基于非参数检验的商业银行资产价格多变结构点研究

准确判断商业银行资产价格的变化规律是商业银行风险评估和预警的前提。以改进的多变结构点非参数检验方法为基础,实证检验2007~2013年上市商业银行资产价格的变结构点,结果表明：商业银行资产价格在样本期产生了多个均值变结构点和方差变结构点,且系统因素、行业因素和商业银行特质因素均可能会导致商业银行资产价格变结构点的出现。     

回归模型中异方差问题的处理——居民消费结构预测模型中有关问题的研究

在拟合首都居民消费结构变动的回归模型时,由于分析不同时期居民收入的消费支出水平出现了异方差问题,对拟合的回归模型用等级相关检验(Spearman的检验)和戈德菲尔特—奎特(GOLdfeld-Quandt)检验,结果也说明有异方差性,因此,提出对原模型进行变换,或用加权最小二乘法消除其异方差,保证了模型的适用性。这些方法可为同类经济变量的预测提供参考。     

GARCH模型在风险值度量中的应用

介绍了VaR方法和GARCH模型,并将GARCH模型与VaR方法相结合,对上证综合指数的风险值进行度量,并进行检验。结果表明金融时间序列不服从正态分布,而是有偏的,厚尾的,并且具有方差时变性,选用GED-GARCH模型能较好的度量VaR。     

基于分位数回归模型的人民币汇率风险测度方法研究

采用分位数回归模型探讨了人民币汇率收益率风险的测度方法。首先,对传统的GARCH族模型在测度人民币汇率收益率方面进行一定的改进,摒弃了传统的条件方差的正态分布假定,采用现阶段常用的测度金融风险的一种方法,用广义误差分布(GED)来代替收益率序列的正态分布假定,并用GEDGARCH模型来刻画收益率序列波动的时变性和聚集效应;其次在GED-GARCH模型的基础上,采用分位数回归(QR)模型,构建了QR-GED-GARCH模型以进一步度量汇率收益率序列的尾部风险特征。失败率检验以及拟合成功率的比较结果表明,QR-GED-GARCH模型可以全面地对汇率收益率序列的风险特征进行描述,在5%的显著性水平下,QR-GED-GARCH模型比GED-GARCH模型对汇率收益率风险的拟合成功率更高,达到98.08%。该方法不仅能够很好地处理汇率收益率序列的尖峰厚尾分布特征,对异常值的稳健性也很强,可以推广到其他金融子市场的风险测量分析中。     

仿射期限结构模型的非包含随机波动局限

一般的，含随机波动率成分的仿射期限结构模型认为，即时收益率瞬时方差是收益率水平的线性组合.本文利用我国银行间固定利率国债数据，构建了不依赖于特定仿射模型的检验方法，并对该推论进行了检验.实证结果表明，无论是事前估计还是事后估计的收益率方差，都不能表示成为横截面收益率的仿射函数.即尽管先前许多研究说明仿射模型能非常好地描述我国国债收益率曲线水平动态特征，仿射模型对收益率波动率过程的刻画能力却非常之差.因此，现有的仿射利率期限结构模型存在着非包含随机波动局限.     

基于TGARCH模型的农村居民消费指数分析

近年来,保持农业发展平衡和提高农民收入,已成为中共中央发展中国经济的政策目标之一,而农村居民消费指数也直接影响金融市场的调整。通过寻找农村居民消费指数的时间序列数据,从对其波动性进行预测的角度出发,探索时间序列波动的异方差性质,以及时间序列对正信息和负信息的差异波动模式的条件,建立门限广义自回归条件异方差模型,预测农村居民消费指数,并对其进行验证。     

基于ARFIMA-WRBV-VaR的中国股市风险研究

采用日内高频数椐,以上证综指和深证成指反映中国股市整体情况,建立了ARFIMA WRBV-VaR模型,对中国股市进行了VaR风险预测研究.实证结果表明:用WRBV来估计2种指数的波动率,能有效解决2种指数收益率序列的跳跃点情况和消除股市的日历效应.预测得到的VaR序列能通过kupiec似然比失败率检验,且预测结果的准确度较高.通过对VaR预测序列进行R/S检验,发现VaR预测序列具有长期记忆性,即ARFIMA-WRBV-VaR模型能较准确地预测中国股市的VaR风险值.     

