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41.
中国黄金市场期货与现货价格关系实证研究 总被引:2,自引:0,他引:2
根据向量自回归模型的脉冲响应函数和方差分解方法,借助协整关系和格兰杰因果关系,构建双变量EC-EGARCH模型,对我国黄金期货市场与现货市场的价格关系实证.结果显示,黄金期货与现货之间不存在相互影响关系;协整残差是好的解释变量;杠杆效应和溢出效应不明显;期货市场价格发现功能有待进一步完善. 相似文献
42.
本文建立VAR模型,借助1985~2010年的数据,运用脉冲响应函数及方差分解方法对影响我国外债的因素做出分析。 相似文献
43.
本文在建立VAR模型的基础上,运用脉冲响应函数和预测方差分解来刻画现代物流发展与经济增长关系的相关性。研究结果表明,我国的现代物流发展与经济增长之间存在着较强的正向相关性。因此,在当前条件下,加速推进现代物流发展是持续促进经济增长的重要路径选择。 相似文献
44.
Malte Knüppel 《International Journal of Forecasting》2018,34(1):105-116
Past forecast errors are employed frequently in the estimation of the unconditional forecast uncertainty, and several institutions have increased their forecast horizons in recent times. This work addresses the question of how forecast-error-based estimation can be performed if there are very few errors available for the new forecast horizons. It extends the results of Knüppel (2014) in order to relax the condition on the data structure that is required for the SUR estimator to be independent of unknown quantities. It turns out that the SUR estimator of the forecast uncertainty, which estimates the forecast uncertainty for all horizons jointly, tends to deliver large efficiency gains relative to the OLS estimator (i.e., the sample mean of the squared forecast errors for each individual horizon) in the case of increased forecast horizons. The SUR estimator is applied to the forecast errors of the Bank of England, the US Survey of Professional Forecasters, and the FOMC. 相似文献
45.
In this paper, we present a practical methodology for variance estimation for multi‐dimensional measures of poverty and deprivation of households and individuals, derived from sample surveys with complex designs and fairly large sample sizes. The measures considered are based on fuzzy representation of individuals' propensity to deprivation in monetary and diverse non‐monetary dimensions. We believe this to be the first original contribution for estimating standard errors for such fuzzy poverty measures. The second objective is to describe and numerically illustrate computational procedures and difficulties in producing reliable and robust estimates of sampling error for such complex statistics. We attempt to identify some of these problems and provide solutions in the context of actual situations. A detailed application based on European Union Statistics on Income and Living Conditions data for 19 NUTS2 regions in Spain is provided. 相似文献
46.
47.
This paper presents hedging strategies for European and exotic options in a Lévy market. By applying Taylor’s theorem, dynamic hedging portfolios are constructed under different market assumptions, such as the existence of power jump assets or moment swaps. In the case of European options or baskets of European options, static hedging is implemented. It is shown that perfect hedging can be achieved. Delta and gamma hedging strategies are extended to higher moment hedging by investing in other traded derivatives depending on the same underlying asset. This development is of practical importance as such other derivatives might be readily available. Moment swaps or power jump assets are not typically liquidly traded. It is shown how minimal variance portfolios can be used to hedge the higher order terms in a Taylor expansion of the pricing function, investing only in a risk‐free bank account, the underlying asset, and potentially variance swaps. The numerical algorithms and performance of the hedging strategies are presented, showing the practical utility of the derived results. 相似文献
48.
In this paper, for a process S , we establish a duality relation between Kp , the - closure of the space of claims in , which are attainable by "simple" strategies, and , all signed martingale measures with , where p ≥ 1, q ≥ 1 and . If there exists a with a.s., then Kp consists precisely of the random variables such that ϑ is predictable S -integrable and for all . The duality relation corresponding to the case p = q = 2 is used to investigate the Markowitz's problem of mean–variance portfolio optimization in an incomplete market of semimartingale model via martingale/convex duality method. The duality relationship between the mean–variance efficient portfolios and the variance-optimal signed martingale measure (VSMM) is established. It turns out that the so-called market price of risk is just the standard deviation of the VSMM. An illustrative example of application to a geometric Lévy processes model is also given. 相似文献
49.
50.
John A. Dearing Ke Zhang Weidong Cao Terence P. Dawson David Armstrong McKay Paul Sillitoe 《国际农业可持续发展杂志》2013,11(5):347-366
We explore the evolutionary nature of interactions between government policy, farm decision-making and ecosystem services in Shucheng County, Anhui Province, 1950–2015. Analyses of ecological, social and economic trends are complemented by interviews with local farmers. Since the Household Responsibility System started in 1980, there has been a trade-off between rising levels of provisioning services and falling levels of regulating services with evidence that critical thresholds have been passed for water quality. Using a Framework for Ecosystem Service Provision, we argue that farmers have acted only as ecosystem service providers and have not influenced the policies that have brought about the trade-offs. Over the period, ecological degradation is best described as an example of ‘creeping normalcy’ where cumulative conventional actions by individual farmers produce unsustainable losses in regulating services. The Chinese government should act to balance the various ecosystem services through valuation and national policy. In this respect, there is a need for agencies that can provide place-based advice to farmers that will allow them to maintain productivity levels while pursuing restorative actions. Even with new policies, the draw of urban employment, high production costs and an ageing population threaten the viability of farming in these marginal agricultural areas. 相似文献