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

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org

Citations

"The Effects of Long Memory in Price Volatility of Inventories Pledged on Portfolio Optimization of Supply Chain Finance"
written by Juan He, Jian Wang, Xianglin Jiang,
published by Journal of Mathematical Finance, Vol.6 No.1, 2016

has been cited by the following article(s):

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[1]	Modeling and Forecasting Return Volatilities of Inter-Capital Market Indices using GARCH-Fractional Cointegration Model Variation Procedia Computer Science, 2024 DOI:10.1016/j.procs.2024.03.019

[2]	Application of Blockchain Technology in Supply Chain Finance of Beibu Gulf Region Mathematical Problems in Engineering, 2021 DOI:10.1155/2021/5556424

[3]	Modelling Short- and Long-Term Dependencies of Clustered High-Threshold Exceedances in Significant Wave Heights Mathematics, 2021 DOI:10.3390/math9212817

[4]	2018 DOI:10.12794/metadc1248432

[5]	The Comparative Dynamics of Developed and Emerging Stock Markets: A Long Memory Perspective Theoretical Economics Letters, 2018 DOI:10.4236/tel.2018.88096