中国股市的多重分形模型分析

文章基于多重分形理论建立了资产收益模型,刻画了金融时间序列的波动聚集效应和长记忆特征,同时实现了不同时间标度下模型统一,并对中国股市进行了实证检验。     

Household decisions and equivalence scales

Considering an economy with a private good and a household good with a variable degree of publicness, we examine the consequences of two extreme decision rules: (1) the cooperative model, where households maximize the welfare of their members, and (2) the noncooperative model, where each household’s member maximizes her own utility. While publicness of the household good is necessary and sufficient for economies of size to exist and to increase with family size under cooperation, it is shown that this no longer holds in the absence of cooperation. On the other hand, the cooperative rule leads to less generous scales than the noncooperative one.      

信用风险的动态测量方法

本文提出了以市场波动性为基础的信用风险的一个动态量度框架.首先,通过把市场运动对信用暴露的影响量化,使得在信用风险的量度中融合了市场风险的因素,具有了动态的特征;其次,采用广义违约的概念,通过对基于历史数据的累计违约概率表进行拟合,得到了具有长期稳态的转移矩阵,由此得到的违约概率也具有动态属性;再次,根据有关金融产品优先级的历史数据,可以估计得到回收率;最后,把三者结合,得到了信用风险(信用损失)的动态量度,并对该量度框架的实际应用进行了探讨.     

基于模态分解的国家风险多尺度特征分析

国家风险是国际市场中的主要风险要素之一,理解其本质特征能有效的减少对外经济活动中源于其它国家的不确定性损失。针对国家风险的复杂性与易变性特征,本文引入分解思想,试图将国家风险波动分解成不同时间尺度的模态并分别进行特征识别,以把握国家风险的内在规律。在实证研究中,本文以12个代表性国家为研究对象,从长期趋势、中期走势与短期波动三个时间尺度对国家风险进行了多尺度特征分析,得出一些有意义的结论。     

Flexible uncertainty in mixture models for ordinal responses

In classical mixture models for ordinal data with an uncertainty component, the Uniform distribution is used to model indecision. In the approach proposed here, the discrete Uniform distribution is replaced by a more flexible distribution, which is centered in the middle of the response categories. The resulting model allows to distinguish between a tendency to middle categories and a tendency to extreme categories. By linking these preferences to explanatory variables, one can investigate which persons show a tendency to these response styles. It is demonstrated that severe bias might occur if inadvertently the Uniform distribution is used to model uncertainty. An application to attitudes on the performance of health services illustrates the advantages of the more flexible model.     

问卷调查中情境题的应答质量及其与认知功能的关系

情境题在多个国内大型问卷调查中被用来测量受访者的主观评价标准。从设计上来说，情境题题干较长或者涉及维度较多，对受访者的认知功能要求较高，因此情境题的应答质量可能受到影响。本研究基于三个大型调查数据集（中国家庭追踪调查、中国健康与养老追踪调查、国际学生评价项目）中的10类情境题数据来评估情境题的应答质量，然后进一步分析应答质量与受访者教育水平和认知功能的相关性。研究结果显示，情境题的应答质量在不同调查的不同情境题之间有显著差异，受访者对同一情境题组内部不同情境题的打分排序与原设计意图不符的比例在2.73%到30.31%之间。进一步分析表明，情境题的应答质量与受访者的受教育水平和认知功能呈现显著的正相关性，排序不合理和应答不一致的现象更可能出现在受教育水平和认知功能偏低的人群中。因此，研究者在进行情境题的设计和分析时都应该考虑认知功能对其应答质量的影响。     

初中教师信息化教学效能感量表编制初探

信息化教学效能感是信息时代一项重要的职业心理特征，是教师对自身利用信息技术优化教与学活动、促进自身专业发展能力的主观判断。在“全国中小学教师信息技术应用能力提升工程”大力实施的背景下，本研究从心理学的视角对中学教师信息技术应用能力的测量进行了尝试性探究，编制了中学教师信息化教学效能感量表，将中学教师信息化教学效能感（ITE）分为信息化“教”的效能感（EII）、信息化“学”的效能感（EIL）、信息化“自我发展”的效能感（EISd）三部分，且探索性因子分析、验证性因子分析以及可靠性分析的结果显示该量表具有较高的信效度,适合测量中学教师信息化教学效能感。     

Conference Report Making Statistics More Effective in Schools of Business

We propose semiparametric procedures for estimation and testing of base-independent equivalence scales. The partial linear index specification permits simultaneous estimation across multiple household types and multiple goods and also the incorporation of continuous and discrete household attributes. Furthermore, asymptotic properties of estimated equivalence scales and tests of base independence are readily obtained. The efficiency gains from the proposed models and estimators are particularly helpful for developing country data where there is often much greater variation in household size and composition. We apply the techniques to South African data and find the results to be broadly consistent with base independence.     

Self–other rating agreement in leadership: A review

This paper reviews the theoretical and empirical literature on self–other rating agreement (SOA) related to leadership in the workplace, focusing primarily on research published between 1997 (the year of Atwater &; Yammarino's seminal paper on SOA) and the present. Much of the current interest in SOA derives from its purported relationships with self-awareness and leader effectiveness. The literature, however, has used a variety of metrics to assess SOA, resulting in discrepancies between findings across studies. As multi-rater (360-degree; multisource) feedback instruments continue to be widely used as a measure of leadership in organizations, it is important that we more clearly understand the relationships between SOA and its predictors and outcomes. To this end, in this article, we review (a) models of agreement, (b) factors affecting self-ratings and the congruence between self–others' ratings, (c) factors affecting others' ratings, (d) correlates of agreement, and (e) measurement issues and data analytic techniques. We conclude with discussions of practitioner issues and directions for future research.     

Effects of Varying Response Formats on Self-ratings of Life-Satisfaction

A sample of 1,737 volunteering students, randomly assigned to 12 conditions, rated their current overall (dis)satisfaction with life. Each condition used 1 of 12 response formats, differing in (1) polarity (bipolar versus unipolar), (2) orientation (horizontal versus vertical), and (3) anchoring (−5 to +5, Not Numbered, and 0 to 10). Results For satisfaction ratings, a negative skew was found for all response formats, but, a higher percentage of respondents scored in the upper part (Midpoint to top) of the scale with anchor points (−5 to +5) than on the scales with other anchor points (Not Numbered and 0 to 10). Our results indicate that, satisfaction ratings obtained with either a unipolar or a bipolar response scale were similar, but, participants experienced some difficulty in rating life dissatisfaction using the bipolar dissatisfaction–satisfaction response scale. Moreover, this study has found that life satisfaction and dissatisfaction show a reciprocal relation, especially when assessed with two independent unipolar rating scales. These results support the inclusion of one-way unipolar response scales in the assessment of satisfaction and dissatisfaction. Conclusion Our results suggest that the type of response format may influence both satisfaction and dissatisfaction ratings as well as the relationships between these two constructs.