VaR methods for the dynamic impawn rate of steel in inventory financing under autocorrelative return

He Juan, Jiang Xianglin, Wang Jian, Zhu Daoli, Zhen Lei. VaR methods for the dynamic impawn rate of steel in inventory financing under autocorrelative return. European Journal of Operational Research, 223(1):106-115, 2012. [doi]

Abstract

Abstract is missing.