Applications of Multivariate GARCH Models to the Asian Stock Markets

随着中国经济的崛起和壮大，近年来关于中国股票市场和国际股票市场间存在何种联系的研究日渐增多。本文首先回顾和评价了多元GARCH模型的发展，多种形式的提出及其扩展。接着应用Diagonal-VEC，Diagonal-BEKK，CCC，DCC，ABDCC和DECO模型到亚洲地区股票市场以研究波动溢出，非对称性，群之内的动态关系，以及动态相关系数的发展轨迹等。我们并且给出了可能的经济事件对波动率和市场相关性的影响。我们发现大中华股市之间存在明显的波动溢出效应，相关性感染也异常明显。条件方差和条件相关系数呈时变的特征。上海和深圳之间具有极高的相关性且波动范围较小，从0.75到0.98，而香港和新加坡之...This paper reviews the commonly used multivariate GARCH models and uses the daily data of the four Asian stock markets, namely Hongkong, Shanghai, Shenzhen, and Singapore, and data of Japan as one exogenous variable to investigate the volatility and shocks spillover behavior and to establish the market linkage among the four markets. We find that the volatility spillover between Shanghai and Shenz...学位：经济学硕士院系专业：王亚南经济研究院_金融学(含保险学)学号：2772006115283

Ecological Analysis of Bird Communites in Xiamen(Amoy) Intertidal Zone during Spring.

Sampling investigation in Xiamen intertidal zone during spring indicated that waders were the main components of intertidal avian communities and 44.4% of the components of intertidal avian communities were composed by shorebirds (charadriiformes).Among populations, Tringa totanus, Charadrius dubius, Charadrius leschenaultii, Egratta garzetta and Hirundo rustica were more common than other species.The structure of bird communities in each sampling area was analyzed, and the similarity between communities was studied by using cluster analysis method.The results demonstrated that the avian communities in Xiamen intertidal zone might be classified into three types and the community similarity was related to the intertidal base.Also, the influential factors of community diversity and the economic significance of the birds in Xiamen intertidal zone were discussed

句子加工和语义记忆结构的实验研究

本文报告的实验,以句子验证范式为基础,采用常规试验和信号试验相混合的程序,对汉语句子加工的有关问题作了考察,实验结果表明,句子理解的时间,依赖于人对句中所含概念之间语义关系的认知度;人对句子的理解是一个部分信息逐渐积累的过程。根据实验材料,作者对语义记忆的结构问题作了讨论。</p

Population dynamics and nesting of three species of egret on Xiamen Dayu Island

对厦门大屿岛白鹭保护区的夜鹭（nyCTICOrAXnyCTICOrAX）、白鹭（EEgrTAgArzETA）和池鹭（ArdEOlAbACHuS）进行种群动态和营巢观察研究。3种鸟的数量季节变化都很大，5~7月数量高峰期，每月总数都达5000只左右。5月底共5610只，3种鸟的比例分别为50.8%、32.0%和17.2%。4月开始大量在相思树梢上营巢，5月中至6月初巢数多达6000多个。结果表明，3种鸟都是厦门的繁殖鸟和留鸟This paper deals with the population dynamics and nesting of Nycticorax nycticorax, Egretta garzetta and Ardeola bacchus in the Egret Naturel Reserve on Xiamen Dayu Island.The number of three egret species vary greatly with the season.May, June and July is the peak seasons.When the total birds reach about 5000 in each month.Especially, 5610 birds are sighted in May,and three species account for 50.8%, 32.0% and 17.2%, respectively.In April, most egrets begin to nest on the branchs of Acacia confusa, and nests come to 6000 during middle May and the beginning of June.The results show that the three species of egret are all resident and breeding birds of the Island

