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991.
Stefan?KassbergerEmail author Rüdiger?Kiesel 《Financial Markets and Portfolio Management》2006,20(4):472-491
This paper examines the empirical properties of hedge fund returns and proposes a fully parametric model capable of adequately
describing both univariate and multivariate return properties. The suggested model is based on the multivariate extension
of the Normal Inverse Gaussian (NIG) distribution and will be shown to be capable of capturing the characteristic distributional
features of hedge fund returns. Drawing on recent research in the area of Generalized Hyperbolic distributions and their calibration,
we will elaborate on the application of the NIG-model for risk management purposes, and highlight the differences between
the NIG and the Gaussian model.
相似文献
992.
Nizamo H Meyrowitsch DW Zacarias E Konradsen F 《International journal of injury control and safety promotion》2006,13(1):1-6
Records of all registered deaths due to injuries maintained by the Legal Medicine Department in Maputo City for the period 1 January to 31 December 2000 were reviewed. Among the 1135 registered deaths, road traffic injuries accounted for the most common underlying cause of death (43.7%), followed by firearm discharge (8.7%) and burns (7.8%). For all deaths, skull fracture (21.9%), organ system injury (17.2%) and brain tissue injury (9.3%) were the most important intermediate causes of death and among the immediate causes of death acute anaemia (21.9%) was the most common followed by asphyxia (14.4%) and traumatic shock (12.0%). Overall, most cases were seen in the age group 20-29 years (27.0%) and comprising mainly males (male/female ratio 3.1). The most commonly reported cause for the victims to sustain injuries leading to death were accidents (59.4%), followed by homicides (19.8%), unknown causes (16.1%) and suicides (4.2%). Prevention of road traffic injuries and improved emergency care and health facility-based treatment is needed to reduce injury-related mortality. 相似文献
993.
994.
Yélé Maweki Batana 《Revue africaine de developpement》2010,22(3):452-469
Abstract: In the last 15 years international aid donors to Africa have shifted their focus dramatically toward health and education; the share of social sector support in total aid rose from 33 per cent to 60 per cent from 1990–94 to 2000–2004 alone. If this aid has been effective, it is unlikely to be captured in GDP or income poverty figures. This paper uses the Demographic and Health Survey at multiple points in time to explore changes in well‐being in ten sub‐Saharan African countries. It compares the evolution of both assets and health which are considered as the two main dimensions of well‐being. These dimensions are simultaneously estimated using the structural equation models with latent variables that have been developed in the psychometric literature. The comparisons of well‐being across time in each country are based on the stochastic dominance analysis. The main results suggest that assets and health have improved during the last two decades in most of these countries. A decline in assets is observed for three countries while health deteriorates in two countries. The reduced poverty appears to be explained less by the aid than other factors in most cases. 相似文献
995.
In recent years, the “buy local” movement has escalated in popularity. This trend is redefining how value along the food chain is shared between producers, retailers, and consumers. A theoretical model was developed and used to evaluate how consumers formulate preferences for locally grown attributes, with an emphasis on consumers’ perceptions of food safety risk. Linkages between locally grown produce attributes, perceived macro outcomes, and value allocation to consumers are then examined using random utility discrete choice models. While results were mixed depending on frequency of purchasing locally grown produce, they do indicate that consumer preferences are driven by perceived food safety risk and other macro outcomes. For example, consumers who frequently purchase locally grown produce perceive these products to be environmentally friendly and to improve their quality of life. 相似文献
996.
997.
Internationalization capabilities of SMEs: A comparative study of the manufacturing and industrial service sectors 总被引:1,自引:0,他引:1
Louis Raymond Josée St-Pierre Sylvestre Uwizeyemungu Thang Le Dinh 《Journal of International Entrepreneurship》2014,12(3):230-253
Nowadays, the global economy requires developed countries to undergo industrial restructuring. In this context, industrial small- and medium-sized enterprises (SMEs) need to collaborate with the service sector to enhance their competitiveness and strategic capabilities. Indeed, industrial service SMEs have been the object of particular attention from governments since these enterprises have become a key element for manufacturing and innovation networks in developed countries. However, these firms, as well as the manufacturing SMEs they serve, now face the challenge to internationalize. This paper addresses the of the strategic capabilities required by SMEs in general, and manufacturing and industrial service SMEs in particular, to internationalize, as well as the effect of these capabilities on their export performance. These strategic capabilities are presented in a research model, which relates human resources (HR), product development capabilities and market development capabilities to export performance. In testing this model with a sample of 347 Canadian and French SMEs, similarities and differences between the two types of SMEs are highlighted. 相似文献
998.
999.
Anat Toder-Alon Frédéric F. Brunel Susan Fournier 《Journal of Marketing Communications》2014,20(1-2):42-64
Although researchers and practitioners have access to a growing body of evidence on the effects of electronic word-of-mouth (eWOM) frequency and valence, a more detailed understanding of eWOM content is needed in order to better influence these social media-enabled conversations. Based on an ethnomethodological analysis of community conversations in a popular parenting online forum, we reveal that eWOM is a powerful social act in which consumers use a broad repertoire of eWOM rhetorical methods. The repertoire for advice-seeking talk includes five components: seeker's legitimacy, topic legitimacy, request formulation, solicitation of responders, and requested response framing. The repertoire for advice-giving includes four components: foundation of authority, advice framing, advice focus, and advice scheme. For each of these components in the two repertoires, we identify corresponding rhetorical methods that can be used in the conversation (over 30 methods in total). Preliminary evidence also suggests that rhetorical alignment between advice-seekers and givers drives effectiveness of eWOM advice. The proposed rhetorical framework has relevance and implication for the many areas where social media and marketing meet. 相似文献
1000.
A review of 138 published academic articles was conducted to provide an up-to-date and comprehensive overview of academic research of the past decade (2006–2016) on advertising directed to young children up to 12 years old. The research overview resulted in a conceptual framework comprising five research domains that were found to be most prominent. For each of these five domains, an overview, discussion and future research agenda is presented. We conclude that much of the research of the past decade included food advertising and its effects. Progress has been made in the domain of children's advertising processing, specifically with regard to advertising literacy. Despite the growing importance of embedded advertising, many of the new ad formats remain neglected (e.g. native and mobile advertising). Additionally, only a few studies investigated which executional factors (e.g. humour) are effective in advertisements to target children and social influences are also less often considered. 相似文献