试论“文化寻根”与“知青”作家的身份建 构简

“知青”作家经由“文化寻根”,远离了“政治反思”的主流话语,走向乡村和民间,重获对历史和现实言说的权力,从而建构了自我身份的合法性。但是,个人的乡土“记忆”在提供给“寻根派”写作资源的同时,也使他们距离真实的历史渐行渐远。不管他们是以温情的目光重建自我的“历史”记忆,还是以精英姿态彰显自我的“启蒙”情怀,这种剥离了“个体”的真实历史境遇和拒绝历史承担的群体式身份认同,也构成了对“自我”和“群体”真实“身份”的遮蔽。     

缅怀高拱诗词考略

高拱是明朝嘉、隆、万时期著名的政治家和思想家。隆庆六年六月,高拱罢官,万历六年七月逝世。明清时期,缅怀高拱的诗词凡九首。这些诗词,一方面表达对高拱忠君爱国、道德文章和相业功绩的敬仰之情,另一方面也为其受诬陷蒙冤、罢官归里而大鸣不平。这些纪实性诗词是对高拱这一悲剧性人物真情实感的流露和表达。     

交互记忆跨越知识边界对软件外包项目绩效作用研究

文章从知识整合角度出发,引入知识边界理论,对交互记忆系统（TMS）是否通过跨越知识边界对项目绩效产生影响进行实证研究。基于大连软件园26家软件外包承接企业中的105个软件外包团队的调查问卷数据,运用结构方程模型方法发现：对于软件外包承接方而言,交互记忆系统能够有效地实现知识边界的跨越;无论是哪种层面的知识边界,交互记忆系统都能够有效地跨越知识边界,并最终由语用边界对项目绩效产生正向的影响作用,有效地解释了交互记忆系统是通过何种方式来促进项目绩效,促进知识的有效整合,进而提高项目绩效的问题。     

高校日语词汇记忆探究

众所周知,词汇是语言的基础,词汇量的多少决定了人与人之间交流的深度和广度。学生对词汇记忆的数量和对词汇的理解深度不仅决定了他们的语言表达能力,也影响了建立在语言基础上的思维的纵深发展,也在很大程度上影响学生学习的积极性。因此,在日语教学中,研究和探索适合学生的词汇教学方法,对于提高学生的语言水平非常重要。笔者通过多年的教学经验和实践,进行了一些有益的探索,试图总结出一些日语词汇的教学与记忆方法。     

记忆速写--素描造型的翅膀

素描造型能力的培养和训练,是一切美术门类的基础,在当代艺术教育由技能培养转变为素质培养的哪过程中,如何从记忆速写方面提高学生的素描造型水平,本文予以探讨.     

对"战争文学"的反思

杨义从东亚学的角度阐发了战争的历史记忆,认为我们今天所要讨论的历史记忆,就是从文学与战争的关系中,正视和剖析那场沉重的东亚地图的撕裂和反撕裂的战争,及其至今尚未得到平复的严重的后遗症,从中寻求人类的正义感、责任感民族以及民族和国家之间正常、健康、和好、互惠发展的历史可能性。严家炎探讨了抗战时期启蒙与救亡的关系,认为在抗日战争这个"救亡"的高潮时期,文学中的"启蒙"仍与"抗日"结伴而行,并没有停止。"启蒙"任务后来被取消,真正的原因在革命队伍内部,是封建思想侵袭革命队伍的结果。王富仁一方面分析了战争记忆与战争文学之间的区别,认为战争文学应当是作家从战争记忆中做出的一种人性的反思;另一方面分析了中外战争文学的差异,认为理想的战争文学应当充盈可贵的人类意识和人性意识。黄修己对战争文学做了深刻的反思,认为我们在政治层面上歌颂正义战争的同时,还应该从人性层面上批判战争。战争文学最主要的不是战争中的宣传鼓动作用,而是通过影响人的感情来提升人性。吴福辉提出了"大抗战文学"的概念,并深入分析了五种类型的"战争体验"小说,认为这些作品将战时特殊的体验延伸到对民族性的自省,凝结为战争文学的最好的结晶。刘增杰深入论述了抗战反思文学思潮,认为在这种反思文学中,一类偏重于对现实政治层面弊端进行揭露与鞭挞;另一类则站在人类的立场,从精神层面对民族惰性进行剖析。指出:反思文学是抗战文学结出的最成熟的果实,抗战反思文学中保留着永具活力民族记忆。秦弓将眼光投向了已经淡出人们历史记忆的反映抗日战争正面战场的文学创作和文学研究,认为表现正面战场的文学创作取得了丰硕的成果,留下了关于抗战的珍贵的民族记忆。应该珍惜这笔宝贵的文学财富,全面启动抗战文学与正面战场的研究,借以填补现代文学史不应有的空白。     

