基于尾部指数回归方法的CVaR估计以及实证研究

 在险价值VaR是一种非常重要的金融风险度量方法,近期也有很多关于动态VaR以及条件VaR (CVaR) 等方面的研究。根据金融资产的收益率具有重尾特征这一事实,本文假定金融资产收益率服从重尾分布,并假定重尾分布的尾部指数随着收益率发生变化。本文基于尾部指数回归模型对重尾分布的尾部指数进行估计,进而得到收益率尾部数据所服从的条件分布,并首次运用该方法对条件VaR进行估计。本文对沪深300指数进行了实证研究,得到CVaR的估计,并对估计得到的CVaR的预测效果作出检验,并与传统VaR估计方法进行了对比,实证结果发现本文的方法的预测效果更好。     

新时期加强思想道德工作的思考

加强爱国主义教育,深入开展理想信念教育,加强和改进全民思想道德建设,把社会主义核心价值体系融入国民教育体系,引导人们树立正确的世界观、人生观、价值观、荣辱观,努力培养德、智、体、美全面发展的社会主义建设者和接班人,是一直以来我党加强思想道德建设工作的基本目标,是我们各项社会主义事业取得不断胜利的思想保证。     

年龄的迷宫——清人年龄研究中的几个问题

清人年龄问题非常复杂,既有官年与实年之别,又有因传闻、传抄、版刻、校对、推算等方面不确、不慎而造就的错误;即使是来自本人自述或来自亲友的讣告、碑志、行状、家传、家谱等材料,也不尽可靠;至于正史、地方志及其他人物传记中所载,由于多来自该人物家族提供的行状、墓志、家传等,文献已经二次传抄,致误概率更大。欲研治清人年龄乃至古人年龄,有四个方面需要注意:一是明确文献优先等级;二是善于利用参照系;三是掌握古人一些特殊的年龄表达习惯;四是多闻阙疑。     

幼儿园混龄班与同龄班特点比较与研究

幼儿同伴交往能力是幼儿社会性发展的重要内容。自我国1979年实行计划生育以来,由于独生子女较多,幼儿缺少与同伴交往的机会,幼儿园是幼儿重要的交往环境,多数幼儿在园期间的交往同伴仅局限于同龄之间的交往。目前我国许多幼儿园开设混龄班,这样不仅增加了幼儿与异龄同伴交往的机会,而且在混龄班与同龄班共存状态下,两种班型对幼儿个体发展影响不同。以赤峰市实验幼儿园中三个混龄班与三个同龄班的师生为研究对象,通过观察比较分析混龄班与同龄班幼儿同伴交往的特点与影响,并针对交往中出现的问题找出相应的解决策略。     

Age of onset of epilepsy: its effects on coping strategies

Research into the use of coping strategies to reduce emotional distress from negative life events has identified specific subscales within the more general concepts of problem-focused and emotionfocused coping. This study presents a preliminary assessment of the ultilization of coping strategies during stressful incidents among people with epilepsy, and the differences which may arise as a result of the age of onset of the disorder. Twenty early-onset and 20 late-onset patients were asked to complete a questionnaire using subscales from the «Ways of Coping» scale (Aldwin and Revenson 1987) and from the «COPE» scale (Carver et al 1989). Data were also obtained from two groups of 20 subjects without epilepsy, matched for age and sex with the patient groups (a total of 80 subjects included in the study). Results indicated that subjects with epilepsy attempted to minimize problems more than non-epileptic subjects. Adult onset of the disorder appeared to increase the use of negotiation, acceptance and self-blame. Thus, there appear to be some significant differences in the types of coping strategy employed in stressful situations, with the late-onset group tending to utilize strategies that may be considered maladaptive, perhaps in an initial adjustment to the disorder.     

Description of a subfamily of the discrete pearson system as generalized-binomial distributions

In this paper we prove that a subfamily of distributions of the discrete Pearson, system, containing the Pólya distribution without replacement and hence the hypergeometric distribution, can be described as generalized-binomial distributions, i.e., the distribution of the number of successes which occur in independent trials. It is also shown that the probability of success will necessarily be different in each trial, with the exception of deterministic ones. As a consequence, all the properties of the generalized-binomial distribution will apply to this subfamily. Thus, applications to hypothesis testing and confidence intervals in the Pólya distribution are considered.     

网络时代下外来生僻人名的汉译策略——以《公共外交》为例

外来人名的汉译国内虽有《世界人名翻译大辞典》可以参考,但对既定文本中出现的不少人名却依然无能为力。在讨论人名翻译的对等原则和罗曼语系人名汉译的特点基础上,以《公共外交》中繁杂的外来人名汉译为例,提出网络检索、官网核查、邮件交流三种策略来解决文本中生僻人名的翻译问题,认为译者在汉译外来人名时,必须要在参考权威辞典的基础之上,充分利用网络带来的便利条件多方求证,力图做到人名汉译的对等与可信,以期为新时代的外译汉研究提供借鉴和思考。     

产业融合促进农民共同富裕:作用机理与政策选择

产业融合作为我国农村生产方式的重要变革形态,对农民就业和增收带来深远影响。其机理在于,产业融合发展促进了农村资本要素投入、人力资本积累、农业技术效率提升和生产组织模式创新,不仅提高了资源要素配置效率和农业劳动生产率,而且通过构建合理的利益分享机制,使农民在参与产业链建设中提高了创富能力、实现了收入增长。从农村产业融合发展实践看,反向定制带动了农业产业化模式创新,产业链耦合促进了技术加速扩散,混合经营推动了农村集体经济组织的激活再造,这些新变量和新变化从不同方面、以不同的形式对农民增收致富带来影响。然而,目前我国农村产业融合的整体层次和水平还不高,对农民富裕的促进作用发挥还不够充分,主要原因是生产要素跨界配置面临制度性障碍、农村市场存在功能性缺陷、政府有效激励和规制缺位以及基础服务体系不健全。应加快突破制度障碍、健全市场功能、强化利益分配、夯实基础支撑,促进农村产业深度融合,强化兴农富民带动效应。     

On the Far Eastern pattern of mortality

Since the early 1980s, it has been accepted widely that there is a Far Eastern pattern of mortality, a pattern characterized by excessively high death rates among older men relative to death rates among younger men and among women. It has been regarded as a unique regional mortality pattern, applying primarily to Far Eastern populations. A re-examination of the mortality data of some Far Eastern populations reveals that changes in both age patterns of and sex differentials in mortality have been widely observed. Further, mortality patterns similar to the so-called Far Eastern mortality model have been found in many other populations.     

汉英词典100核心词义项分布研究

在认定《现汉》《牛津》《韦氏》等汉英词典是同类词典的基础上，对这些词典中100核心词的义项数目及其分布进行简要对比，发现与《牛津》《韦氏》等英语词典相比，《现汉》等汉语词典在核心词的义项划分方面比较粗疏。