基于小波变换的LMSV模型对人民币汇率波动的研究

将小波引入到LMSV模型波动长记忆性的估计与检验中,提出了基于小波变换的LMSV模型波动长记忆性的伪极大似然估计法和波动长记忆性的检验方法,并对各汇率波动序列长记忆效应的大小程度进行了验证.结果表明各汇率波动序列存在长记忆效应,人民币对美元的汇率波动序列受历史信息的影响程度最高.     

南川金佛山甑子岩灌丛群落优势种群种间关系研究

采用方差比率(VR)和通过2×2列联表进行X2检验的方法,检验了金佛山甑子岩灌丛群落中9个优势种群的总体相关性和各种对间的关联性,并利用Jaccard指数和Spearman相关系数公式测定了种间关联和协变的强度.结果表明,除个别种对外,大多数种群间的联结性和相关性均不显著,总体上趋于独立分布.     

陕北榆林地区河川径流变异类型的识别方法

【目的】探索陕北榆林地区河川径流变异类型的识别方法，为进一步了解黄土高原河川径流变化组成及其演变规律与发展机制提供参考。【方法】以陕西榆林22个水文测站的实测年径流序列为研究对象，将经验模态分解（EMD）法与二阶导数法、STARS法、迭代累积平方和（ICSS）法相结合，通过EMD分离径流序列中波动性成分（高频分量）与趋势性成分（低频分量），应用二阶导数法、STARS法和ICSS法对径流序列中趋势变异、均值变异和方差变异进行检验，有效识别不同水文站径流序列的复合变异特征与类型。【结果】陕北榆林地区22个水文站点径流序列总体呈现衰减趋势，年径流衰减速率空间差异较大（-0.06%～-54.73%），对榆林地区的区域用水安全造成了严重的威胁。年径流序列区域变异类型复杂多变，覆盖了未变异，趋势变异，均值变异，方差变异，趋势与均值两重变异，趋势与方差两重变异，均值与方差两重变异，趋势、均值、方差三重变异8种类型。其中，先升后降型和先降后升型的趋势变异主要集中在1960和2000年前后，向下跳跃均值变异主要发生于1970年左右，方差变异则多发于20世纪六七十年代。【结论】陕北榆林地区不同流域的径流时间序列变异程度有差异，且类型复杂多变，趋势变异、均值变异、方差变异基本呈现均势，且复合变异态势显著。在气候变化、下垫面条件变化以及直接人类活动的综合影响下，榆林地区的河川径流变化正在日趋复杂化。     

Hematite: intrinsic and defect ferromagnetism

Both intrinsic (spin-canted) ferromagnetism and defect ferromagnetism occur in hematite. Because defect ferromagnetism is sensitive to structure, it is altered by stress or heating and could give spurious paleomagnetic information. Annealing experiments now suggest that the defect remanence of fine-grain hematites and red sediments, unlike that of single crystals, is magnetically softer than the spin-canted remanence and can be erased by partial demagnetization.     

Chromosome segregation errors as a cause of DNA damage and structural chromosome aberrations

Various types of chromosomal aberrations, including numerical (aneuploidy) and structural (e.g., translocations, deletions), are commonly found in human tumors and are linked to tumorigenesis. Aneuploidy is a direct consequence of chromosome segregation errors in mitosis, whereas structural aberrations are caused by improperly repaired DNA breaks. Here, we demonstrate that chromosome segregation errors can also result in structural chromosome aberrations. Chromosomes that missegregate are frequently damaged during cytokinesis, triggering a DNA double-strand break response in the respective daughter cells involving ATM, Chk2, and p53. We show that these double-strand breaks can lead to unbalanced translocations in the daughter cells. Our data show that segregation errors can cause translocations and provide insights into the role of whole-chromosome instability in tumorigenesis.     

Interaction of chromatid breaks produced by x-rays and radiomimetic compounds

The results of combination treatments of the roots of Vicia faba with certain radiomimetic compounds (8-ethoxycaffeine, maleic hydrazide, beta-propiolactone, potassium cyanide) and x-ray as well as combination treatments of certain radiomimetic compounds with one another were observed to determine whether interaction will occur between chromosomal breaks induced by different agents. Interaction was observed between breaks induced by x-rays and all of the breaks induced by chemicals but not between breaks induced by any two chemicals. The results are discussed in terms of possible breakage bond differences and the effects of temporal and spatial differences in breaks induced by different agents.     

