A股价格波动真的非平稳？ ——大数据背景下个股数据的全样本实证

传统研究对股票市场平稳性分析中大多采用市场指数抽样方式,分析方法和数据采样的差异一定程度上解析了现有研究结论中的不一致性。从市场指数构建原理入手可探究抽样分析的局限,作为系列个股的加权值,市场指数无法精确刻画市场所有个股的波动情况。实证时采用A股市场所有个股数据开展全样本分析,这更符合大数据分析理念,统计出个股分析结果继而对A股市场波动进行判定将更加系统和可靠。在不考虑结构突变的情形下,分别计算出ADF检验、KPSS检验和PP检验三种方法的结果;全样本分析结果表明A股市场年度股价数据更多地呈现出平稳性特点,而且,个股数据检验结果与市场指数检验结果存在显著差异。     

核设施运营单位的核应急能力评估指标体系构建

核设施运营单位的核应急能力评价是核设施运营单位风险评估及核应急管理的重要内容,构建核设施运营单位的核应急能力评价体系可以提升核设施运营单位的核应急响应能力和管理能力。在对某4个核设施运营单位的20位专家进行两轮咨询的基础上,结合已有国内外研究成果,并采用临界值法对评价指标进行筛选,建立了一个包含3项一级指标,13项二级指标,38项三级指标的核设施运营单位核应急能力评价指标体系。指标体系综合考虑了影响核设施运营单位的核应急能力的主要因素,涵盖了核设施运营单位的核应急工作的各个方面,且各指标之间相对独立,操作方便,实施起来简单易行,可协助发现核设施营运单位在应急响应能力方面存在的问题,对核设施运营单位的核应急能力建设起到积极的促进作用。     

安徽省学前教育资源地区间配置差异分析

笔者采用锡尔指数及其一阶模型,对安徽省学前教育中的经费投入、师资力量、办学规模等教育资源配置的差异进行了测度,并将教育资源配置的差异性分解为皖北、皖中、皖南三个地域间的差异以及三个地域内各地区之间的差异。研究发现：三个地域内各地区差异是造成全省学前教育资源配置差异的主要原因;学前教育经费投入、师资力量和办学规模都存在着不同程度的配置差异,其中财政性教育公用费各地区差异最明显,专任教师的缺乏造成了各地区师资力量资源配置的差异;办学规模已基本能满足全省幼儿入园的需要,但结构性矛盾仍然突出。     

国家创新型城市效率评价研究——基于两阶段DEA模型

采用共享投入型两阶段数据包络分析（DEA）模型,并构建多环节的创新型城市评价指标体系,对长三角地区创新型城市的创新效率进行评价。结果表明:在未来国家创新型城市建设过程中,相关城市不仅要考虑科技创新,还应考虑经济效益、社会效益和生态效益;在资金投入方面,需要构建金融创新体系,深化资本市场的建设,提升对创新创业的支持力度,强化科技金融服务能力;在创新型城市的建设过程中,应加快产业结构的调整,鼓励自主创业和创新型中小企业的发展,加快推进城市的生态文明建设。     

中国省域碳排放的空间特征及影响因素

通过核密度分布和莫兰指数对中国2000—2015年30省份碳排放强度的动态趋势及集聚特征进行测度,并利用空间杜宾模型对其主要影响因素进行分析。结果显示:（1）中国30省份碳排放强度呈下降趋势,新常态以来低碳步伐加快;（2）碳排放强度的空间集聚性具有高水平集中、低水平集聚特征,空间溢出效应不断增强;（3）本省经济规模、产业结构对本省碳排放强度具有显著的正向影响,专利产出具有显著的负向影响;相邻省份的外商投资规模及能源消费结构变化对本省碳排放具有显著的空间溢出作用。因此,未来中国加快产业结构调整幅度、优化相邻省份间的产业空间布局以及大力发展绿色技术进步是中国促进区域低碳转型的主要方向,同时生态城镇化以及继续改善外商直接投资质量也是减排潜力因子,省域间的减排空间溢出效果不容忽视。     

Gender‐Sensitive Research in a Chinese Community

The aim of this article is to foster an awareness of the need for gender‐sensitive research in the context of the methodological and ethical challenges posed by such research. We trace the development of gender sensitivity and masculinity in social work practice and research and connect this to an overview of the issues posed by research on sensitive topics. Reflecting on a research project involving Chinese male sexual abuse survivors, we draw conclusions illustrating and proposing a range of methodological practices and ethical safeguards. We underscore the importance of gender‐sensitivity in performing research on sensitive topics with men in a Chinese community.     

