"VaR methods for the dynamic impawn rate of steel in inventory financing ..."

Juan He et al. (2012)

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DOI: 10.1016/J.EJOR.2012.06.005

access: closed

type: Journal Article

metadata version: 2020-02-21

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Juan He, Xianglin Jiang, Jian Wang, Daoli Zhu, Lei Zhen:
VaR methods for the dynamic impawn rate of steel in inventory financing under autocorrelative return. Eur. J. Oper. Res. 223(1): 106-115 (2012)

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