中国证券市场股价指数VaR研究

This paper compares the models in Predicting the VaR of stock price indexes in China. Our resultsindicate that the normal model usually underestimate the VaR when given probability is 0.01 or 0.02, andthe weighted normal model usually overestimate the VaR when given probability is 0.04 or 0.05. Thehistorical simulating model and Logistic distribution model are superior to normal model and to weightednomal model in predicting the VaR.     

东西部地区财政支出的实证分析

This article analysed the scale, structure and effects of finance expenditure in western and easternregions of China from 1996 to 2000. The conclusion indicates that both ablolute scale and relative scale offinance expenditure in the two regions have increased. The western regions put the emphasis of financeexpenditure on infrastructure while the eastern regions on science and technology. Compared with easternregions, the problem of finance expenditure in western regions lies in the government expenditure washigher than normal level; the gap in science and education expenditure of every person between westernand eastern regions have been increasing. How to increase the effects of finance expenditure is the mainproblem which western and eastern regions must face, and this problem means more improtance to westernregions.     

统计数据失真成因的博弈分析

Statistical bodies are in essence interest bodies. To analyse the fundamental reasons Why somestatistical data are untrue, we need to consider the inerests ofthe statistical bodies. Their choices are thetesults of interest gaming. Based on this awareness, this article analyses the game action of the Statisticalbodies when prouding statistical date according to game theory. Therefore we get to know the reasons of theuntrueness of some statistical date. Furthermore the measures and suggestions are given.     

江西与中部省份发展状况比较研究

In a common sense, a transforming process of industrial structure is the process of the economicdevelopment. Firstly, this thesis reviews the past and the current of the industrial development in thecentral China after the PRC was established. Secondly, The thesis deeply analyses the reasons thatindustrial development of Jiangxi province lays behind the others in the central China in six aspects assystem, investment, level of opening-up, and so on. Finally, after realizing Jiangxi's present situation andusing the successful experiences on industrial development of developed countries and areas for reference,we pose six suggestions and measures to focus on accelerting to deyelop economy and upgrade industrialstructure of Jiangxi Province.     

联合国统计指标解释节选(十二)

The data shown in the table arenormally derived from regular inquiries orreports on wholesale and retail trade orfrom infrequent censuses in this field andhave been collected in most cases throughdirect correspondence with the countriesconcerned. For references to the relatednational sources of data,readers shouldconsult Bibliography of Industrial and     

地下资产存量价值变化的因素分解

The researchers often discussed that how to get the value of the stock level of sub-soil asset by net present value(NPV) when they considered the value of depletion of natural recourse in the past. They did not pay more attention to elements which impact the value of the stock level of sub-soil asset. This article introduces a general formula, then focuses on the impact of each element changes on the value of stock level of sub-soil asset in terms of quantity, it gives an illustrative example at the end.     

关于一国统计能力建设的研究

First of all, the definition of the statistical capacity for a country was given in this paper. Based upon it, author discussed how to evaluate a country's statistical capacity both from input side and output side. A possible way of evaluating a country's statistical capacity qualitatively was given. Finally it discussed how to building-up statistical capacity for a country.     

房地产业界定和核算中的若干问题

The paper discusses in details the exact definition of property industry, provides three principles of the definition. It also introduces to the definition of United Nations, the United States and Hong Kong, China.     

中小学生品牌概念发展特点研究

The thinking level of students in primary and middle school can affect their mastering of brandconcept. In order to guide the students' consumption, this study explored the cognitive level anddevelopmental characteristics of brand concept of students in primary and middle school. The resultsshowed (1) the cognitive level of brand concept of students in primary and middle school improved withage; (2)the students of primary and middle school have different knowing about different dimensions ofbrand concept; (3)the students in different grades have different knowing about the brand concept withhigher-grade students knowing more comprehensively.     

