利用GARCH-M类模型和极值理论对上证综指的研究

金融时间序列具有分布的厚尾性、波动的集聚性等特征,传统的方法难以准确的度量其风险。文中运用一种新的估计VaR和ES的方法,即采取两阶段法。首先用GARCH-M类模型(GARCH-M、EGARCH-M和TGARCH-M)拟和原始收益率数据,得到残差序列;第二步用极值分析的方法分析的尾部,最后得到收益率序列的动态VaR和ES。最后对三个模型的计算结果进行比较。     

草甘膦铵盐原药的合成及可溶性粒剂的制备

在水介质中,采用草甘膦酸与氨水为原料直接制备得到草甘膦铵盐原药,并且反应母液可以循环套用,工艺简单,无生产废水,便于操作,产品质量稳定,是一条易于工业化的工艺路线,可制成可溶性颗粒剂。     

中年胖体女西服结构设计研究

以中年胖体女性为研究对象,分析其形体特征及女西服结构设计中存在的弊病,提出解决弊病的方法,同时对胖体女西服纸样结构参数及制图方法进行调整和改进,得出的结论可为特体女西服纸样设计提供指导。     

Economic Perspectives on Nutrition Policy Evaluation

Too much food energy intake (relative to expenditure) and unbalanced diets are implicated in a range of diseases that impose major burdens on healthcare systems and cause pain and suffering. Governments have responded by introducing a range of measures, mainly targeting information and education, largely to children. However, more interventionist measures have been advocated and, in the past year, various food taxes have been introduced in Denmark, Hungary and France. The Address discusses evaluation of policies, particularly in the light of alternative theories of diet choice (rational choice, systematically irrational, automatic). The public health approach uses quality adjusted life years but fails to distinguish between private and social benefits and takes no account of the drivers of food choice behaviour. The economic approach, based on informed choice, makes the distinction between private and social benefits (if not always explicitly) but struggles to evaluate policies that change utility functions and with behavioural assumptions other than traditional rationality. Alternative assumptions and approaches could put the cost of unhealthy eating anywhere between £10 billion and £100 billion per annum in the UK. Evidence suggests that information measures (to perform or persuade) do not much change diets, nor do they tackle the externality element of unhealthy eating. They may, however, help change long‐term social norms. More interventionist measures like taxes improve social welfare (according to the compensation principle) and reduce health inequalities but are regressive, like all sin taxes. Almost all interventions pass cost‐effectiveness tests.     

营养降脂方便粥的研制

本文重点对营养降脂粥的配方、制作工艺以及操作要点作了介绍。     

减脂、减糖与科学瘦身

科学瘦身不等于不吃,是合理的减掉脂肪和糖类的摄入,同时视个人身体状况循序渐进的增加体育运动,重视运动生热效应,燃烧脂肪,增加能量消耗,还要按照人体生物钟的运行规律优化睡眠,休息好。     

The contribution of Western fast food to fast-growing body mass in China

The westernization of Asian countries has led to the rapid expansion of Western-style fast-food restaurants, which are believed to be fueling an unprecedented rise in body mass in these countries. This study tests this belief using longitudinal data from China. Exploiting the opening of a Western-style fast-food restaurant in a particular community, we conduct a transition analysis to make a more convincing causal interpretation than the standard cross-sectional or fixed-effects approach. Considering several measures of fatness, we find no robust evidence of Western fast food having a substantial effect overall, but there is some indication of effect heterogeneity.     

淀粉微球合成条件的研究

以可溶性淀粉为原料,环氧氯丙烷为交联剂,Span60为乳化剂,环己烷和三氯甲烷为油相,采用逆相悬浮交联聚合法合成淀粉微球。通过单因素及正交实验探讨了各因素对淀粉微球平均粒径的影响。结果表明,水相用量对淀粉微球粒径影响最大,较小淀粉微球合成的最佳条件为：淀粉乳浓度10％,水相用量4mL,乳化剂用量0．5g,交联剂用量3mL。通过电镜照片表征了淀粉微球的微观结构。     

The impact of mandatory trans fat labeling on product mix and consumer choice: A longitudinal analysis of the U.S. Market for margarine and spreads

The impact of changes in food labeling policy on food consumption depends on how market participants—both firms and consumers—react to the changes across all products in the market. We investigate how both responded to the U.S. Food and Drug Administration’s 2006 rule mandating that the quantity of trans fat in food products be separately labeled on the mandatory Nutrition Facts Panel across an entire differentiated product category. Using a longitudinal data set tracking both product offerings and consumer purchases in the market for margarine and spreads for over a decade, we analyze how product mix and consumer purchase behaviors were influenced by the new regulatory requirement. We find that the number of products bearing voluntary “trans fat free” labels increased after the labeling regulation was implemented. However, a large number of the newly introduced products exited the market within five years. As a result, the FDA’s 2006 rule had a stronger short-run than long-run effect on product offerings. Even after the introduction of additional “trans fat free” labeled products, such products remained only a small percentage of margarine and spreads product offerings, increasing from a pre-regulation level of 2.3% of the market to a peak of 6.5% in 2007 before dropping to 3.1% by 2011. In addition to firm response, we examine demand-side reactions to the 2006 rule and find that consumers significantly increased their expenditures on “trans fat free” labeled products soon after the labeling changes were implemented, increasing from about 1.2% of the market in 2001 to a peak of 5.9% in 2007, before returning to 1.8% in 2011. We further explore variations in responses across different demographic characteristics. Although long-run effects are small, the market for “trans fat free” labeled margarine and spreads settled into a new equilibrium with a somewhat higher level of products in the market than prior to the 2006 rule taking effect and a somewhat higher share of expenditures in the category. Overall, our category-wide analysis of both firm and consumer behavior indicates that the effects of the labeling policy change were smaller in the longer run in this market than would be indicated by an analysis of only new product introductions in response to the policy change.     

Eating at School: How the National School Lunch Program Affects Children's Diets

This article examines the impact of participation in the National School Lunch Program (NSLP) on children's dietary intake at lunchtime and over 24 hours. Using a fixed effects model to control for selection bias, we find that NSLP participation leads to increased 24-hour intake of six vitamins and minerals—calcium, magnesium, phosphorus, zinc, vitamin B12, and riboflavin—as well as dietary fiber. Participation also leads to a trade-off between children's intake of dietary fat and added sugars whereby participants have higher intakes of dietary fat than nonparticipants but lower intakes of added sugars.