Social capital in Croatia: measurement and regional distribution

By using partial least squares path modeling, this paper develops a complex index of social capital, selects Croatia as the case for testing and validating the index, and investigates the regional distribution of social capital. The social capital index is defined as a complex hierarchical structured construct of third-order with social trust, participation, and civism as its core dimensions. The main results indicate that civism is the most important cause of social capital followed by active participation and social trust. As far as the regional distribution of social capital is concerned, there are statistically significant differences across the Croatian regions. Although the lowest or below the national average level of social capital and its dimensions can be mostly found in the least developed regions (with the exception of the capital), the highest level of social capital and its particular dimensions is not achieved in the most developed regions.     

Inference for quantile measures of kurtosis,peakedness, and tail weight

Insight into measures of peakedness, heavy-tailedness, and kurtosis can be gained by studying Ruppert’s ratios of interquantile ranges. They are not only monotone in Horn’s measure of peakedness when applied to the central portion of the population, but also monotone in the practical tail-index of Morgenthaler and Tukey, when applied to the tails. Non-parametric confidence intervals are found for Ruppert’s ratios, and sample sizes required to obtain such intervals for a pre-specified relative width and level are provided. In addition, the empirical power of distribution-free tests for peakedness and bimodality are found for some symmetric distributions.     

Association of the modified frailty index with adverse outcomes after penile prosthesis implantation

Objectives: To investigate frailty as a predictor of surgical outcome in elderly patients undergoing penile prosthesis implantation.

Material and methods: A total of 54 elderly patients, above 60 years of age, underwent penile prosthesis implantation between 2012 and 2014. Their data were collected and retrospectively analyzed. A modified frailty index (mFI) was calculated for each patient based on 11 risk factors from the Canadian Study of Health and Aging Frailty Index. The 1-year adverse outcomes were correlated with mFI, patients’ and procedure’s risk factors.

Results: Mean age was 64.9?±?5.2 years. No mortality was reported in our patients, however, one-year adverse outcomes were encountered in 43 (79.6%) patients. Among all studied variables, the 1-year adverse outcomes was not significantly association with mFI, but with preoperative glycosylated hemoglobin A1c (HbA1c) (p?=?0.031) and associated Peyronie’s disease (PD) (p?=?0.000). HbA1c, dyslipidemia, hypertension, PD and duration of the procedure were predictive of infection complications (p?Conclusions: mFI is not a predictive of post-penile prosthesis implantation adverse outcomes in elderly patients with impotence. Degree of diabetic control and association with PD was associated with the 1-year adverse outcomes and infection complications.     

Moment‐Independent Sensitivity Analysis Using Copula

In risk assessment, the moment‐independent sensitivity analysis (SA) technique for reducing the model uncertainty has attracted a great deal of attention from analysts and practitioners. It aims at measuring the relative importance of an individual input, or a set of inputs, in determining the uncertainty of model output by looking at the entire distribution range of model output. In this article, along the lines of Plischke et al., we point out that the original moment‐independent SA index (also called delta index) can also be interpreted as the dependence measure between model output and input variables, and introduce another moment‐independent SA index (called extended delta index) based on copula. Then, nonparametric methods for estimating the delta and extended delta indices are proposed. Both methods need only a set of samples to compute all the indices; thus, they conquer the problem of the “curse of dimensionality.” At last, an analytical test example, a risk assessment model, and the levelE model are employed for comparing the delta and the extended delta indices and testing the two calculation methods. Results show that the delta and the extended delta indices produce the same importance ranking in these three test examples. It is also shown that these two proposed calculation methods dramatically reduce the computational burden.