Showing 1 - 10 of 68
This paper is concerned with a vehicle routing problem with soft time windows (VRPSTW) in a fuzzy random environment. Two objectives are considered: (1) minimize the total travel cost and (2) maximize the average satisfaction level of all customers. After setting up the model for the VRPSTW in a...
Persistent link: https://www.econbiz.de/10010755150
Nanometer magnetic solid base catalysts were prepared by loading CaO on Fe3O4 with Na2CO3 and NaOH as precipitator, respectively. The optimum conditions for preparation of this catalyst were investigated. The influence of the proportion of Ca2+ to Fe3O4 on the catalytic performance has been...
Persistent link: https://www.econbiz.de/10011044327
A kind of solid catalyst of Fe(Ⅱ)–Zn double-metal cyanide (DMC) complexes was prepared through co-reaction of potassium ferrocyanide, zinc chloride and complexing agent of tert-butanol. This catalyst was characterized by using several techniques such as XRD, TG/FT-IR, EA, BET and SEM. And it...
Persistent link: https://www.econbiz.de/10011044640
Modeling the relationship between multiple financial markets has had a great deal of attention in both literature and real-life applications. One state-of-the-art technique is that the individual financial market is modeled by generalized autoregressive conditional heteroskedasticity (GARCH)...
Persistent link: https://www.econbiz.de/10011104775
Intraday volatility measures have recently become the norm in risk measurement and forecasting. This article empirically investigates the unbiasedness of three of these measures over four different datasets. We find that the three measures are significantly biased and that the bias can have...
Persistent link: https://www.econbiz.de/10010595302
This research focuses on the decisions on recovery services to deal with short-term disruptions in public tram systems. The disruption recovery approach used in Munich, Germany – the best service acclaimed by the public, is adopted as the basis to examine whether to collaborate with a taxi...
Persistent link: https://www.econbiz.de/10010755060
In this paper, a model is set up for valuing a firm with stochastic earnings. It is assumed that the earnings of the considered firm follow a time-varying mean reverting stochastic process. It is shown that the value of the firm satisfies a boundary value problem of a second-order partial...
Persistent link: https://www.econbiz.de/10005416593
In this paper, we use event study methodology to examine the effect of two highly publicized accounting failures, at Enron and WorldCom both audited by Arthur Andersen, on the total stock returns of some companies in the UK also audited by Arthur Andersen. The results vary substantially between...
Persistent link: https://www.econbiz.de/10005416595
This paper is concerned with arbitrage efficiency of the Nikkei index option contracts traded on the Osaka Securities Exchange ( OSE) within the put-call parity (PCP) framework. A thorough ex post analysis is first carried out. The results reveal a modest number of violations with 2.74 percent...
Persistent link: https://www.econbiz.de/10004975793
This paper is concerned with the potential profit opportunities in trading calendar spreads of 90-day Bank Accepted Bill (BAB) futures contracts on the Sydney Futures Exchange (SFE) during the 1990s. It is shown that statistically significant gross profits can be generated by a naïve strategy...
Persistent link: https://www.econbiz.de/10004977587