Dependence function for continuous bivariate densities

The notion of cross-product ratio for discrete two-way contingency table is extended to the case of continuous bivariate densities. This results in the “local dependence function” that measues the margin-free dependence between bivariate random variables. Properties and examples of the dependence function are discussed. The bivariate normal density plays a special role since it has constant dependence. Continuous bivariate densities can be constructed by specifying the dependence function along with two marginals in analogy to the construction of two-way contingency tables given marginals and patterns of interaction. The dependence function provides a partial ordering on bivariate dependence.     

LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS

ABSTRACT

Many recent papers have used semiparametric methods, especially the log-periodogram regression, to detect and estimate long memory in the volatility of asset returns. In these papers, the volatility is proxied by measures such as squared, log-squared, and absolute returns. While the evidence for the existence of long memory is strong using any of these measures, the actual long memory parameter estimates can be sensitive to which measure is used. In Monte-Carlo simulations, I find that if the data is conditionally leptokurtic, the log-periodogram regression estimator using squared returns has a large downward bias, which is avoided by using other volatility measures. In United States stock return data, I find that squared returns give much lower estimates of the long memory parameter than the alternative volatility measures, which is consistent with the simulation results. I conclude that researchers should avoid using the squared returns in the semiparametric estimation of long memory volatility dependencies.     

C2C卖家的诚信行为模式及其动态性研究

现有电子商务的信用评价体系单一维度的特点使得评级体系难以准确衡量、比较店铺在各维度之间的差异及其变化。为了提高C2C电子商务信用评级体系的信息揭示作用,本文试图从多维度指标分析店铺的诚信行为模式及其动态性。本文对淘宝7大行业不同信用等级的卖家的诚信指标数据进行聚类分析表明,店铺在动态评分、信用等级、好评率上分别具有六类不同的静态组合特征,信用积分在解释店铺诚信状态上弱于动态评分和好评率指标。动态模式分析表明,店铺的好评率、动态评分指标及其与同业行业比值会呈现出三个不同的组合变化趋势。最后本文提出对现有的评价体系改进,以体现店铺之间在模式上的差异,从而真实展现卖家的诚信水平。     

中国C2C交易市场电子服务质量对顾客忠诚的影响——以顾客满意和顾客价值为中介变量

通过构建整合性的理论研究模型，揭示了C2C交易市场电子服务质量、顾客满意、顾客价值以及顾客忠诚之间相互作用的机理。并对中国具有C2C网上购物经验的用户进行问卷调查，建立结构方程模型，采用验证性因子分析法实证检验研究假设。研究结果发现：（1）C2C网站的电子服务质量对顾客满意和顾客价值产生显著的正向影响；（2）C2C卖家的电子服务质量对顾客满意产生显著的正向影响，对顾客价值的影响不显著；（3）顾客满意和顾客价值都对顾客忠诚产生显著的正向影响；（4）确认了顾客满意和顾客价值在C2C交易市场电子服务质量和顾客忠诚之间的中介效应。根据研究结论对C2C交易网站和网上卖家提高电子服务质量和顾客忠诚提出一些富有决策指导意义的对策和建议。     

A Comparison of Survival Function Estimators in the Koziol–Green Model

In this paper, three competing survival function estimators are compared under the assumptions of the so-called Koziol– Green model, which is a simple model of informative random censoring. It is shown that the model specific estimators of Ebrahimi and Abdushukurov, Cheng, and Lin are asymptotically equivalent. Further, exact expressions for the (noncentral) moments of these estimators are given, and their biases are analytically compared with the bias of the familiar Kaplan–Meier estimator. Finally, MSE comparisons of the three estimators are given for some selected rates of censoring.     

Using simulation methods for bayesian econometric models: inference,development and communication: some comments

We extend the average derivatives estimator to the case of functionally dependent regressors. We show that the proposed estimator is consistent and has a limiting normal distribution. A consistent covariance matrix estimator for the proposed estimator is provided.     

淘宝网C2C交易市场的运营措施分析

我国的C2C电子商务交易市场已进入寡头垄断时期，呈现出“三强纷争、淘宝独大”的局面。淘宝网的市场决策将引领和决定这个市场的未来发展方向，对此加以研究分析意义深刻。     

东西相遇：中德双校园学习差异性比较分析——基于Z大学中德合作2＋3项目学生的访谈

在对Z大学中德合作2＋3项目留德学生访谈的基础上，以差异性分析为视角，从教学组织、专业学习和校园生活三个纬度，分析了项目学生对两校园学习的差异性体验，并从文化价值、教育体制、教育投入方面探究其原因，提出了强化国际合作、提升师资能力水平、加大工程实训领域投入等对策。     

网络论争中的青年社会情绪及价值取向解读——以“上海地铁二运事件”为例

2012年,上海地铁第二运营有限公司发布的一条官方微博引发了广泛的网络论战。围绕"骚"与"扰"的问题,在政务微博的权威性与通俗性如何权衡、网络时代的社会公共服务管理应如何作为、权利的边界与自由的限度该如何界定、个性张扬与自由标榜中是否也存在着对他人人格与尊严的无视与冒犯、公序良俗与法律对社会秩序的维护起着怎样的作用等问题上所形成的话语盛宴,为我们提供了一个解读当下青年的社会情绪及价值取向的生动范本。     

论3G时代高校图书馆的发展

3G时代图书馆工作面临新的考验。为了应对这一革命性的冲击，高校图书馆要做好数字化的核心准备工作，逐步建立并完善例如“手机图书馆”的建设。一方面可以提高数字化图书的普及与使用率，另一方面也可以在演进的过程中确实保护高校的既得利益。