浅析运用计量经济模型的缺陷

At present, Econometric models have found a wide range of applications on economic research.However their reliability can be easily understand by intend or unintended abuses. No doubt, econometricmodels have the advantage of revealing the numerical relationships on economic phenomena, but thereexist certain fatal flaws on these econometric models, which if not treated properly will lead to unexpectedmistakes in economic forecast or analysis. In this article some common flaws in econmetric models areinvestigated and some useful measures are suggested for their improvement.     

联合国统计指标解释节选(十三)

The series,published in the StatisticalYearbook,refer to the construction activityas defined by Division 5 of the Interna-tional standard Industrial Classificationof All Economic Activities (ISIC)(Statis-tical Papers,Series M,NO. 4, Rev.2)．Itconsists of (1)Construction industry     

联合国统计指标解释节选(十)

Wholesale trade(Group 6100)is defin-ed as the resale (sale without transforma-tion) of new and used goods to retailers;to industrial,commercial,institutional orprofessional users;or to other wholesalers;or acting as agents in buying merchandisefor、or selling merchandise to,such per-sons or companies．The principal type of     

FDI技术外溢的动态测算及原因解释

A dyanmic model of measuring technology spillover effects from FDI has been established in thispaper by introducing the adaptive expectation process into the original Feder model, and China' seconomic data are used to calculate the time-series of technology spillovers for China' s FDI. A furtherstudy demonstrates that the interaction of human capital and FDI well explains the changes of spillovereffects, while the degree of openness and the improvement of infrastructure also have a positive impact ontechnology spillover. However, it's hard to make certain the relationship between the technology gap,competitive intensity of domestic market and technology spillovers.     

联合国统计指标解释节选(十七)

Consumer price indices are designed to show changes over time in the cost ofselected goods and services which are considered as reprcsentative of theconsumption habits of the population concerned．Methods of computation usedby statistical offices vary from one country to another．     

联合国统计指标解释节选(四)

(续上期“Index numbers ofindusttrial production,bycountries”)The basic concepts and methodologyrecommended by the Statistical Commissionfor the construction of industrial productionindexes may be found in lndex Numbers ofIndustrial Production.With very few ex-@1ceptions,the indexes are calculated accord-ing to the Laspeyres formula using eitherthe weighted average of quantity relauves     

离散选择模型在产品差别研究中的应用

The paper introduces to the application of three scatter choosing model to describe consumer's choice, thereby to conduct the demand analysis by using the consumers' materials and the cross section materials of market quotation.     

城市低收入流动劳动力消费结构的实证分

The floating of rural surplus labor force play a significant role not only in increasing peasants' income, development and urbanization of the countryside, but also in the modernization of china. "Basket-carry" is the typical form of the floating of rural surplus labor force in Guizhou Province. As a weak group, their state of life evokes so much concern. The thesis studies on the state of consumption of Guizhou "Basket-carry' with the data of survey and different methods comprehensively. At last, some suggestions and measures are put forward.     

我国市场调查与研究公司现状的调查分析

As an emerging industry with the amplitude prospect, the industry of market research and investigation should be a focus of attention in china. Firstly, this article analyzes the status of the development of the industry. Secondly, it puts forward some problems of the industry in China. Finally, it gives some countermeasures.     

基于期权方法的动态租赁决策

Many researches concentrated on the analysis of leasing decisions, which afford no flexibility to adjust the term of the leasing during its life. Since these analyses are based on Discounted Cash Flow, it is inadequate for valuing the various options written into many leasing contracts. In this paper, a leasing decision with several real options was analyzed. An option-based numerical analysis is used here with an exampite to value such. discrete-time type of real options.     

我国外资利用的经济增长效应——基于内生经济增长模型的分析

The flowing of foreign capital is related with the economic security of one countries. The experiencesand lessons of many developing countries show that the impact of the foreign capital to the domesticeconomic is often the most important factors of the financial crisis. So it is important to a analysis theforeign capital economic growth effect. Based on the endogenous economic growth model, this paper firstdistricts the three cases of the foreign capital impact and give the three factors of the foreign capitalaffecting to the economic path. The using the sample data of China, we analyze the three factors. Theresults show that all the three factor effets are all positive, which means that the foreign capital utility ofChina is efficiency.