Var methods for the dynamic impawn rate of steel in inventory financing under autocorrelative return
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Publication:1926996
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
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Inventory, storage, reservoirs (90B05)
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