Empirical safety stock estimation based on kernel and GARCH models
Juan R. Trapero, Manuel Cardós, Nikolaos Kourentzes
| Year of publication: |
2019
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|---|---|
| Authors: | Trapero, Juan R. ; Cardós, Manuel ; Kourentzes, Nikolaos |
| Published in: |
Omega : the international journal of management science. - Oxford [u.a.] : Elsevier, ISSN 0305-0483, ZDB-ID 124502-8. - Vol. 84.2018, p. 199-211
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| Subject: | Forecasting | Safety stock | Risk | Supply chain | Prediction intervals | Volatility | Kernel density estimation | GARCH | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Volatilität | Lieferkette | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Risiko | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.omega.2018.05.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011993170