基于CIR模型的利率风险计量及实证——以我国国债市场为例

本文以我国国债市场为例,利用4种期限类型(7年期、8年期、10年期和20年期)的国债收益率样本数据对CIR模型进行实证分析得出,CIR模型较适宜于中国当前的金融市场实际;在实证研究中,考虑广义矩方法(GMM)可能存在某些问题,如效率不高。并且使用Nowman(1997)提出的最大似然估计法(MLE)对上述利率动态模型进行估计。在此基础上,构建了基于利率期限结构的久期模型并进行经验计算。     

国外港口物流发展对连云港港口物流发展的启示

连云港港口物流的发展对连云港市及所在区域经济的发展具有重要的促进作用。本文立足连云港独特的地缘优势,分析了连云港目前的物流发展现状,在借鉴鹿特丹港和新加坡港的物流发展模式及相关经验的基础上,提出连云港应以加快港口与加工业联合发展,积极发展物流增值服务,完善集疏运体系为物流发展的重点方向。     

Comparison of the Historic Recycling Risk for BSE in Three European Countries by Calculating the Basic Reproduction Ratio R0

A deterministic model of BSE transmission is used to calculate the R(0) values for specific years of the BSE epidemics in the United Kingdom (UK), the Netherlands (NL), and Switzerland (CH). In all three countries, the R(0) values decreased below 1 after the introduction of a ban on feeding meat and bone meal (MBM) to ruminants around the 1990s. A variety of additional measures against BSE led to further decrease of R(0) to about 0.06 in the years around 1998. The calculated R(0) values were consistent with the observations made on the surveillance results for UK, but were partially conflicting with the surveillance results for NL and CH. There was evidence for a dependency of the BSE epidemic in NL and CH from an infection source not considered in the deterministic transmission model. Imports of MBM and feed components can be an explanation for this discrepancy, and the importance of imports for these observations is discussed.     

货运与经济发展协整关系的实证分析

应用协整方法研究我国交通运输系统规模与宏观经济发展之间的动态关联,对于把握交通系统的发展方向,合理规划交通系统,并使其与经济的发展相适应,具有重要意义。应用协整方法分析、检验了我国货运规模与经济发展之间的协整关系,定量分析了主要相关因素对货运发展的影响,建立了描述货运周转量由短期波动向长期均衡调整的动态过程的误差修正模型。分析结果表明,我国货运周转量与工业生产总值和运价之间存在唯一的长期稳定关系,短期预测模型不仅具有令人满意的拟合效果和预测能力,而且结构具有稳定性。     

法学专业应用型人才培养模式探究

时代要求法学专业教育必须以培养应用型人才为目标，而现行的教育模式不足以完成此使命，为此笔者构建了一个从教学计划、教学内容、教学方法、教学应用活动等多方位拓展以培养应用型人才的路径。     

Testing parameter of the power series distribution of a zero inflated power series model

The Zero Inflated Power Series Distribution (ZIPSD) contains two parameters. The first parameter indicates inflation of zero and the other parameter is that of the Power Series distribution. We provide three asymptotic tests for testing the parameter of Power Series distribution, using an unconditional (standard) likelihood approach, a conditional likelihood approach and a test based on sample mean, respectively. The performance of these three tests has been studied for Zero Inflated Poisson Distribution (ZIPD). Asymptotic Confidence Intervals for the parameter are also provided.     

Transformations for Smooth Regression Models with Multiplicative Errors

We consider whether one should transform to estimate nonparametrically a regression curve sampled from data with a constant coefficient of variation, i.e. with multiplicative errors. Kernel-based smoothing methods are used to provide curve estimates from the data both in the original units and after transformation. Comparisons are based on the mean-squared error (MSE) or mean integrated squared error (MISE), calculated in the original units. Even when the data are generated by the simplest multiplicative error model, the asymptotically optimal MSE (or MISE) is surprisingly not always obtained by smoothing transformed data, but in many cases by directly smoothing the original data. Which method is optimal depends on both the regression curve and the distribution of the errors. Data-based procedures which could be useful in choosing between transforming and not transforming a particular data set are discussed. The results are illustrated on simulated and real data.     

排课模版的构思与探讨

针对高校排课工作中繁重而复杂的情况,文章对高校教学中排课工作的影响因素及其工作特点进行了分析,提出了基于模版的排课思路,并对其可行性进行了探讨.     

基于建构主义的合作学习写作教学模式设计

从建构主义理论出发,构建了大学英语写作教学模式。通过情景创设、合作学习、意义建构来提高学生的英语写作能力,力图为英语写作教学开创一个崭新的局面。     

手机电视面临的机遇、挑战及对策

随着3G牌照发放日期的日益临近，手机电视也成为业界关注的焦点。在分析手机电视发展历程的基础上，探讨了手机电视面临的机遇和挑战，并进一步阐述了手机电视应采取的发展对策。