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一、 |
梁志民、姚蕙芸 |
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二、 |
電子業供應鏈之供給規劃模式研究 |
郭財吉、吳嘉興 |
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三、 |
賴奎魁、吳曉君 |
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四、 |
邱建良、魏志良、吳佩珊、邱哲修 |
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五、 |
企業商管類人力核心能力之研究 |
沈健華、賴兆昱、周春美、許舒翔 |
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六、 |
地主國對外商投資開放政策之研究 |
李陳國、賀力行 |
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CAUSALITY STUDY OF TAIWAN STOCK EXCHANGE INDEX AND OTHER RELATED FACTORS IN THE BEAR MARKET 姚蕙芸 國立臺北商業技術學院會計資訊系 梁志民 國立臺北商業技術學院財稅系 Hwey-Yun Yau Department of Accounting and Information National Taipei College of Business Chih-Min Liang Department of Public Finance and Tax Administration National Taipei College of Business 摘要 2000年台灣股市集中市場從年初至年終下跌了43.9%，是歷年來第二大跌幅；其間曾於上半年兩次攀上萬點，下半年卻呈現數波段連續性下跌走勢，最後竟跌至4千多點收場。本文運用完全修正向量自迴歸區塊因果關係檢定法，來分析大盤加權股價指數、期貨指數、成交量、台積電股價、及融資餘額五種變數之間的互動關係，以決定其因果先後順序，期望藉此研究對空頭市場有更進一步的了解。 關鍵字：區塊因果關係檢定、空頭股市、期貨指數、成交量、完全修正向量自迴歸 |
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ABSTRACT This paper, focusing on the bear market in the year 2000, Taiwan Stock Exchange Index dropped 43.9% in this year. This was the second highest drop rate since the stock market opened. In this year, stock market experienced dramatic fluctuations. The stock index reached 10,000 level two times in the first half of the year; however, it started to drop periodically from July to December, and even fell below 4,000 level. This paper utilizes FM-VAR block causality test to analyze the interrelationships among 5 variables: the stock exchange index, stock price index futures, trading volume, buying on margin balance, and the stock price of the Taiwan Semiconductor so as to determine the causality among them. It is believed that the result of this study will be helpful to the better understanding of the bear market in Taiwan. Keywords: FM-VAR block causality test, bear market, stock price index futures, trading volume, fully modified VAR or FM-VAR
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THE STUDY OF SUPPLY CHAIN PLANNING MODEL FOR ELECTRONICS INDUSTRY 郭財吉 吳嘉興 明新科技大學工業工程與管理系 Tsai-Chi Kuo Chia-Hsin Wu Dept. of Industrial Engineering & Management Ming Hsin University of Science and Technology 摘要 近幾年，製造業面臨最重要的困難是如何在短時間內，滿足各種不同客戶需求之訂單，因此許多企業紛紛研究如何適當的調整產能，以確保公司的競爭力。傳統的生產規劃與排程系統主要以物料需求規劃（Material Requirement Planning，MRP）的計算邏輯為主，其主要特性是以時間為計算準則。但因MRP之執行乃是假設於無缺料及無產能限制的條件，因此在實務上往往發現其執行結果與現場狀況有所差異，而無法真正執行。近年來，先進規劃與排程系統（Advanced Planning and Scheduling System；APS）的發展，使得上述的問題能有所改善。本研究運用APS之理論與觀念，提出將生產排程單以推的方式進行，以拉的方式處理物料需求日期，以求得合理可行的排程結果及物料訂購時間。在物料規劃方面乃是根據預定生產進度彙整出各料件的需求並計算料件的採購時點與建議訂購量。研究中，並實際以電子供應鏈產業之後段製程的封裝測試廠為其個案研究，蒐集整理封裝測試廠內部物料作業資料，探討如何將生產線上的實際物料需求即時回饋，以精準的計算出各項包材的訂購時機與訂購數量，充分掌握物料需求狀況，追求訂購期間內之庫存量最小量，免去庫存管理上的負擔。 關鍵字：企業流程再造、存貨管理、供給規劃、先進排程規劃、供應鏈管理 |
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ABSTRACT In the recently, the production management has been integrated with the resources and functions into the enterprise. In the past, the study of material requirement planning (MRP) has received a lot of attention and the literature on the subject is vast. However, the MRP is a predetermined framework that could not be change immediately. In the real world, many forms of uncertainty affect the production process. As such determined MRP is insufficient and inappropriate for most situations. In this paper, a new method of Advanced Planning & Scheduling (APS) is introduced based on the process reengineering and inventory theory. An illustrative example of IC industry is highlighted as well as managerial implications. Keywords: Business Process Reengineering, Inventory Management, Supply Planning, Advanced Planning and Scheduling, Supply Chain Management
