Var methods for the dynamic impawn rate of steel in inventory financing under autocorrelative return

DOI10.1016/j.ejor.2012.06.005zbMath1253.91088OpenAlexW2083346908MaRDI QIDQ1926996

Zhen Lei, Jiang Xianglin, Wang Jian, Zhu Daoli, He Juan

Publication date: 29 December 2012

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2012.06.005

zbMATH Keywords

financedynamic impawn rateinventory financinglong-term var forecasting

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Inventory, storage, reservoirs (90B05)

Related Items (4)

Portfolio optimization for inventory financing: copula-based approaches ⋮ Inventory financing with overconfident supplier based on supply chain contract ⋮ A Simple Survey for Supply Chain Finance Risk Management with Applications of Blockchain ⋮ Strategy selection of inventory financing based on overconfident retailer

Uses Software

• FinTS

Cites Work

• Joint logistics and financial services by a 3PL firm
• Generalized autoregressive conditional heteroscedasticity
• Trade credit for supply chain coordination
• Conditional Heteroskedasticity in Asset Returns: A New Approach
• Supply Contracts with Financial Hedging
• Analysis of Financial Time Series

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