Asymptotic Expansions of Estimators for the Tail Index with Applications

We present asymptotic expansions for two well-known estimators of the tail index of a distribution—the Hill's estimator and the simplified Pickands' estimator. We then use the expansions to get more accurate interval estimates. Comparisons between the two estimators are also discussed.     

中国股市跨行业系统性风险空间溢出关联及风险预测分析——基于尾部风险网络模型

基于条件风险价值CoVaR和SIM单指数分位数回归技术,选取2012-2018年我国股市24行业指数周频数据,构建时变的跨行业尾部风险网络,通过网络拓扑结构反映系统性风险的空间关联及潜在变化趋势。此外,引入ARDL模型探究网络结构和宏观经济变量对股市系统性风险的长短期效应,最后对系统性风险进行预测。结果表明：(1)我国股市行业板块间存在明显的系统性风险空间关联和传染效应,风险溢出网络具有“小世界”特征;(2)网络连边集中度HHI呈明显的周期性变化。在尾部事件期间,HHI指标显著增加,风险网络呈较单一的中心节点结构,网络稳定性差;(3)通过节点风险传播强度和中心化程度发现,仅通过节点内部属性判断节点的系统重要性已不够全面和准确,应结合节点在网络中的位置和关联关系来判断;信息技术、医疗保健、商业和专业服务行业是风险网络中最有影响力的行业;(4)通过ARDL-ECM模型发现网络连边集中度是系统性风险的主要影响因素,并对股市系统性风险进行了高度准确的预测。本研究可为监管机构有效识别我国股市中有影响力的行业提供参考,依据关键行业的溢出关联制定针对性的风险防范措施,同时对风险溢出效应设立预警机制。     

Autonomy in long‐term care: a need,a right or a luxury?

Doyal and Gough’s theory of human need highlighted that personal autonomy is a universal need and human right, essential for well‐being. In applying their theory to older disabled people in the UK the author suggests that their ‘minimally autonomous’ threshold would exclude some older people in long‐term care who still have a fundamental need for autonomy or, alternatively, extant autonomy. The disability movement has highlighted that independent living is fundamental to achieving self‐determination for disabled people and debate on equality and caregiving emphasises the autonomy of carers. However, there is a lack of recognition in both academic research and government policy of autonomy as a need and right of older disabled people. The author argues that autonomy is a human right of older people living in long‐term care settings, but that social rights are necessary to facilitate their autonomy.     

长尾理论视野下的网络视频与大众话语权

长尾理论从经济学角度出发,揭示了商品在线销售的一般规律,但它对网络时代大众话语权的研究同样具有指导意义。网络视频是一把双刃剑,它对大众话语权的影响具有双面性。我们应对网络视频及其体现出来的话语权进行积极引导并加以利用,使其成为促进数字媒体和文化创意产业发展的利器。足够大的流通渠道、个性化的创意产品和网民的热评无疑是基于网络视频的文化创意产业发展缺一不可的要素。为保证网络视频的健康发展,我们应建立健全的法制,提高公众的媒介素养并树立网络视频与权威影像和谐共存、均衡发展的理念。     

Origin and evolution of endemic plants of the Bonin (Ogasawara) Islands

The Bonin Islands are typical oceanic islands, located at the western part of the North Pacific Ocean and approximately 1,000 km south of mainland Japan. This archipelago consists of about 20 small islands. Although floristic diversity is low due to the small area and limited environmental diversity, the Bonin Islands harbor unique endemic flora as in other well-known oceanic islands. This paper presents a brief summary of the results obtained from recent studies on the endemic flora of the Bonin Islands. The results are reviewed in relation to the four stages of the evolution of endemic flora in the oceanic islands; migration, establishment, enlargement and diversification. The ancestors of the flora originated mostly from tropical and subtropical Southeast Asia or mainland Japan by rare events of long distance dispersal. The proportion of bird-dispersed species is relatively high as for other oceanic islands. Genetic data sets obtained from allozyme variation in some endemic species suggest that migration occurred several million years ago and genetic diversity is correlated with current population size. At the time of establishment, self-compatible plants are expected to have an advantage. However, the percentage of dioecious plants is relatively high. This is partly due to evolutionary changes from hermaphroditic ancestors to dioecy which occurred in two genera in the Bonin Islands. In addition, there are some examples of evolutionary changes from herbaceous ancestors to woody endemics. Adaptive radiation is found in some genera, although the number of congeneric endemic species is less than five. Studies of allozyme variation inPittosporum, Symplocos andCrepidiastrum showed that genetic identity is generally very high between congeneric species in spite of their distinct morphologies. This result suggests that divergence of these species occurred rather recently and distinct morphological differences are based on a limited number of genetic changes.     

Comparison of non-parametric and semi-parametric tests in detecting long memory

The first two stages in modelling times series are hypothesis testing and estimation. For long memory time series, the second stage was studied in the paper published in [M. Boutahar et al., Estimation methods of the long memory parameter: monte Carlo analysis and application, J. Appl. Statist. 34(3), pp. 261–301.] in which we have presented some estimation methods of the long memory parameter. The present paper is intended for the first stage, and hence completes the former, by exploring some tests for detecting long memory in time series. We consider two kinds of tests: the non-parametric class and the semi-parametric one. We precise the limiting distribution of the non-parametric tests under the null of short memory and we show that they are consistent against the alternative of long memory. We perform also some Monte Carlo simulations to analyse the size distortion and the power of all proposed tests. We conclude that for large sample size, the two classes are equivalent but for small sample size the non-parametric class is better than the semi-parametric one.     

勾践“长颈鸟喙”别论 ——兼为品观电视连续剧《越王勾践》的一种参考

东周时代兴越灭吴、称霸中原的越王勾践，长期享有“长颈鸟喙，可与共患难，不可与共荣乐”的恶谥。然而考察历史可以发现，吴越矛盾既不可避免，勾践之兴越灭吴并“北观兵中国，以尊周室”，实有益于吴越两国人民并有利于当时整个“国际局势”的良性发展，其正义性无可置疑；在文种借故不朝之后，勾践隐忍长达一年，最终才将其赐死，是多种因素作用的结果，绝非所谓“长颈鸟喙”劣根性的表现。史载勾践无他不道之事，代有识见卓伟之人如韩愈、苏轼、王若虚对范蠡、文种发出诛心之论，令人警醒，足可还此一公案之本来面目。     

巴赞纪实美学的批判

巴赞 (A.Bazin)认为电影的本性是照相性 ,要求杜绝人的参与 ,以保持现实的多义性和含糊性 ,从而纠正了蒙太奇学派的偏颇。然而 ,他又陷入了另一极端。让·米特里 (J· Mitry)指出电影的手段不可能摆脱人的参与 ,手段愈能贴近现实 ,就愈能偏离现实     

Policy learning and cross-national diffusion in social long-term care insurance: Germany, Japan, and the Republic of Korea

Recently, many developed countries have moved toward comprehensive Long-Term Care (LTC) systems. Along with the conventional explanations of these policy changes based on domestic factors, learning from abroad should be considered. We focus on the social insurance model of LTC, particularly how Japan learned from Germany and the Republic of Korea learned from Japan. Some approaches for how to think about policy learning in general as well as cross-border learning are suggested.     

"双带"考

对于柳永《散水调·倾杯乐》中的“双带”，学术界有多种不同的注解，作者结合文物考古资料，重新考证了“双带”一词在不同语境中的不同涵义，其一指女子系衣之带在腰间绕了两周，以此来表现女子消瘦；其二与骑马射箭相关，是指垂系两糙的带子。