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THE USE OF PATENT DATA FOR TECHNOLOGY POSITION: EVIDENCE FROM TAIWAN SEMICONDUCTOR MANUFACTURING INDUSTRY 賴奎魁 國立雲林科技大學企業管理研究所 吳曉君 崑山科技大學資管系 Kuei –Kuei Lai National Yunlin University of Science & Technology (NYSUT) Shiao-Jun Wu Department of Information Management, Kun Shan University of Technology 摘要 本研究旨在結合專利資料與多元尺度分析技術（MDS）以研究台灣半導體製造公司之技術定位及策略群組。近年來台灣半導體產業優異的表現已引起國內外學者高度的研究興趣，但甚少學者從技術定位之主題探討台灣半導體製造產業之技術策略，故本研究以專利分析的方式取得技術定位所需之資訊。經專利檢索所得的專利資料以國際專利分類碼（IPC）做為產業技術分類的標準，之後將各個公司在不同技術類別的專利核准數轉換成RPA專利指標，以表各公司技術相對優勢，再配合能縮減構面數之多元尺度分析技術，得出半導體製造公司的五個技術策略群組，並進一步分析每個策略群組的行為及可能發生的移動性障礙。 關鍵字：專利資料、多元尺度分析、技術定位、策略群組 |
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ABSTRACT The purpose of the study is to use patent data for technology position and technology strategy group with MDS analysis in Taiwan semiconductor industry. Patents of nine semiconductor companies are collected. IPC is used to classify and count patents for every company in nine technology fields. Then, patent counts are transformed to RPA scores for the use of MDS analysis in order to show the relative advantages among companies. The implication of the perceptual mapping generated from MDS analysis is discussed. Keywords: Patent Data, MultiDimentional Scaling: MDS, Technology Position, Strategic Group.
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THE RESEARCH OF DIRECT HEDGING STRATEGIES FOR TAIFEX AND MSCI STOCK INDEX FUTURES 邱建良 魏志良 吳佩珊 淡江大學金融研究所 邱哲修 實踐大學財務金融學系 Chiu, Chien-Liang Wei, Chih-Liang Wu, Pei-Shan TamKang University, Graduate Institute of Money, Banking and Finance Chiou, Jer-Shiou Department of Finance and Banking Shih Chien University 摘要 本研究以TAIFEX與MSCI兩種台股指數期貨來規避其股價指數現貨之風險。運用OLS模型、誤差修正模型、單變量GARCH(1,1)、雙變量GARCH(1,1)與卡爾曼濾淨器等避險模型來估計避險比率，並比較兩種避險工具在不同模型下之避險效果，以尋求最適的避險工具供投資大眾參考。實證結果發現兩種台股指數期貨與現貨之時間序列資料並非呈常態分配，且其水準項具有單根的性質，而經一階差分之後（差分項）則皆成為定態數列。此外，兩種台股指數現貨及期貨間皆存在共整合關係，此乃表示其現貨與期貨間存在有長期均衡關係。樣本外的避險效果比較則說明兩種避險工具在單變量GARCH(1,1)模型下可得到最佳的避險效果，且發現不論在各類模型下，MSCI摩根台股指數期貨之避險效果皆較TAIFEX台股指數期貨為佳。 關鍵字：避險、股價指數期貨、誤差修正模型、卡爾曼濾淨器、GARCH模型 |
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ABSTRACT This paper considers hedge and basis simultaneously to investigate MSCI Taiwan Index futures and TAIFEX Stock Index futures, and we compare which is appropriate to hedge the Taiwan stock Index. It compares the hedging effectiveness in ECM model, univariate GARCH, bivariate GARCH model and Kalman filter model. The main empirical results are as follows, we find the significance of unit roots and thus the non-stationary of the price series, so price series should be differenced to induce stationary. We also find evidence of cointegration between spot and futures prices. In the out-of-sample comparison, The univariate GARCH model outperforms all other hedging models , and TAIFEX Stock Index futures is the best instrument to hedge the Taiwan stock Index. Keywords: Hedge, Index Futures, Error Correction Model, Kalman Filter, GARCH
