长三角区域行政合作构想

目前,长三角区域行政合作的发展陷入一系列困境,但是泛珠三角区域行政合作却取得很大成功。借鉴其成功的经验与启示,本文提出坚持共享区域合作成果,制定区域合作规范,建立区域合作机制,成立区域合作机构,重新规划区域行政布局等构想来促进长三角区域行政合作。     

An empirical analysis of the relationship between the hedge ratio and hedging horizon: A simultaneous estimation of the short‐ and long‐run hedge ratios

This article analyzes the effects of the length of hedging horizon on the optimal hedge ratio and hedging effectiveness using 9 different hedging horizons and 25 different commodities. We discuss the concept of short‐ and long‐run hedge ratios and propose a technique to simultaneously estimate them. The empirical results indicate that the short‐run hedge ratios are significantly less than 1 and increase with the length of hedging horizon. We also find that hedging effectiveness increases with the length of hedging horizon. However, the long‐run hedge ratio is found to be close to the naïve hedge ratio of unity. This implies that, if the hedging horizon is long, then the naïve hedge ratio is close to the optimum hedge ratio. © 2004 Wiley Periodicals, Inc. Jrl Fut Mark 24:359–386, 2004     

Looking for contagion in currency futures markets

This article tests whether there are pure contagion effects in both conditional means and volatilities among British pound, Canadian dollar, Deutsche mark, and Swiss franc futures markets during the 1992 ERM crisis. A conditional version of international capital asset pricing model (ICAPM) in the absence of purchasing power parity (PPP) is used to control for economic fundamentals. The empirical results indicate that overall there are no mean spillovers among those futures markets, but they are detected during the crisis period. That is, past return shocks originating in any one of the four markets have no impact on the other three markets during the entire sample period, suggesting that these markets are weak‐form efficient. However, this weak‐form market efficiency fails to hold during the market turmoil, especially for British pound and Swiss franc, and the sources of contagion‐in‐mean effects are mainly due to the return shocks originating in three European currency futures markets. As for the contagion‐in‐volatility, it is detected for British pound only because its conditional volatility is influenced by the negative volatility shocks from Canadian dollar, Deutsche mark, and Swiss franc, with Deutsche mark playing the dominant role in generating these shocks. JEL Classifications: C32; F31; G12. © 2003 Wiley Periodicals, Inc. Jrl Fut Mark 23:957–988, 2003     

团队软件过程的研究与实践

迄今为止 ,学术界和产业界公认CMM是进行软件过程改进和软件过程评估的一个有效的指导框架 ,但是CMM中未提供有关实现子过程域所需要的软件过程持续改进的知识和技能 ,另外 ,软件产业的成功与发展 ,与软件开发单位的过程管理和过程规范密不可分。只有熟悉PSP(个人软件过程 )和TSP(团队软件过程 ) ,才能提供实施CMM所需要的过程管理改善的效果和技能 ,因此 ,进行PSP(个人软件过程 )和TSP(团队软件过程 )的研究与实践便显得十分必要。本文着重对TSP过程进行了具体的描述。     

新时代下头屯河生态修复治理模式探讨

在充分调研了解到新疆头屯河生态修复治理工作的制约瓶颈后,提出头屯河生态修复创新工作机制,即成立"头屯河生态修复治理专项资金".通过总结我国河床断面生态修复的实践经验,为头屯河生态修复治理提出建议.     

地质雷达探测技术在水库放水洞病害治理中的应用

为解决新疆努尔加水库放水洞内壁渗水、渍水等病害问题,根据工程特征和病害治理的要求,运用地质雷达探测技术对放水涵洞进行了检测.采用地质雷达探测仪,对放水涵洞洞身进行全断面扫描,完成了八条雷达测试剖面线.探测涉及的介质有砂砾石层、黏土、沙土、泥岩、砂岩、混凝土、钢筋、钢管、地下水、空气.通过分析探测目标体的电性差异和边界特...     

A股市场过度反应的新证据——基于A股和H股估值变化的视角

传统的检验市场过度反应的方法是采用De Bondt和Thaler构造的赢家组合和输家组合,通过检验赢家组合和输家组合的超额收益率来判断市场是否存在过度反应。有别于传统的检验市场过度反应的方法,本文基于我国股票市场上A股和H股估值变化的特殊视角,实证分析了我国A股市场存在的过度反应现象。     

新疆农村社会经济发展路径探析——基于新疆农村公共文化服务体系建设的视角

进入新世纪以来,新疆农村公共文化服务体系的组织规范化管理不断得到加强,各项公共文化服务工程顺利展开,文化机构的职能不断得到强化和优化,农村科技服务及文化培训普遍推开,逐渐形成了一支包括专兼职人员在内的农村基层文化工作队伍,并取得了显著成效.然而,也存在着较多问题和较大的困难.本文基于近几年调研的资料及数据,借鉴、吸收国内外相关的研究成果及经验,提出了进一步完善新疆农村公共文化服务体系建设的路径:明确建设的实质内涵;着眼于建设的总体思路;重点加强乡村服务体系的建设;进一步加强基层农村的队伍建设;创新方式、方法和手段;改善乡村政府的管理方式、方法;推进农村文化产业的加速发展.     

浅谈加强混凝土裂缝防治在油田企业中的重要性

随着城市建设的飞速发展,混凝土结构被广泛应用于各项当中.在施工过程中,混凝土产生裂缝是不可避免的,如何有效地控制混凝土的裂缝,使它的危害程度达到最小,是工程建设者面临的问题.本文就此进行论述.