浅析武汉城市圈建设和产业结构优化

从经济发展的现状出发，通过对武汉城市圈产业结构升级的研究，用统计分析的方法分析了现阶段武汉城市圈的产业结构现状，揭示出城市圈产业结构中产业专门化率低、不具有比较优势、一产过高、三产过低、产业同构严重等问题，为制定城市圈产业结构的规划与优化产业结构政策提供了理论依据。     

高师生学业成绩与家庭因素的相关性调查分析

通过对在皖高师院校学生个人及家庭情况抽样问卷调查分析后发现:高师生学业成绩总体上与其所在家庭经济收入、父母期望水平等因素有显著正相关,还与所在年级高度相关。高师院校要教育学生端正学习态度;灵活制订课程计划;引导学生树立正确的消费观念;保持与学生家庭的联系。     

基础设施与经济发展关系探析

基础设施与经济发展存在正相关关系。基础设施对经济发展的促进作用表现为规模效应、空间配置效应、结构效应与福利效应。改革开放以来，中国的基础设施建设有了较大发展，但仍然落后于经济发展的需要，加强中国基础设施建设是经济持续快速发展的重要保证。     

Developing Countries and Environmental Protection: Contract Design in Perfectly Correlated Environments

I study the problem faced by an asymmetrically informed supranational governmental authority (SNGA) with limited funds that wishes to design an international environmental agreement (IEA) for less developed countries (LDCs). The SNGA cannot contract directly with polluting firms in the various LDCs, but it must deal with such firms through their national governments. I study this tripartite hierarchical interaction for two LDCs. My principal result is that despite the perfect correlation in the private information of the governments and the firms across the two countries, and in contrast with the result contained in Batabyal (1998a), the SNGA cannot implement a first-best IEA.     

CB – Time Dependent Markov Model for Pricing Convertible Bonds

In this paper, we propose what we call the convertible bond (CB) – timedependent Markov model, which prices N given individual convertible bondssimultaneously, and apply it to Japanese convertible bond data. One of themain features of the model is that it makes full use of the correlationstructure of convertible bond prices. The empirical results show that themodel well describes individual prices in the market.     

北京市入境旅游与饭店旅行社的耦合协调度研究

基于2001—2010年北京市入境旅游和饭店旅行社的各指标数据,首先通过相关分析,筛选出与北京市入境旅游发展存在相关关系的饭店旅行社参量,然后借助熵值法,计算出各个参量的权重及评价值,最后建立耦合协调度模型,对入境旅游—饭店旅行社的耦合协调度进行了实证研究。结果发现,十年间,其耦合度一直处于拮抗阶段,但耦合协调度水平变化幅度较大,2003年达到低谷,属于中度失调,2010年达到最高值,属于中级协调。因此,北京市饭店旅行社的发展仍不能有效的支撑其入境旅游的发展,亟待提升和完善。     

信用违约风险传染模型的比较研究

本文试图对几种有代表性的模型进行比较,来分析由于建模方式的不同,而导致的对信用期权定价和对冲的结果的不同.如果将违约风险传染考虑进去,类似德隆帝国崩溃的事件,或许就能避免.     

福建科技投入与经济增长的灰色关联

根据2000—2005年福建省科技投入与经济增长的相关统计数据,建立科技投入指标体系,运用灰色关联度模型对科技投入与经济增长进行灰色关联研究,得出科技投入对经济增长具有一定的正关联性,人力投入对经济增长的贡献作用比财力投入强的结论,并提出以科技促进经济增长的建议。     

港口货流预测分析及软件技术

物流技术随着电子商务的崛起已逐渐成为新经济研究的焦点。随着入世的临近及入世的实现，作为物流中心枢纽的港口，其货（物）流将会发生极大的变化，无论是货种、流向还是货物公司及运输方式、运输始发地等，都会有较大的改变，迫切需要行之有效的预测方法及软件。基于灰色理论的预测方法较传统的统计预测方法有较大的不同，它不需要多数据统计的样本，是解决少数据不确定系统预测的有效方法，对我国新港多，港口统计数据不稳定不全面等情况尤为合适。本预测分析软件运用最新的数据库与界面技术，使得预测快捷、直观、界面友好。     

Do Inflation‐Linked Bonds Still Diversify?

The diversifying power of inflation-linked (IL) bonds relative to traditional asset classes has changed significantly. In this paper, we study the dynamics of conditional volatilities and correlations for three asset classes, IL bonds, nominal bonds and equities, in the USA and Europe. Using a DCC-MVGARCH for the period 1997–2007, we highlight the change that took place in 2003. Although IL bonds once had definite diversification power, they are now highly correlated with nominal bonds and have reached similar volatility levels. As a result, the two asset classes are practically substitutable. This seems to be due to more stable inflation expectations and to a more liquid IL bond market. Although diversification was a valuable reason for introducing IL bonds in a global portfolio before 2003, this is no longer the case. Dynamic portfolio optimisation using our estimates of conditional correlations and volatilities clearly demonstrates that the optimal weight of IL bonds in a portfolio decreased sharply in 2003 in favour of nominal bonds and equities.