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A STUDY ON THE CORE COMPETENCIES OF MANPOWER IN THE MANAGEMENT AREA 沈健華 賴兆昱 環球技術學院企業管理系 周春美 雲林科技大學及職業教育研究所 許舒翔 環球技術學院環境資源管理系 Chien-Mua Shen Chau-Yu Lai Transworld Institute of Technology Department of Business Administration Chun-Mei Chou National Yunlin University of Science Graduate School of Technological & Vocational Eduncation Shu-Hsiang Hsu Transworld Institute of Technology Department of environmental Resource Management 摘要 本研究旨在以企業界用人單位的觀點，探討企業中商管類人力應備的核心能力，以作為企業進行規劃員工訓練核心課程及人力任用作業的參考。為達上述研究目的，本研究首先應用修正式DACUM法及輔以彙集國外有關以企業界觀點探討國民應具備的就業能力資料，運用問卷調查法實徵我國企業商管類人力應備核心能力及其分項能力。問卷調查對象為中華徵信所2001年版1000大事業單位人事或相關業務主管或承辦人、經濟部中小企業榮譽指導員協進會會員及中華民國管理科學學會會員為母群體，進行隨機抽樣，有效回收率為24.2%。經K-S單一樣本適合度考驗後發現，企業商管類人力應備11項核心能力及其35項分項能力。 關鍵字：技職教育、課程、核心能力 |
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ABSTRACT The main purpose of this research was to investigate the core competencies of manpower for management area by views of the personnel department in the business field, and to be the consultation for industries to plan core curriculum of personnel training and employ assignment. To achieve these above purposes, the research began with modified DACUM method and collected data of probes into the essential employability abilities of people though views of the business field. Then, questionnaire survey was used to test the essential core competencies and subsequent competencies of manpower for management in this field. The population was executives or promoters in personnel or related business in Top 1000 largest corporations in Taiwan, which was offered by China Credit Information Services, LTD., and memberships of Volunteer Instructor Association and Chinese Management Association. It took the employees as layered subunits, and proceeded with random sampling. The return rate was 24.2%. After applying Kolmogorov-Smirnov one sample test, it showed eleven essential core competencies and thirty-five subsequent competencies of manpower for management in business field. Keywords: Technological and Vocational Education, Curriculum, Core Ability
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THE STUDY FOR OPENNESS POLICY OF HOST COUNTRY TO FDI 李陳國 嶺東技術學院國際企業系 賀力行 中華大學管理學院院長 Chen-Kuo Lee Dept. of International Business, Ling Tung College Li-Hsing Ho Dean School of Management, Chung-Hua University 摘要 在地主國對外商開放程度的研究之中，研究者重點研究了利用外資與發展民族產業的關係問題。通過理論分析和對世界各國開放歷程的簡單回顧，研究者從正反兩個方面證實：地主國最適的開放程度與其民族產業的競爭實力成正比例變化。另外，對於從閉鎖國狀態開始開放的地主國來說，最適的開放路徑是在漸進開放的前提下，先以較大的步伐對外開放，然後逐步縮小開放步伐。最後，研究者對本文理論分析進行了系統總結，提出了地主國外資政策的優惠程度與開放程度的共同決定模型，並以此對我國對外開放的現實歷程進行了理論描述。 關鍵字：地主國、開放程度、對外投資、賽局理論 |
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ABSTRACT In the study openness degree of host country to FDI, the relationship between absorbing FDI and developing domestic industry is treated as the main subject. By contrasting the experience between the successful countries and unsuccessful countries, we can easily get that, the degree should be in corporation with the compatibility of its national industry. As to the countries which begin their open process step by step. The study shows that, the best way is to go forward quickly at first, then, slow the pace. At last, author managed to summarize all the models of the thesis into a systematic model, and use the model to describe the openness process of our country. Keywords: Host country, Opening Degree, FDI, Game Theory |
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