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]
@article{JuanXJDL12,
title = {VaR methods for the dynamic impawn rate of steel in inventory financing under autocorrelative return},
author = {He Juan and Jiang Xianglin and Wang Jian and Zhu Daoli and Zhen Lei},
year = {2012},
doi = {10.1016/j.ejor.2012.06.005},
url = {http://dx.doi.org/10.1016/j.ejor.2012.06.005},
researchr = {https://researchr.org/publication/JuanXJDL12},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {223},
number = {1},
pages = {106-115},
}