valpo.edu/cba_fac_pub/71