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Empirical safety stock estimation based on kernel and GARCH models

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Empirical safety stock estimation based on kernel and GARCH models

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Trapero, JR.; Cardós, M.; Kourentzes, N. (2019). Empirical safety stock estimation based on kernel and GARCH models. Omega. 84:199-211. https://doi.org/10.1016/j.omega.2018.05.004

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/159356

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Title: Empirical safety stock estimation based on kernel and GARCH models
Author: Trapero, Juan R. Cardós, Manuel Kourentzes, Nikolaos
UPV Unit: Universitat Politècnica de València. Departamento de Organización de Empresas - Departament d'Organització d'Empreses
Issued date:
Abstract:
[EN] Supply chain risk management has drawn the attention of practitioners and academics alike. One source of risk is demand uncertainty. Demand forecasting and safety stock levels are employed to address this risk. Most ...[+]
Subjects: Forecasting , Safety stock , Risk , Supply chain , Prediction intervals , Volatility , Kernel density estimation , GARCH
Copyrigths: Cerrado
Source:
Omega. (issn: 0305-0483 )
DOI: 10.1016/j.omega.2018.05.004
Publisher:
Elsevier
Publisher version: https://doi.org/10.1016/j.omega.2018.05.004
Project ID:
Ministerio de Economía y Competitividad/DPI2015-64133-R
Thanks:
This work was supported by the European Regional Development Fund and the Spanish Government (MINECO/FEDER, UE) under project reference DPI2015-64133-R. The authors would also like to thank the anonymous referees for their ...[+]
Type: Artículo

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