Khorshidi, H. R.; Nematollahi, A. R.; Manouchehri, T. On the vector-valued generalized autoregressive models. (English) Zbl 07739794 J. Stat. Comput. Simulation 93, No. 14, 2428-2449 (2023). MSC: 62-XX 62H12 60G10 62F15 62H10 62M10 PDFBibTeX XMLCite \textit{H. R. Khorshidi} et al., J. Stat. Comput. Simulation 93, No. 14, 2428--2449 (2023; Zbl 07739794) Full Text: DOI
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. (English) Zbl 1253.91088 Eur. J. Oper. Res. 223, No. 1, 106-115 (2012). MSC: 91B30 62P05 62M10 90B05 PDFBibTeX XMLCite \textit{H. Juan} et al., Eur. J. Oper. Res. 223, No. 1, 106--115 (2012; Zbl 1253.91088) Full Text: DOI
Bhattacharyya, Malay; Chaudhary, Abhishek; Yadav, Gaurav Conditional VaR estimation using Pearson’s type IV distribution. (English) Zbl 1149.90069 Eur. J. Oper. Res. 191, No. 2, 386-397 (2008). MSC: 90B50 91B30 PDFBibTeX XMLCite \textit{M. Bhattacharyya} et al., Eur. J. Oper. Res. 191, No. 2, 386--397 (2008; Zbl 1149.90069) Full Text: DOI
Tsay, Ruey S. Analysis of financial time series. 2nd ed. (English) Zbl 1086.91054 Wiley Series in Probability and Statistics. Hoboken, NJ: John Wiley & Sons (ISBN 0-471-69074-0/hbk; 978-0-471-74619-5/ebook). xxi, 605 p. (2005). Reviewer: Krzysztof Piasecki (Poznań) MSC: 91B84 91B28 91-01 62M10 91B26 91B30 PDFBibTeX XMLCite \textit{R. S. Tsay}, Analysis of financial time series. 2nd ed. Hoboken, NJ: John Wiley \& Sons (2005; Zbl 1086.91054) Full Text: DOI