@incollection{, 8914AC2E2594D965002836338EECC78B , author={{JianhuaDing}}, journal={{Global Journal of Management and Business Research}}, journal={{GJMBR}}2249-45880975-585310.34257/GJMBR, address={Cambridge, United States}, publisher={Global Journals Organisation}1831116 } @incollection{b0, , title={{The dynamics of palladium and platinum prices}} , author={{ BAdrangi } and { AChatrath }} , journal={{Computational Economics}} 19 2 , year={2002} } @incollection{b1, , title={{Information theory and an extension of the maximum likelihood principle}} , author={{ HAkaike } and { BNPetrov } and { FCsáki }} , booktitle={{nd International Symposium on Information Theory}} Tsahkadsor, Armenia, USSR , year={1973} 2 } @incollection{b2, , title={{Superstitious seasonality in precious metals markets? Evidence from GARCH models with time-varying skewness and kurtosis}} , author={{ BAuer }} , journal={{Applied Economics}} 47 , year={2015} } @incollection{b3, , title={{Exponentially decreasing distributions for the logarithm of particle size}} , author={{ OBarndorff -Nielsen }} , journal={{Proceedings of the Royal Society}} 353 , year={1977} } @incollection{b4, , title={{Speculative investment, heavy-tailed distribution and risk management of Bitcoin exchange rate returns}} , author={{ PBueno } and { EFortes } and { KVlachoski }} , journal={{Journal of Progressive Research in Social Sciences}} 5 , year={2017} } @incollection{b5, , title={{Macro news and commodity returns}} , author={{ GCaproale } and { FSpagnolo } and { NSpagnolo }} , journal={{International Journal of Finance and Economics}} 22 , year={2017} } @incollection{b6, , title={{Empirical properties of asset returns: stylized facts and statistical issues}} , author={{ RCont }} , journal={{Quantitative Finance}} 1 , year={2001} } @incollection{b7, , title={{Do scarce precious metals equate to safe harbor investments? The case of platinum and palladium}} , author={{ JDiaz }} , journal={{Economic Research International}} 2016 , year={2016} } @incollection{b8, , title={{Estimation of NIG and VG models for high frequency financial data}} , author={{ JFigueroa-Lopez } and { SLancette } and { KLee } and { YMi }} , booktitle={{Handbook of Modeling High-Frequency Data in Finance}} , editor={ FViens MCMariani IFlorescu } USA , publisher={John Wiley & Sons, Inc} , year={2011} } @incollection{b9, , title={{Heavy-tailed distribution and risk management of equity market tail events}} , author={{ ZGuo }} , journal={{Journal of Risk & Control}} 4 , year={2017a} } @incollection{b10, , title={{GARCH models with fat-tailed distributions and the Hong Kong stock market returns}} , author={{ ZGuo }} , journal={{International Journal of Business and Management}} 12 , year={2017b} } @incollection{b11, , title={{Autoregressive conditional density estimation}} , author={{ BHansen }} , journal={{International Economic Review}} 35 , year={1994} } @incollection{b12, , title={{Risk management of precious metals}} , author={{ SHammoudeh } and { FMalik } and { MMc Aleer }} , journal={{Quarterly Review of Economics and Finance}} 51 , year={2011} } @incollection{b13, , title={{Über die Wahrscheinlichkeit der Potenzsummen der Beobachtungs fehler und uber einige damit in Zusammenhang stehende Fragen}} , author={{ FHelmert }} , journal={{Zurich Math Physics}} 21 , year={1876} } @book{b14, , title={{Goodness-of-Fit Tests and Model Validity}} , author={{ CHuber-Carol } and { NBalakrishnan } and { MNikulin } and { MMesbah }} , year={2002} , publisher={Springer} } @book{b15, , title={{Normal reciprocal inverse Gaussian distribution and the stock market returns in Japan}} , author={{ KKayaba } and { YHirano } and { MBaba } and { NMatsui } and { NUeda }} , year={2017} , note={Working paper} } @incollection{b16, , title={{Are precious metals a hedge against exchange-rate movements? An empirical exploration using Bayesian additive regression trees}} , author={{ CPierdzioch } and { MRisse } and { SRohloff }} , journal={{The North American Journal of Economics and Finance}} 38 , year={2016} } @book{b17, , title={{The generalized hyperbolic model: estimation, financial derivatives, and risk measures}} , author={{ KPrause }} , year={1999} , note={Ph.D. Dissertation} } @incollection{b18, , title={{Goodness-of-fit tests}} , author={{ DTaeger } and { SKuhnt }} , booktitle={{Statistical Hypothesis Testing with SAS and R}} , publisher={Wiley Online Library} , year={2014} }