A note on the non-negativity of continuous-time ARMA and GARCH processes

A general approach for modeling the volatility process in continuous-time is based on the convolution of a kernel with a non-decreasing Lévy process, which is non-negative if the kernel is non-negative. Within the framework of Continuous-time Auto-Regressive Moving-Average (CARMA) processes, we derive a necessary condition for the kernel to be non-negative, and propose a numerical method for checking the non-negativity of a kernel function. These results can be lifted to solving a similar problem with another approach to modeling volatility via the COntinuous-time Generalized Auto-Regressive Conditional Heteroscedastic (COGARCH) processes.     

The Role of Behavioral Responses in the Total Economic Consequences of Terrorist Attacks on U.S. Air Travel Targets

U.S. airports and airliners are prime terrorist targets. Not only do the facilities and equipment represent high‐value assets, but the fear and dread that is spread by such attacks can have tremendous effects on the U.S. economy. This article presents the methodology, data, and estimates of the macroeconomic impacts stemming from behavioral responses to a simulated terrorist attack on a U.S. airport and on a domestic airliner. The analysis is based on risk‐perception surveys of these two scenarios. The responses relate to reduced demand for airline travel, shifts to other modes, spending on nontravel items, and savings of potential travel expenditures by U.S. resident passengers considering flying domestic routes. We translate these responses to individual spending categories and feed these direct impact results into a computable general equilibrium (CGE) model of the U.S. economy to ascertain the indirect and total impacts on both the airline industry and the economy as a whole. Overall, the estimated impacts on GDP of both types of attacks exceed $10B. We find that the behavioral economic impacts are almost an order of magnitude higher than the ordinary business interruption impacts for the airliner attack and nearly two orders of magnitude higher for the airport attack. The results are robust to sensitivity tests on the travel behavior of U.S. residents in response to terrorism.     

基于广义σ-N曲面的涡轮盘疲劳寿命预测

以σ-N曲面为基础,并由应力幅值σa和平均应力σm构建Goodman型和Gerber型广义σ-N曲面方程,对涡轮盘进行疲劳寿命估算。由某型航空发动机涡轮盘算例结果显示,基于Gerber型等寿命曲线的估算寿命比Goodman型更接近于其真实额定寿命,且该方法无需循环应力等效转换,从而提高了疲劳寿命估算的精度。     

大学生挫折忍受力的培养研究

讨论大学生挫折忍受力的培养,分析挫折与挫折容忍力的概念,探讨大学生挫折产生的原因及影响挫折忍受力的因素,并介绍了电影情境式教学在大学生挫折忍受力培养中的应用。     

农村社会生态理性的社会学研究

本文从理性视角构筑认识论框架,在此框架内对环境价值作出评估。在肯定理性多样化并存的前提下,把两个最具争议的理性——经济理性与生态理性并列齐观,以阐明二者在环境问题上的分歧,并从中揭示出中心价值对边陲价值的侵犯,并以政治形式将其合法化、正当化的过程。如何实现经济理性与生态理性的和解,宏观层面需要工业文明向生态文明的转变,微观层面需要从＂以人为中心＂的价值观向＂人与环境和谐共处＂的价值观转向,在这一转向过程中经济理性与生态理性相平衡的价值观教育是很有必要的。     

上海CBD建设及陆家嘴——外滩核心CBD发展构想

CBD是城市的核心和灵魂，也是城市经济功能重要的载体。本文从现代CBD发展的国际趋势入手，对上海城市CBD建设过程的发展状况和存在问题两个方面进行了分析，提出了上海未来CBD的建设思路。在此基础上，对上海陆家嘴一外滩核心CBD区域功能规划进行了深入具体的研究，指出了陆家嘴一外滩核心CBD发展的不足，提出了未来发展的规划目标和功能设想，并在政策和制度上提出了保障措施。     

认知心理学视野下的仿拟辞格研究

仿拟辞格的表达和接受都与心理有关,仿拟辞格表达的心理过程分为寻找原型和建立模式两个阶段,接受的心理过程分为感知对象、提取对象、模式识别、"完形"四个阶段.因为仿拟辞格表达和接受的心理过程是不同的,所以其表达和接受之间会存在一定的差距.     

A Postmodern Critique of Societal Discourses of Male Violence in Interpersonal Family Relationships: A Balancing Act for Social Work

In recent years, treatments of family violence have tended to be built around conventional discourses suggesting that men are major initiators in instances of interpersonal violence. Utilizing a postmodernist analysis, we assess societal discourses that continue to give life to this narrow conceptualization of interpersonal violence. We also examine literature suggesting that both men and women resort to violence to resolve relationship difficulties and suggest that a more holistic and inclusive approach to understanding interpersonal violence is critical for social workers committed to social justice and a balanced understanding of the contextual nature of human problems.