中国股票市场的信息反应曲线和股票价格波动的非对称性

股票价格波动对于市场信息的反应过程具有非对称性。通过利用多种非对称性GARCH 模型,描述和检验了沪市股票日收益率序列的条件波动性,并通过对股票市场信息影响曲线的分析,发现沪市股票价格波动中存在显著的非对称性反应。这说明股市波动对于不同的政策干预和信息冲击具有不同程度的反应,“利好消息”对股市的刺激作用仍然需要其他市场干预的配合才能发挥出来。     

网络拟古世情小说对当下意识形态的民间再构

近年来,在网络通俗小说创作中涌现出大量的拟古世情小说。这类小说往往以宏大的故事布局和对优秀女主人公的塑造,吸引了众多阅读者的目光。这些女主人公群像,不仅反映出汉民族文化传统的审美眼光,也寄托了根源于以家族、财富为中心的社会价值期待,还与当下价值评判体系中的女性群体的自我期许相吻合。这些拟古世情小说在完成言情小说的爱情故事构形和实现娱情的休闲功能以外,也因为广大阅读群体逐渐步入或即将步入中产阶层而发生相应的变化,重新赋予女性作为稳定家庭、增长财富、养育子女、传承家风的核心力量的社会意义,她们洁身自好,对爱情专一,勇于面对困难,乐于奉献,担当责任,胸怀宽广。这些新型的“高大全”形象,表达出女性主义的新倾向：女性的成长和幸福的获得,更重要的在于女性内在的精神力量,与传统的气节、操守有关的人格因素,以及家教和门风。这使得网络平台的民间话语表达,具有更为包容传统以及融合其合理因素的价值取向,也与当下主流意识形态遥相呼应。     

地震灾后重建绩效测量——以汶川、玉树、芦山地震为例

灾后重建是保障地震灾区群众重归正常生产生活的重要工作,那么如何测量灾后重建绩效,哪些因素会影响灾后重建绩效?文章回顾了灾后重建绩效相关研究文献,在此基础上认为效果和效率是灾后重建绩效的两大方面,以"消除灾害影响并恢复到灾前水平所用的时间"作为衡量灾后重建绩效的标准,能够反映灾后重建的效果和效率,具有可行性。以此为基础建立了灾后重建绩效的分析框架和测量方法,并选择汶川地震、玉树地震和芦山地震作为案例,对三次地震灾区的重建绩效进行了对比分析并简要分析了绩效差异原因。结果表明,三次地震灾后重建基本如期完成了灾后重建目标任务,但因存在灾害程度不同、对口支援质量不同等原因,三次地震灾后重建绩效存在一定差异。     

A Bayesian Model and Stochastic Exposure (Dose) Estimation for Relative Exposure Risk Comparison Involving Asbestos‐Containing Dropped Ceiling Panel Installation and Maintenance Tasks

Assessing exposures to hazards in order to characterize risk is at the core of occupational hygiene. Our study examined dropped ceiling systems commonly used in schools and commercial buildings and lay‐in ceiling panels that may have contained asbestos prior to the mid to late 1970s. However, most ceiling panels and tiles do not contain asbestos. Since asbestos risk relates to dose, we estimated the distribution of eight‐hour TWA concentrations and one‐year exposures (a one‐year dose equivalent) to asbestos fibers (asbestos f/cc‐years) for five groups of workers who may encounter dropped ceilings: specialists, generalists, maintenance workers, nonprofessional do‐it‐yourself (DIY) persons, and other tradespersons who are bystanders to ceiling work. Concentration data (asbestos f/cc) were obtained through two exposure assessment studies in the field and one chamber study. Bayesian and stochastic models were applied to estimate distributions of eight‐hour TWAs and annual exposures (dose). The eight‐hour TWAs for all work categories were below current and historic occupational exposure limits (OELs). Exposures to asbestos fibers from dropped ceiling work would be categorized as “highly controlled” for maintenance workers and “well controlled” for remaining work categories, according to the American Industrial Hygiene Association exposure control rating system. Annual exposures (dose) were found to be greatest for specialists, followed by maintenance workers, generalists, bystanders, and DIY. On a comparative basis, modeled dose and thus risk from dropped ceilings for all work categories were orders of magnitude lower than published exposures for other sources of banned friable asbestos‐containing building material commonly encountered in construction trades.     

Identifying Skeleton Curves in Noisy Data

This article presents a Bayesian method to reconstruct the centerline in noisy data using B-spline curves. The method is illustrated on simulated two- and three-dimensional data and is applied to recover the centerline of the colon in single photon emission computed tomography images.     

从“凯恩斯效应”到“阿米曲线”——政府规模与经济增长关系的非线性转向

政府规模与经济增长之间的关系问题是宏观经济研究中的核心问题之一.关于两者关系的传统研究往往以线性假定为基础,所以实证结果出现了巨大的差异.这种现象促使研究者从非线性角度重新审视政府规模与经济增长之间的关系.“巴罗法则”在内生增长框架内为政府规模与经济增长关系研究提供了一个标准的分析框架,揭示了两者之间的倒“U”关系.而“Armey曲线”不仅非常直观地表达了政府规模与经济增长之间的非线性关系,同时还指出这种非对称关系的非对称性质,具有很强的总结性和政策指导意义.     

《水浒传》女性视点生成及其拓新价值

在英雄本位语境下,《水浒传》女性视点呈现出弱化、丑化、男化等非对称性、非常态化的建构。究其原因,除了宋明理学时代文化心理的深层影响外,更主要的是流传广布而极具世俗情味的江湖母题自然渗入《水浒传》的累积成型中,使得《水浒传》女性视点成为某些江湖母题的情节化、故事化和具象化,成为趋附于英雄本位而生的一类特定语境女性景观。《水浒传》的女性视点因对传统的文本模式、道德取向和审美习性的悬搁而呈现出一种全新的价值重构。     

Testing hypotheses for the growth curve model when the data are incomplete

Kleinbaum (1973) developed a generalized growth curve model for analyzing incomplete longitudinal data. In this paper the small sample properties of several related test statistics are investigated via Monte Carlo techniques. The covariance matrix is estimated by each of three non-iterative methods. The null and non-null distributions of these test statistics are examined.     

A robust and efficient estimation method for nonparametric models with jump points

Nonparametric models with jump points have been considered by many researchers. However, most existing methods based on least squares or likelihood are sensitive when there are outliers or the error distribution is heavy tailed. In this article, a local piecewise-modal method is proposed to estimate the regression function with jump points in nonparametric models, and a piecewise-modal EM algorithm is introduced to estimate the proposed estimator. Under some regular conditions, the large-sample theory is established for the proposed estimators. Several simulations are presented to evaluate the performances of the proposed method, which shows that the proposed estimator is more efficient than the local piecewise-polynomial regression estimator in the presence of outliers or heavy tail error distribution. What is more, the proposed procedure is asymptotically equivalent to the local piecewise-polynomial regression estimator under the assumption that the error distribution is a Gaussian distribution. The proposed method is further illustrated via the sea-level pressures.     

Bayesian Design of Special Type of Double Sampling Plans for Compliance Testing

Bayesian acceptance sampling plans, which utilize prior information on the process variation, can be employed as an alternative to conventional types of plans for taking decisions on the disposition of submitted lots. A special type of double sampling inspection plans by attributes with small acceptance numbers using Bayesian methodology is presented in this paper emphasizing its significance over small acceptance number single sampling plans. The procedures for designing such sampling plans for specified degree of discrimination which would ensure protection to the producer and consumer are discussed with illustrations under the conditions for the application of gamma-Poisson distribution.