Heavy Metals: Might as Well Jump
Financial times series, and commodity prices in particular, are known to exhibit fat tails in the distribution of prices. As with many natural resources price series, the arrival of new information can lead to unexpectedly rapid changes—or jump—in prices. This suggests that natur...
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| Format: | Article |
| Language: | English |
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MDPI AG
2019-06-01
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| Series: | International Journal of Financial Studies |
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| Online Access: | https://www.mdpi.com/2227-7072/7/2/33 |