学科分类
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4 个结果
  • 简介:当分配固定成本被当作另外的费用的补充时,常规数据包封分析(DEA)研究处于固定成本分配问题忽略了回来的效果到规模(RTS)。这篇论文首先表明RTS为什么应该处于固定成本分配问题被考虑。然后把固定成本当作互补输入,作者调查在分配费用和可变回来之间的关系到规模(VRS)效率基于超级电子消息传输方式DEA模型。然而,infeasibility问题可以处于这种状况存在。处理它,作者建议一个算法。作者发现超级电子消息传输方式效率是一个单调分配费用的非增加的功能。基于关系,作者是最后以原则建议一条固定成本分配途径:固定成本比例分配了到无弹性的DMU的(i)应该与他们的消费费用比例一致,并且(ii)一样的效率满足度到剩余的DMU。最佳的分配计划是唯一的。一个数字例子和在13个附属公司之中分配固定成本的一个真实例子被采用说明建议途径。

  • 标签: 数据包封分析(DEA ) 固定成本分配 INFEASIBILITY 回到规模(RTS )
  • 简介:ThispaperexaminestheextentofcontagionandinterdependenceacrossthesixAsianemergingcountriesstockmarkets(e.g.,Bangladesh,China,India,Malaysia,thePhilippine,andSouthKorea)andthentrytoquantifytheextentoftheAsianemergingmarketfluctuationswhicharedescribedbyintra-regionalcontagioneffect.Thesemarketsexperiencedbothfastgrowthandkeyupheavalduringthesampleperiod,andthus,providepotentiallyrichinformationonthenatureofbordermarketinteractions.UsingthedailystockmarketindexdatafromJanuary2002toDecember2016(breakingthe15yearsdatasetintothreesubperiods;pre-crisis,crisis,andpostcrisisperiods);particularlymakeattentiontotheglobalfinancialcrisisof2007~2008.ThereturnandvolatilityspilloversaremodeledthroughtheGARCH(generalizedautoregressiveconditionalheteroscedasticity),pairwiseGrangercausalitytests,andtheforecasterrorvariancedecompositioninageneralizedVAR(vectorautoregression)models.Thispapershowsthatvolatilityandreturnspilloversbehaveverydifferentlyovertime,duringthepre-crisis,crisis,andpostcrisisperiods.Importantly,Asianemergingstockmarketsinteractionislessbeforetheglobalfinancialcrisisperiod.Thereturnandvolatilityspilloverindicestouchtheirrespectivehistoricalpeaksduringtheglobalfinancialcrisis2007~2008,howeverBangladeshimarketfacesthisconditionin2009~2010.

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