深沪股市1992—2001年季节性波动的实证研究

股票市场季节性波动是股票投资收益的短期波动理论 ,这种现象在许多国家的股票市场中存在。通过对我国股市 1 992至 2 0 0 1年的实证研究 ,发现我国股市出人意料地不存在显著的季节性波动     

基于扩展审计博弈的动态均值估计抽样方法

针对均值估计抽样方法的缺陷,以审计风险为中心,将扩展审计博弈与审计抽样相结合,提出了一种改进的均值估计抽样方法。该方法解决了审计风险计量、审计抽样的系统性决策问题,可帮助审计师在不确定条件下进行策略分析与选择,提高了均值估计抽样的可靠性和适用性。最后,用实例演示均值估计抽样过程以证实该方法的有效性。     

河南文学“中”字的文化意蕴

"中"字作为河南人最常用、最有代表性的口头语,大量存在于现当代河南文学作品中,这也是河南文学的独特现象。河南文学的这一独特语言特点,折射着深刻的文化意蕴,是中华民族文化心理的积淀,凝聚着河南人高度的生存智慧。     

电容保护器跳闸信号保持与复归的方法分析

电容器是电路连接中必不可少的装置,其主要功能是储藏电荷以维持电路的正常运行。电容保护器对电容器在执行操控指令时出现的异常情况进行有效保护,从而避免故障给线路及装置元件造成损坏。电容保护器在检测到异常信号之后可及时发出警告信息,避免电路连接受到各种损坏。鉴于此,文章主要分析了电容保护器跳闸信号的保持与复归方法,从而提出了有效的处理方案。     

Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent

We propose a multivariate nonparametric technique for generatingreliable short-term historical yield curve scenarios and confidenceintervals. The approach is based on a Functional Gradient Descent(FGD) estimation of the conditional mean vector and covariancematrix of a multivariate interest rate series. It is computationallyfeasible in large dimensions and it can account for nonlinearitiesin the dependence of interest rates at all available maturities.Based on FGD we apply filtered historical simulation to computereliable out-of-sample yield curve scenarios and confidenceintervals. We back-test our methodology on daily USD bond datafor forecasting horizons from 1 to 10 days. Based on severalstatistical performance measures we find significant evidenceof a higher predictive power of our method when compared toscenarios generating techniques based on (i) factor analysis,(ii) a multivariate CCC-GARCH model, or (iii) an exponentialsmoothing covariances estimator as in the RiskMetrics^TM approach.     

季冻区路面养护基层出现问题的防治措施

目前在公路养护过程中发现,在季节性冰冻地区,由于半刚性基层结构强度和稳定性下降,其很容易出现损坏。本文通过在养护过程中对半刚性基层调查分析,找出对季冻区半刚性基层结构损坏的原因进行分析,并针对半刚性基层结构路面养护方法和应该注意的事项做出分析。     

Do Malaysian house prices follow a random walk? Evidence from univariate and panel LM unit root tests with one and two structural breaks

In this article we apply univariate and panel Lagrange Multiplier (LM) unit root tests with one and twostructural breaks proposed by Lee and Strazicich (2003, 2004) and Im et al. (2005) to examine housing prices for five different housing price indices (all housing, detached housing, semi-detached housing, terrace housing and high-rise housing) in 14 states of Malaysia to test whether housing prices exhibit a random walk. Our main finding from the univariate LM unit root tests is that for the vast majority of states housing prices follow a stationary process about a segmented trend. The results of the panel LM unit root tests provide overwhelming evidence that house prices are segmented trend reverting.     

Bounds for the difference between median and mean of beta and negative binomial distributions

Summary We obtain bounds for the difference between the median and mean of the beta and negative binomial distributions using elementary methods.     

新疆昌吉季节性农产品加工企业人力资源管理

近年来,随着国家产业政策的引导及地区经济发展的需要,昌吉农业产业化发展不断得到深化,其中农产品加工企业对昌吉农业产业化发展起了积极的推动作用,在这一过程中,人力资源对农业产业化的瓶颈作用也暴露出来.本文结合昌吉季节性农产品加工企业员工取得与培训的现状,在参考和借鉴国内外有关员工招聘与培训有效性研究成果的基础上,分析昌吉季节性农产品加工企业人力资源管理中存在的问题,并探讨了相关对策.     

Predicting the sample mean by extreme order statistics

Summary This paper considers the prediction of the sample mean by extreme order statistics when the population distribution is known. The predictor and its mean square error are found. The problem is studied in details for the normal model.