商品金融化背景下大宗商品指数收益机制转换

基于虚拟变量Markov机制转换模型,选取具有代表性的国际商品指数-标普高盛商品指数(S&P GSCI)及道琼斯大宗商品指数(DJCI)为研究对象,探寻大宗商品指数收益率机制转换出现的规律与诱因.实证结果表明:修正后的模型能较好地反映大宗商品指数收益率波动性呈现出的“中-高-中高-低-中”的阶段性变化,在阶段变换的拐点处商品指数呈现出具有转折意义的“V”形走势;金融危机前后的流动性冲击改变机制转化的概率.研究结果可以为预测大宗商品市场走势及阶段性转折点提供参考.     

A log-logistic regression model for a transition rate with a starting threshold

The paper presents a new type of parametric transition rate model that is particularly suitable for studying household and union formation. In such studies, it is often not easy to determine the moment at which individuals actually enter the population at risk - or at least when the risk begins to become socially important. Even in the presence of regulations stipulated by law, one might be interested in studying ‘social’ timetables. We assume that there is a constant rate for any duration and that after a certain threshold point a log-logistic rate is added, with this threshold as its time origin. This can be justified in a behavioural sense by assuming that random and social transitions arise from separate processes. We then apply the model to union formation in Italy and show how threshold and intensity effects generated by theoretical hypotheses can be revealed.     

耐力运动对大鼠血液学指标影响的实验研究

通过测定大鼠4周耐力运动后RBC、Hb、MCT、MCV的变化，并观察大鼠一般表现，结果：4周耐力运动后大鼠RBC显减少（P＜0．05），Hb下降（P＜0．05），表明本实验采用的运动形式和运动负荷量能造成大鼠运动性贫血，可作为研究运动性贫血的动物模型。     

A New Pearson-Type QMLE for Conditionally Heteroscedastic Models

This article proposes a novel Pearson-type quasi-maximum likelihood estimator (QMLE) of GARCH(p, q) models. Unlike the existing Gaussian QMLE, Laplacian QMLE, generalized non-Gaussian QMLE, or LAD estimator, our Pearsonian QMLE (PQMLE) captures not just the heavy-tailed but also the skewed innovations. Under strict stationarity and some weak moment conditions, the strong consistency and asymptotic normality of the PQMLE are obtained. With no further efforts, the PQMLE can be applied to other conditionally heteroscedastic models. A simulation study is carried out to assess the performance of the PQMLE. Two applications to four major stock indexes and two exchange rates further highlight the importance of our new method. Heavy-tailed and skewed innovations are often observed together in practice, and the PQMLE now gives us a systematic way to capture these two coexisting features.     

财政科技投入产出绩效评价指标的选择

财政科技投入产出绩效评价体系的构造过程可分为评价指标初选和指标体系完善两个阶段,在评价指标初选阶段主要使用定性分析方法,在指标体系完善阶段主要使用定量方法。结合上海市的问卷调查资料,构建出财政科技投入产出绩效评价体系,以期给实践工作带来启发和帮助。     

社会系统的矛盾与和谐

基于马克思历史唯物主义社会模型,广泛吸收系统科学成果,建立"社会系统的新模型",并在这个新模型上讨论社会系统矛盾与和谐的辩证关系。提出"社会和谐"的三种定义,并指出"社会系统和谐指数"以及社会学数学化的研究方向。联系实际,讨论中国"和谐社会建设"的五个重大问题。     

面向服务组合的服务语义匹配机制

为提高服务组合中服务匹配速度和正确率,提出了基于服务索引的服务语义匹配机制。在面向独立服务匹配算法基础上,引入服务索引机制,提出面向服务组合的语义匹配算法,并在算法中加入了对服务输入/输出匹配的可用性分析。为进一步提高服务匹配的精确性,引入了语义匹配度概念,以实现具有多种匹配值的服务类别语义匹配,继而给出综合语义匹配值的计算方法。实验分析表明基于服务索引的语义匹配能有效地提高服务匹配效率。     

中国女排与世界优秀女排非技术指标对比分析

利用文献资料法、数理统计法、比较分析法,对参加2013世界女排大奖赛的中国女排和巴西、塞尔维亚、日本、意大利、美国五个队非技术指标对比分析,旨在研究分析新奥运会周期中外优秀女排非技术因素的差异,探讨中国女排非技术指标的现状,为新一届国家女排积极备战里约奥运会提供理论参考.     

幸福指数指标体系的构建

经济增长的终极目的是使人民生活得更幸福。但由于过去在评价经济发展时过多的关注GDP等硬数据,而对经济社会的全面发展重视不够,对人民幸福程度这一软指标关注不够,使得虽然经济增长了,但人们的幸福感不但没有随之增长甚至还有所下降。因此,研究幸福指标的经济学意义及幸福指数指标体系的构建,对决策部门制定经济发展政策、出台以人为本的相关人文关怀政策、促进社会全面和谐发展,都具有十分重要的意义。     

Deaths from Alcohol and Violence in Moscow: Socio-economic Determinants

Objective: To examine the association between accidental, violent and alcohol related adult mortality in the Russian capital and socio-economic status characteristics such as educational status, occupational group and marital status.Data and methods: individual death records for Moscow City for the years 1994 and 1995, for 86121 deaths between the ages of 20–59. Proportional mortality analysis was used to compare trends for alcohol related deaths and accidental and violent deaths (representing 5 and 28% of all deaths in this age group), with multiple controls consisting of deaths from cancer at various sites.Results: The probability of death from alcohol related diseases increased as education level decreased, with those men failing to complete secondary education over two and a half times as likely to die from these causes than men with higher education. Blue collar workers were also much more likely to die from these causes than white collar workers. Marriage had a marked protective effect for both men and women.Conclusion: Despite 75 years of official egalitarian ideology, there are marked socio-economic differentials in mortality in Russia. For the causes of death analysed, socio-economic mortality differentials were greater for women than for men.