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  • Search: subject:"VAR(1) model"
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Year of publication
Subject
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Theorie 2 Theory 2 Autocorrelation 1 Autokorrelation 1 Base stock policy 1 Bivariate VAR(1) model 1 Bullwhip effect 1 Bullwhip-Effekt 1 Cointegration 1 Gold 1 Hedging 1 Hotel industry 1 Hotellerie 1 Hotelling T2 chart 1 Inflation 1 Inflation convergence 1 Inflationskonvergenz 1 Inventory model 1 Kointegration 1 Lagerhaltungsmodell 1 Lieferkette 1 MSI-VAR(1) model 1 Quality control 1 Quality management 1 Qualitätsmanagement 1 Simulation 1 Statistical process control 1 Statistical quality control 1 Statistische Qualitätskontrolle 1 Supply chain 1 Time series analysis 1 US dollar 1 US-Dollar 1 USA 1 United States 1 VAR (1) model 1 VAR model 1 VAR(1) model 1 VAR-Modell 1 Viet Nam 1
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CC license 1 Free 1 Undetermined 1
Type of publication
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Article 4
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 3 Undetermined 1
Author
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Costa, Antonio Fernando Branco 1 Huynh Trung Luong 1 Leoni, Roberto Campos 1 Levendovszky, János 1 Machado, Marcela Aparecida Guerreiro 1 Nguyen Thi Thanh Binh 1 Sipos, I. Róbert 1 Sirikasemsuk, Kittiwat 1
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Published in...
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Algorithmic Finance 1 Computers & operations research : and their applications to problems of world concern ; an international journal 1 Economies : open access journal 1 European journal of operational research : EJOR 1
Source
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ECONIS (ZBW) 3 RePEc 1
Showing 1 - 4 of 4
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How to hedge against inflation risk in Vietnam
Nguyen Thi Thanh Binh - In: Economies : open access journal 11 (2023) 3, pp. 1-12
Vietnam has experienced galloping inflation and faced serious dollarization since its reform. To effectively control inflation for promoting price stability, it is necessary to find efficacious leading indicators and a hedging mechanism. Using monthly data over the period from January 1997 to...
Persistent link: https://www.econbiz.de/10014231113
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Measure of bullwhip effect in supply chains with first-order bivariate vector autoregression time-series demand model
Sirikasemsuk, Kittiwat; Huynh Trung Luong - In: Computers & operations research : and their … 78 (2017), pp. 59-79
Persistent link: https://www.econbiz.de/10011630999
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The effect of the autocorrelation on the performance of the T2 chart
Leoni, Roberto Campos; Costa, Antonio Fernando Branco; … - In: European journal of operational research : EJOR 247 (2015) 1, pp. 155-165
Persistent link: https://www.econbiz.de/10011347113
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Optimizing sparse mean reverting portfolios
Sipos, I. Róbert; Levendovszky, János - In: Algorithmic Finance 2 (2013) 2, pp. 127-139
, we identify the parameters of the underlying VAR(1) model of asset prices and then the quantities of the corresponding …
Persistent link: https://www.econbiz.de/10010991435
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