“文化—资本”框架:对历史文化村镇文化资源保护与传承的新解读

对历史文化村镇文化资源的传统解读,主要基于社会记忆等理论,形成了“文化—记忆”框架。但随着文化资源日益复杂多样,与社会的互动关联更为深刻,传统解读框架难以支撑。本文基于文化资本理论,将历史文化村镇文化资源置于“文化—资本”的框架中加以审视,实现了对其对象范畴和社会互动的新解读,焕发了历史文化村镇文化资源在当下的新活力。     

Refined Inference on Long Memory in Realized Volatility

There is an emerging consensus in empirical finance that realized volatility series typically display long range dependence with a memory parameter (d) around 0.4 (Andersen et al., 2001 Andersen , T. G. , Bollerslev , T. , Diebold , F. X. , Labys , P. ( 2001 ). The distribution of realized exchange rate volatility . Journal of the American Statistical Association 96 ( 453 ): 42 – 55 .[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]; Martens et al., 2004 Martnes , M. , Van Dijk , D. , De Pooter , M. ( 2004 ). Modeling and forecasting S&P 500 volatility: Long memory, structural breaks and nonlinearity. Tinbergen Institute Discussion Paper 2004-067/4 . [Google Scholar]). The present article provides some illustrative analysis of how long memory may arise from the accumulative process underlying realized volatility. The article also uses results in Lieberman and Phillips (2004 Lieberman , O. , Phillips , P. C. B. ( 2004 ). Expansions for the distribution of the maximum likelihood estimator of the fractional difference parameter . Econometric Theory 20 ( 3 ): 464 – 484 . [Google Scholar], 2005 Lieberman , O. , Phillips , P. C. B. ( 2005 ). Expansions for approximate maximum likelihood estimators of the fractional difference parameter . The Econometrics Journal 8 : 367 – 379 . [Google Scholar]) to refine statistical inference about d by higher order theory. Standard asymptotic theory has an O(n ^?1/2) error rate for error rejection probabilities, and the theory used here refines the approximation to an error rate of o(n ^?1/2). The new formula is independent of unknown parameters, is simple to calculate and user-friendly. The method is applied to test whether the reported long memory parameter estimates of Andersen et al. (2001 Andersen , T. G. , Bollerslev , T. , Diebold , F. X. , Labys , P. ( 2001 ). The distribution of realized exchange rate volatility . Journal of the American Statistical Association 96 ( 453 ): 42 – 55 .[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]) and Martens et al. (2004 Martnes , M. , Van Dijk , D. , De Pooter , M. ( 2004 ). Modeling and forecasting S&P 500 volatility: Long memory, structural breaks and nonlinearity. Tinbergen Institute Discussion Paper 2004-067/4 . [Google Scholar]) differ significantly from the lower boundary (d = 0.5) of nonstationary long memory, and generally confirms earlier findings.     

Testing Fractional Order of Long Memory Processes: A Monte Carlo Study

Testing the fractionally integrated order of seasonal and nonseasonal unit roots is quite important for the economic and financial time series modeling. In this article, the widely used Robinson's (1994 Robinson , P. M. ( 1994 ). Efficient tests of nonstationary hypotheses . J. Am. Stat. Assoc. 89 ( 428 ): 1420 – 1437 .[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]) test is applied to various well-known long memory models. Via Monte Carlo experiments, we study and compare the performances of this test using several sample sizes.     

ESTIMATION OF PARAMETERS IN ARFIMA PROCESSES: A SIMULATION STUDY

It is known that, in the presence of short memory components, the estimation of the fractional parameter d in an Autoregressive Fractionally Integrated Moving Average, ARFIMA(p, d, q), process has some difficulties (see [1] Smith, J., Taylor, N. and Yadav, S. 1997. Comparing the bias and misspecification in ARFIMA models. Journal of Time Series Analysis, 18(5): 507–527. [Crossref] , [Google Scholar]). In this paper, we continue the efforts made by Smith et al. [1] Smith, J., Taylor, N. and Yadav, S. 1997. Comparing the bias and misspecification in ARFIMA models. Journal of Time Series Analysis, 18(5): 507–527. [Crossref] , [Google Scholar] and Beveridge and Oickle [2] Beveridge, S. and Oickle, C. 1993. Estimating fractionally integrated time series models. Economics Letters, 43: 137–142.  [Google Scholar] by conducting a simulation study to evaluate the convergence properties of the iterative estimation procedure suggested by Hosking [3] Hosking, J. 1981. Fractional differencing. Biometrika, 68(1): 165–176. [Crossref], [Web of Science ®] , [Google Scholar]. In this context we consider some semiparametric approaches and a parametric method proposed by Fox-Taqqu[4] Fox, R. and Taqqu, M. S. 1986. Large-sample properties of parameter estimates for strongly dependent stationary gaussian time series. The Annals of Statistics, 14(2): 517–532. [Crossref], [Web of Science ®] , [Google Scholar]. We also investigate the method proposed by Robinson [5] Robinson, P. M. 1995a. Log-periodogram regression of time series with long range dependence. The Annals of Statistics, 23(3): 1048–1072. [Crossref], [Web of Science ®] , [Google Scholar] and a modification using the smoothed periodogram function.