One sequence, two ribozymes: implications for the emergence of new ribozyme folds

We describe a single RNA sequence that can assume either of two ribozyme folds and catalyze the two respective reactions. The two ribozyme folds share no evolutionary history and are completely different, with no base pairs (and probably no hydrogen bonds) in common. Minor variants of this sequence are highly active for one or the other reaction, and can be accessed from prototype ribozymes through a series of neutral mutations. Thus, in the course of evolution, new RNA folds could arise from preexisting folds, without the need to carry inactive intermediate sequences. This raises the possibility that biological RNAs having no structural or functional similarity might share a common ancestry. Furthermore, functional and structural divergence might, in some cases, precede rather than follow gene duplication.     

Manganese oxide tunnel structures and their intergrowths

Natural hollandite and romanechite are widespread barium-containing manganese minerals. High-resolution transmission electron microscopy indicates that intergrowths of the two minerals occur in a coherent manner on the unit-cell level with no apparent ordering of the hollandite and romanechite. Other structures have been imaged that are based on the hollandite and romanechite structures. Electron microscopy holds a key to unraveling the myriad structural complexities of the manganese oxides.     

中美大豆期货市场价格关系研究——基于结构突变视角

运用Bai-Perron检验对中美大豆期货市场价格的结构突变现象进行了检验,进一步分阶段利用协整检验、Granger因果检验和脉冲响应函数方法,分析了中美大豆期货市场价格变动关系的结构突变特征及其影响因素。结果表明:1)整体上,中美大豆期货市场价格存在着长期的协整关系,美国大豆期货价格对中国大豆期货价格具有引导作用;2)中美大豆期货市场价格发生了5次结构突变,在部分结构突变点前后,两市场的价格联动关系发生改变;3)全球性的经济危机、国际油价的剧烈波动和市场调控政策的变化等重大事件会影响中美大豆期货市场的价格关系。     

Relationship between Nuclear Volumes, Chromosome Numbers, and Relative Radiosensitivities

An inverse relationship between a volume estimated to be associated with interphase chromosomes and acute lethal exposure to x-or gamma radiation has been found in 16 plant species. The apparent differences in radiosensitivities found would seem spurious, since the estimated average energy absorbed in the nucleus per chromosome (3.6 x 10(6) ev) approaches a constant (variation less than fourfold) in spite of wide ranges of lethal exposures (0.6 to 75 kr), of nuclear volumes (43 to 1758 micro(3)), and of somatic chromosome numbers (6 to 136). The regression line obtained can be used to predict the radiosensitivities of other plant species if their nuclear volumes and chromosome numbers are known.     

论民族音乐文化在民族精神发展历史中的传承与创新

依据长沙市高星级酒店的基层员工调查数据，运用单因素方差分析、相关系数和多元回归模型等统计方法，考量酒店基层员工的工作倦怠结构及其心理资本的影响。结果表明，酒店基层员工的工作倦怠程度总体偏高，且工作倦怠中的低效能感在其结构性特征中表现突出，即在性别、年龄、学历上低效能感存在显著差异，在工龄上去人性化存在显著差异；心理资本在缓解工作倦怠上，对去人性化、情感衰竭、低效能感的作用程度依次降低。     

Transfectomas provide novel chimeric antibodies

Methods have been developed to transfect immunoglobulin genes into lymphoid cells. The transfected genes are faithfully expressed, and assembly can occur both between the transfected and endogenous chains and between two transfected chains. Gene transfection can be used to reconstitute immunoglobulin molecules and to produce novel immunoglobulin molecules. These novel molecules can represent unique combinations of heavy and light chains; alternatively, by means of recombinant DNA technology, genes can be assembled in vitro, transfected, and expressed. The end products of such manipulations include chimeric molecules with variable regions joined to different isotypic constant regions; this is possible both within and between species. It is also possible to synthesize altered immunoglobulin molecules, as well as molecules having immunoglobulin sequences fused with nonimmunoglobulin sequences (for example, enzyme sequences).