• No results found

The Effects of Long Memory in Price Volatility of Inventories Pledged on Portfolio Optimization of Supply Chain Finance

N/A
N/A
Protected

Academic year: 2020

Share "The Effects of Long Memory in Price Volatility of Inventories Pledged on Portfolio Optimization of Supply Chain Finance"

Copied!
22
0
0

Loading.... (view fulltext now)

Full text

Loading

Figure

Figure 1. Time series of log-returns of Copper, Aluminum, and Oil. Data source: shanghai futures exchange (http://www.futuresmonthly.com)
Table 2. Descriptive statistics, ARCH LM test and unit root testsa.
Table 3. Long memory tests resultsa.
FIGARCH
+7

References

Related documents

commencement dates of January to March 2020 thereby ensuring resolution before the year end. The number of legacy appeals identified in January 2020 was approximately 7,600. The

Areas of recent focus include definitional difficulties, the importance of digital citizenship, the role of empathy, encouraging bystanders to become active participants,

Borderline emotional functioning seems to be rooted in the need to modulate the vagueness of dysphoric mood (a mood that envelops the person like a crust

The Sarvodaya Shramadana Movement in Sri Lanka bas received food aid from NOVIB for on-site feeding of young children since 1974.. In thé

This article presented evidence that the introduction of i-voting did not raise turnout in extended trials in two Swiss cantons, Geneva and Zurich, where i-voting was made available

If you are applying for exemption pursuant to the following statutes, please provide the indicated additions to application..

Since the research question linked to my thesis necessitates a complete understanding of ‘what’, ‘how’ and ‘when’ regarding the speed of the internationalization and

Whereas postmitotic assembly is initiated by the MEL28-mediated recruitment of the Y-complex to chromatin, interphasic NPC formation crucially requires Nup153 to interact with the