基于CIR模型的利率风险计量及实证——以我国国债市场为例

本文以我国国债市场为例,利用4种期限类型(7年期、8年期、10年期和20年期)的国债收益率样本数据对CIR模型进行实证分析得出,CIR模型较适宜于中国当前的金融市场实际;在实证研究中,考虑广义矩方法(GMM)可能存在某些问题,如效率不高。并且使用Nowman(1997)提出的最大似然估计法(MLE)对上述利率动态模型进行估计。在此基础上,构建了基于利率期限结构的久期模型并进行经验计算。     

立普妥对老年充血性心力衰竭MS患者血清CRP和LDL-C的影响

目的探讨CRP水平和充血性心力衰竭（CHF）、代谢综合征（MS）程度之间的关系,以及应用立普妥对CHF代谢综合征预后的影响。方法观察120例CHF代谢综合征患者在常规应用心衰治疗药物的基础上,给予立普妥干预前后血清CRP和LDL-C的变化。另选30例无心衰MS患者为对照组。结果心衰代谢综合征患者CRP、LDL-C水平均明显高于无心衰代谢综合征患者（P〈0.05）相关分析显示CHF患者的CRP水平和心衰程度呈正相关（r=0.14,0.21,0.32,0.39,P〈0.05）。CHF患者的LDL-C水平和心衰程度亦呈正相关（r=0.21,0.33,0.46,0.50,P〈0.05）。药物干预组立普妥治疗前与治疗后比较,LDL-C水平有明显降低（P〈0.05）。常规治疗组治疗前与治疗后比较,LDL-C水平无明显变化（P〉0.05）。药物干预组患者给予立普妥干预治疗4,8周后比较CRP水平均有显著降低（P〈0.01）,且与应用时间的长短呈正相关（r=0.11,0.34,P〈0.05）;常规治疗组患者治疗前、后比较,CRP水平无明显变化（P〉0.05）。结论CRP可以作为CHF代谢综合征患者预后评估的重要指标之一。     

Estimating the Upper Support Point in Deconvolution

Abstract.  We consider estimation of the upper boundary point F ⁻¹ (1) of a distribution function F with finite upper boundary or 'frontier' in deconvolution problems, primarily focusing on deconvolution models where the noise density is decreasing on the positive halfline. Our estimates are based on the (non-parametric) maximum likelihood estimator (MLE) of F . We show that (1) is asymptotically never too small. If the convolution kernel has bounded support the estimator (1) can generally be expected to be consistent. In this case, we establish a relation between the extreme value index of F and the rate of convergence of (1) to the upper support point for the 'boxcar' deconvolution model. If the convolution density has unbounded support, (1) can be expected to overestimate the upper support point. We define consistent estimators , for appropriately chosen vanishing sequences ( β _n ) and study these in a particular case.     

粤苏辽京四省市农村土地股份合作制改革及其启示

粤苏辽京四省(市)在农村土地(社区)股份合作制改革方面走在全国的前列,富有特色性和典型性,值得参考和借鉴。本文在广泛调研的基础上,总结了四省(市)农村土地(社区)股份合作制改革的基本情况和特点,探讨了改革过程中具有规律性的东西及四省(市)经验对于推进农村土地(社区)股份合作制改革的若干启示。     

离子色谱分析技术的探讨

离子色谱(简称IC)是近年来发展起来的一种新的液相色谱分析技术,此法操作简便、快速、灵敏度高、选择性好。本文介绍了离子色谱的组成、分离原理和在化学分析中的应用,并对离子色谱分析过程中影响测定结果准确性的因素作了探讨。     

数字校园中的毕业设计探讨

数字校园给广大师生的专业研究、学习生活带来了丰富的信息资源。充分利用和发挥URP信息技术平台的优势，加强教学资源建设，优化毕业设计过程控制，改进传统的毕业设计管理流程，建立毕业设计知识管理体系，以提高毕业设计教学质量。     

FEMINISM, TECHNOLOGY AND THE INFORMATION SOCIETY Learning from the past, imagining the future

This article examines second wave and post-second wave feminist writing about the possibilities of (contemporaneously) new information and communication technologies. A number of texts by key authors, including Shulamith Firestone, Valerie Solanas, Cynthia Cockburn, Donna Haraway and Sadie Plant, are examined in light of the social and political context of their time of writing as well as in relation to 'mainstream' information society theorists such as Daniel Bell and Manuel Castells. The main focus is on how these authors understand the transformative potential of technologies, and attention is drawn to the swings between optimism and pessimism about the role of technology for a feminist political agenda. The role and nature of manifestos are also explored, and the question of whether it is time for another feminist technology manifesto is raised. The article concludes by posing some methodological and theoretical challenges of developing an anti-essentialist (in relation to both gender and technology), politically engaged and relevant feminist research agenda that takes seriously both lived experience and structures of power. The footnotes are an experiment in autobiographical writing in which I make explicit my own connection to this literature and the politics of these debates.     

Characterizations based on Rényi entropy of order statistics and record values

Two different distributions may have equal Rényi entropy; thus a distribution cannot be identified by its Rényi entropy. In this paper, we explore properties of the Rényi entropy of order statistics. Several characterizations are established based on the Rényi entropy of order statistics and record values. These include characterizations of a distribution on the basis of the differences between Rényi entropies of sequences of order statistics and the parent distribution.     

“诛”字“杀戮”义考

"诛"字的本义是"责罚、责备",由"责罚、责备"义引申出"杀戮"。早在春秋后期,"诛"字便引申出了"杀戮"之义。但"杀戮"之义直到汉代才逐渐成熟并占据主导地位。"诛"表"杀戮"义兴起的缘由大约有三个:1.春秋战国时期君王具有绝对的统治力,往往君主的"责罚"被引申为"杀戮";2."诛""杀"二字的经常性连用,并逐渐凝固成词,促进了"杀戮"义的发展;3."责"字分担了"诛"字的一部分"责备、责罚"义,使"诛"得以专表"杀戮"义。     

一类广义(2+1)维非自治长短波方程的整体光滑解的存在唯一性

利用先验估计和Galerkin方法,研究了非线性广义耗散(2+1)维非自治长短波方程在H4per(Ω)×H3per(Ω)上光滑解的整体存在唯一性.