Var methods for the dynamic impawn rate of steel in inventory financing under autocorrelative return
type: Item
instance of: scholarly article
title: Var methods for the dynamic impawn rate of steel in inventory financing under autocorrelative return
zbMATH Open document ID: 1253.91088
author: He Juan
author: Jiang Xianglin
author: Wang Jian
author: Zhu Daoli
author: Zhen Lei
published in: European Journal of Operational Research
publication date: 2012-12-29T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 90B05
zbMATH DE Number: 6119557
zbMATH Keywords: finance
zbMATH Keywords: long-term var forecasting
zbMATH Keywords: dynamic impawn rate
zbMATH Keywords: inventory financing
describes a project that uses: FinTS
MaRDI profile type: Publication
full work available at URL: j.ejor.2012.06.005
OpenAlex ID: W2083346908
cites work: Generalized autoregressive conditional heteroscedasticity
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DOI: 10.1016/J.EJOR.2012.06.005
description: scientific article; zbMATH DE number 6119557