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821.
822.
Assessment of the adequacy of a proposed linear regression model is necessarily subjective. However, the following three criteria may warrant investigation whether the distributional assumptions for the stochastic portion of the model are satisfied, whether the predictive capability of the model is satisfactory, and whether the deterministic portion of the model is adejuate in a statistical sense. The first two criteria have been reviewed in the literature to some extent. This paper reviews statistical tests and procedures which aid the experimenter in deterrmining lack of fit or functional misspecification associated with the deterministic portion of a proposed linear regression model. 相似文献
823.
Michael McAleer 《Econometric Reviews》2013,32(1-3):10-45
This article reviews the exciting and rapidly expanding literature on realized volatility. After presenting a general univariate framework for estimating realized volatilities, a simple discrete time model is presented in order to motivate the main results. A continuous time specification provides the theoretical foundation for the main results in this literature. Cases with and without microstructure noise are considered, and it is shown how microstructure noise can cause severe problems in terms of consistent estimation of the daily realized volatility. Independent and dependent noise processes are examined. The most important methods for providing consistent estimators are presented, and a critical exposition of different techniques is given. The finite sample properties are discussed in comparison with their asymptotic properties. A multivariate model is presented to discuss estimation of the realized covariances. Various issues relating to modelling and forecasting realized volatilities are considered. The main empirical findings using univariate and multivariate methods are summarized. 相似文献
824.
《Journal of Statistical Computation and Simulation》2012,82(3-4):309-312
A number of procedures for testing adequacy of polynomial approximations to growth curves based on Rao’s test for additional information, Grizzle and Allen’s test or univariate t-tests were compared using data simulated from quadratic models. Quadratic models were indicated as adequately fitting the data in 95.10± 0.10 percent of analyses when the degree of the approximating polynomial was determined by the lowest-order significant coefficient (P = 0.05) that was followed by two successive nonsignificant ones according to separate t-tests. Procedures based on the Grizzle and Allen test and modifications of it indicated quadratic models in 86.70 ± 0.41 to 95.34 ±0.21 percent of analyses depending on error structure, variance and the number of coefficients analysed together. The t-test would be preferred in practice as its performance did not depend on the error structure or variance. 相似文献
825.
We use extreme value theory methods to infer conventionally unobservable connections between financial institutions from joint extreme movements in credit default swap spreads and equity returns. Estimated pairwise co-crash probabilities identify significant connections among up to 186 financial institutions prior to the crisis of 2007/2008. Financial institutions that were very central prior to the crisis were more likely to be bailed out during the crisis or receive the status of systemically important institutions. This result remains intact also after controlling for indicators of too-big-to-fail concerns, systemic, systematic, and idiosyncratic risks. Both credit default swap (CDS)-based and equity-based connections are significant predictors of bailouts. Supplementary materials for this article are available online. 相似文献
826.
We propose an empirical framework to assess the likelihood of joint and conditional sovereign default from observed CDS prices. Our model is based on a dynamic skewed-t distribution that captures all salient features of the data, including skewed and heavy-tailed changes in the price of CDS protection against sovereign default, as well as dynamic volatilities and correlations that ensure that uncertainty and risk dependence can increase in times of stress. We apply the framework to euro area sovereign CDS spreads during the euro area debt crisis. Our results reveal significant time-variation in distress dependence and spill-over effects for sovereign default risk. We investigate market perceptions of joint and conditional sovereign risk around announcements of Eurosystem asset purchases programs, and document a strong impact on joint risk. 相似文献
827.
随着地方金融改革的深入,金融创新持续推进,区域金融协同发展过程中,金融风险呈现集聚效应。区域性金融风险突发性强,传导速度快,局部机构的经营恶化极有可能导致区域性金融危机爆发。因此,现阶段亟需借助金融审计手段,发挥金融审计的预防、警示等作用,采用行之有效的措施,对金融风险进行有效识别、防范与化解,进而促进区域金融健康协同发展。 相似文献
828.
《Journal of Policy Modeling》2022,44(2):418-430
In this article first, we show that the result that the PIIGS group had the largest negative unadjusted and abnormal returns on the day following the Brexit Referendum is robust to taking into account jointly other extreme events such as the Covid-19. Second, we provide evidence that the impact of the declaration of Covid-19 to be a global pandemic by the WHO – when global markets fell by nearly 15% – had a total different reaction in the financial markets to the one following the Brexit Referendum, impacting more negatively in countries where quarantine lockdowns were announced that day (i.e. Austria, Belgium, Brazil, Canada, Italy and Spain), independently on their debt-to GDP ratio. We also show that the day after Covid-19 was declared as a global pandemic, China and Japan (countries that already implemented lockdowns in the previous months) were the only analyzed countries that did not experience any evidence of abnormal returns in their financial markets. Moreover, during the three following days, the US was the only analyzed country showing no evidence of negative abnormal returns due to the declaration of the national emergency. These results suggest that government policies must take into account and monitor specially health-related news at global level, since they can have enormous impacts on portfolio allocations on stock markets, in order to take more informed decisions. 相似文献
829.
Much policy attention has been placed on enhancing individuals’ financial knowledge and literacy, chiefly through financial education programs. However, managing one’s personal finances takes more than financial knowledge and literacy: an individual also needs a sense of self-assuredness, or ‘self-belief’, in their own capabilities. This personal attribute is known within the psychology literature as ‘self-efficacy’. This paper examines the significance of an individual’s financial self-efficacy in explaining their personal finance behaviour, through the application of a psychometric instrument. Using a 2013 survey of Australian women, financial self-efficacy emerges as one of the strongest predictors of the type and number of financial products that a woman holds. Specifically, our analysis reveals that women with higher financial self-efficacy – that is, with greater self-assuredness in their financial management capacities – are more likely to hold investment and savings products, and less likely to hold debt-related products. Even alongside other important factors – such as education, financial risk preferences, age and household income – the explanatory power of financial self-efficacy is found to be significant at the 1% critical level. Moreover, the significance of financial self-efficacy is independently identified from that of financial literacy factors, which bears important implications for the development of policies aiming to improve financial outcomes. 相似文献
830.
Based on data from the four 2004–2010 waves of the US Health and Retirement Study (HRS), we show that financial risk taking is significantly related to life-history negative events out of an individual’s control. Using observed portfolio decisions to proxy for risk taking, we find correlation with two of such individual-specific events: having been victim of a physical attack and (especially) the loss of a child are associated with lower and less frequent investments in risky assets, with an intensity similar to that of the beginning, in 2008, of a collectively experienced event such as the recent financial crisis. We also find evidence that the correlation of risk taking with a child loss is long-lasting, as opposed to the correlation with a physical attack that disappears after few years. Our analysis is more in favor of a preference-based – rather than a belief-based – explanation of the observed change in risk taking. Overall our findings indicate that the past, especially through the loss of a child, casts a long shadow that extends over individuals’ current decisions also within unrelated domains. 相似文献