This paper examines the risk spillover mechanism between China's stock market and international commodity markets using selected industry data series on soybean copper, gold, silver, sugar, crude oil. Based results of this analysis, a DCC-GARCH model is used to describe dynamic correlation, build hedging model, calculate efficiency, evaluate effect. According findings, industrial optional consu...

The single-index varying-coefficient models include many types of popular semiparametric models, i.e. single-index models, partially linear models, varying-coefficient models, and so on. In this paper, we first establish the semiparametric efficiency bound for the single-index varying-coefficient model, and develop an estimation method based on the efficient estimating equations. Although our m...

In studies that involve multivariate outcomes it is often of interest to test for a common exposure effect. For example, our research is motivated by a study of neurocognitive performance in a cohort of HIV-infected women. The goal is to determine whether highly active antiretroviral therapy affects different aspects of neurocognitive functioning to the same degree and if so, to test for the tr...

Network data envelopment analysis models assess efficiency of decision-making unit and its sections using historical data but fail to measure efficiency of its units and their internal stages in the future. In this paper we aim to measure efficiency of stages of bank branches and obtain efficiency trend of stages during the time, then to estimate their efficiency in the future therefore we can ...

Weaddress the problems of estimating the computer efficiency and the computer capacity. We define the computer efficiency and capacity and suggest a method for their estimation, based on the analysis of processor instructions and kinds of accessible memory. Obtained results can be of some interest for practical applications. © 2011 Elsevier Ltd. All rights reserved.