基于Markov区制转换模型的极值风险度量研究

将马尔科夫区制转换模型与极值理论相结合研究金融风险度量问题.首先用SWARCH-t模型捕捉收益率序列的剧烈波动和结构变换特征,然后将收益序列转化为标准残差序列,在此基础上通过SWARCH-t模型与极值理论相结合拟合标准残差的尾部分布,进而构建基于SWARCH- t- EVT的动态VaR模型,最后对模型的有效性进行检验.研究表明,SWARCH-t-EVT模型能够有效识别上证综指的波动区制特征,且能有效合理地测度上证综指收益风险,尤其在高的置信水平下表现更好.     

我国海洋渔业转产转业政策导致的双重困境探析--从“过度捕捞”到“过度养殖”

近年来,随着海洋资源开发利用程度的不断提高,海洋捕捞强度日渐超出海洋渔业资源的生态资源承载能力;中日、中韩和中越三个渔业协定的签署生效及海洋专属经济区制度的实行,导致海洋作业渔场逐渐减少,海洋渔民面临失业的凤险.在上述内部矛盾与外部规则的双重压力下,我国政府开始在沿海地区普遍实施海洋渔民转产转业政策,旨在减小海洋捕捞强度,实现海洋渔业资源的可持续利用.这对于改变海洋渔业资源无偿、无序、无度的开发利用现状以及保护和增殖渔业生态资源起到较大的促进作用,减船转产效果明显.然而,渔民弃船后大多转向了海水养殖业,致使海洋渔业陷入高密度、超容量的“过度养殖”困境,海水养殖资源供需矛盾进一步加剧,海洋渔业生态环境日趋恶化.鉴于此,从改善渔业管理制度入手,逐步舍弃传统的“投入控制”管理模式,引入“产出控制”管理模式,将成为有效控制捕捞和养殖的产量,进而“双管齐下”走出双重困境的合理、有效选择.     

经今古文之争与国难之际儒学走向

近代学术,经史嬗变。章太炎、廖平二人分别代表的历史化的古文经学与哲学化的今文经学,使民国时期章黄学派与廖平门生形成两种截然分流的儒学观念。20世纪30年代,廖平门生蒙文通、李源澄游学江浙,问学于章太炎、黄侃,两派学人在汉宋、今古、经史等问题上往复论辩,澄清儒家哲学思想及其渊源流变成为其中要旨。章太炎以儒家修己治人之学为中心,重塑国学正统,探求民族文化的变迁;廖平门生则重构今文学义理,以秦汉新儒学整合汉宋、今古、经史之争。以此为线索,考察民国时期廖平门生与章黄学派转化传统学术的不同旨趣,当可揭示国难之际儒学的多元走向。     

Relation between hand grip strength,respiratory muscle strength and spirometric measures in male nursing home residents

Abstract

Adverse-outcomes related to sarcopenia are mostly mentioned as physical disability. As the other skeletal muscles, respiratory muscles may also be affected by sarcopenia. Respiratory muscle strength is known to affect pulmonary functions. Therefore, we aimed to investigate the relations between extremity muscle strength, respiratory muscle strengths and spirometric measures in a group of male nursing home residents. Among a total of 104 male residents, residents with obstructive measures were excluded and final study population was composed of 62 residents. Mean age was 70.5?±?6.7 years, body mass index: 27.7?±?5.3?kg/m² and dominant hand grip strength: 29.7?±?6.5?kg. Hand grip strength was positively correlated with maximal inspiratory pressure (MIP) and maximal expiratory pressure (MEP) (r?=?0.35, p?<?0.01 and r?=?0.26, p?<?0.05, respectively). In regression analysis, the only factor related to MIP was hand grip strength; among spirometric measures only parameter significantly related to grip strength was peak cough flow (PCF). The association of PCF with grip strength disappeared when MIP alone or “MIP and MEP” were included in the regression analysis. In the latter case, PCF was significantly associated only with MIP. We found peripheric muscle strength be associated with MIP and PCF but not with MEP or any other spirometric parameters. The relation between peripheral muscle strength and PCF was mediated by MIP. Our findings suggest that sarcopenia may affect inspiratory muscle strength earlier or more than the expiratory muscle strength. Sarcopenia may cause decrease in PCF in the elderly, which may stand for some common adverse respiratory complications.     

Dynamics of Contention

Since its launch in Totnes 2005, the Transition Network has achieved considerable success and expansion. Here, I explore the movement's aims and organisation and discuss its evolution in relation to the obstacles it has faced. My discussion draws on both my auto-ethnographic encounters with the movement in Transition Nottingham and the 2010 Transition Network conference and the literature produced by movement actors.     

Protocol for student replication of published research

Subpart D of the Common Rule establishes 4 categories of research that may be conducted on children. One category, 45 CFR 46.406, permits research posing a minor increase over minimal risk and no prospect of direct benefit but expected to yield vital knowledge about the subjects' disorder or condition. To include other children in research posing a minor increase over minimal risk and no prospect of direct benefit requires federal review and approval of the Secretary of Health and Human Services under 45 CFR 46.407. It is widely held that children generally should not be exposed to more than minimal risk in research without the prospect of direct benefit. To justify deviating from this norm, as 406 allows, two claims must be true: (1) When there is vital knowledge to be gained from studying children, it is permissible to expose some children to a minor increase over minimal risk with no prospect of direct benefit; (2) It is permissible for locally reviewed and approved research to expose only children with the disorder or condition under investigation to greater risk with no prospect of direct benefit. The justification for (1) appears to be grounded in the magnitude of benefit to society combined with the need to study children. This article demonstrates that, even if the necessity and magnitude of benefit to society justify exposing children to increased risk, the decision to categorically restrict participation in such research to children with the disorder or condition under investigation (unless the study is federally reviewed and approved) is not justified. Subpart D should be revised.     

征收征用与公民基本权利保护

在我国的征收征用工作中时常出现侵权问题。为了解决这些问题,社会各界都提出了建议和对策。但现实中侵权现象仍不断出现,公民基本权利所受到的侵害始终得不到救济。本文拟从这个问题展开,探讨我国征收征用中相关公民基本权利保护问题。同时,征收征用中的侵权主要还涉及补偿问题,因而本文还将对补偿协商机制作一些探讨。     

西学东渐:论美国实用主义伦理思潮在中国

美国实用主义伦理思潮在我国的西学东渐至今已近百年。从历史沿革的角度来看,这个过程可分为该思潮被引入、被批判、被反思和被借鉴四个阶段。从理论变迁的角度来看,这个过程呈现出对该思潮代表人物思想的研究、该思潮与其他思潮观点的比较研究、该思潮在中国的传播及影响的研究,以及该思潮的整体性研究等四个不同主题。探究这段历史进程的原貌,发现其中的特征和规律,进而提出未来发展的趋势、需要注意的问题和需要改进的方面,对于我国当代伦理学的理论建构和实践探讨都具有重要的意义。     

留守儿童情感缺失:工业化进程中的社会之痛

父母外出务工对留守儿童的内心情感与心理性格形成深远影响。身处家庭经济条件改善和家人团聚的两难选择之中,留守儿童一方面承载着内心封闭、孤独、忧伤、无助等情感,另一方面又体现出对父母与亲情的深切渴望和期盼。农村留守儿童面临的内心情感纠结问题已经不仅仅是家庭养育功能弱化带来的儿童社会化问题,更是中国工业化进程中的沉重社会代价。