VaR methods for the dynamic impawn rate of steel in inventory financing under autocorrelative return
Year of publication: |
2012
|
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Authors: | Juan, He ; Xianglin, Jiang ; Wang, Jian ; Zhu, Daoli ; Lei, Zhen |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 223.2012, 1 (16.11.), p. 106-115
|
Subject: | Theorie | Theory | Stahlindustrie | Steel industry | VAR-Modell | VAR model |
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