中国物理海洋学研究70年：发展历程、学术成就概览

本文概略评述新中国成立70年来物理海洋学各分支研究领域的发展历程和若干学术成就。中国物理海洋学研究起步于海浪、潮汐、近海环流与水团,以及以风暴潮为主的海洋气象灾害的研究。随着国力的增强,研究领域不断拓展,涌现了大量具有广泛影响力的研究成果,其中包括:提出了被国际广泛采用的"普遍风浪谱"和"涌浪谱",发展了第三代海浪数值模式;提出了"准调和分析方法"和"潮汐潮流永久预报"等潮汐潮流的分析和预报方法;发现并命名了"棉兰老潜流",揭示了东海黑潮的多核结构及其多尺度变异机理等,系统描述了太平洋西边界流系;提出了印度尼西亚贯穿流的南海分支(或称南海贯穿流);不断完善了中国近海陆架环流系统,在南海环流、黑潮及其分支、台湾暖流、闽浙沿岸流、黄海冷水团环流、黄海暖流、渤海环流,以及陆架波方面均取得了深刻的认识;从大气桥和海洋桥两个方面对太平洋–印度洋–大西洋洋际相互作用进行了系统的总结;发展了浅海水团的研究方法,基本摸清了中国近海水团的分布和消长特征与机制,在大洋和极地水团分布及运动研究方面也做出了重要贡献;阐明了南海中尺度涡的宏观特征和生成机制,揭示了中尺度涡的三维结构,定量评估了其全球物质与能量输运能力;基本摸清了中国近海海洋锋的空间分布和季节变化特征,提出了地形、正压不稳定和斜压不稳定等锋面动力学机制;构建了"南海内波潜标观测网",实现了对内波生成–演变–消亡全过程机理的系统认识;发展了湍流的剪切不稳定理论,提出了海流"边缘不稳定"的概念,开发了海洋湍流模式,提出了湍流混合参数化的新方法等;在海洋内部混合机制和能量来源方面取得了新的认识,并阐述了混合对海洋深层环流、营养物质输运等过程的影响;研发了全球浪–潮–流耦合模式,推出一系列海洋与气候模式;发展了可同化主要海洋观测数据的海洋数据同化系统和用于ENSO预报的耦合同化系统;建立了达到国际水准的非地转(水槽/水池)和地转(旋转平台)物理模型实验平台;发展了ENSO预报的误差分析方法,建立了海洋和气候系统年代际变化的理论体系,揭示了中深层海洋对全球气候变化的响应;初步建成了中国近海海洋观测网;持续开展南北极调查研究;建立了台风、风暴潮、巨浪和海啸的业务化预报系统,为中国气象减灾提供保障;突破了国外的海洋技术封锁,研发了万米水深的深水水听器和海洋光学特性系列测量仪器;建立了溢油、危险化学品漂移扩散等预测模型,为伴随海洋资源开发所带来的风险事故的应急处理和预警预报提供科学支撑。文中引用的大量学术成果文献(每位第一作者优选不超过3篇)显示,经过70年的发展,中国物理海洋学研究培养了一支实力雄厚的科研队伍,这是最宝贵的成果。这支队伍必将成为中国物理海洋学研究攀登新高峰的主力军

Bird Communities in Four Mangrove Wetlands in Fujian.

From January. 1996 to January 1997, birds survey was carried out in 4 mangrove wetlands in Fujian. As a result, 92 species, belonging to 55 genera, 27 families, and 13 orders were recorded. Among them, 29 species, 31 52% of the total were passeriformes; 63 species, 68 48% of the total were nonpasseriformes. The survey revealed that the bird communities in Fujian mangrove wetlands had the features as follows:①Nonpasseriformes was more than passeriformes. Wading birds were more abundant in bird communities. ②Farm birds were common and forest birds were scarce. ③Lack of endemic species. ④Winter visitors and passing migrants were dominant in bird communities. ⑤Migrant behaviors varied with species. ⑥Mangrove wetland is important for bird conservation, especially for egrets and migrant wadings

Annual Dynamics of Waterbirds at Futian Mangrove Zone, Deep Bay, Shenzhen, China

于1994年1月至12月对深圳湾福田一侧红树林区的水鸟进行了周年观察，共记录到水鸟种类9目14科79种.分析了水鸟群落的种类和多样性组成以及水鸟迁徙动态，该地区水鸟种类以鹭类、鸭类、行鸟鹬类和鸥类为主，大多为迁徙鸟类，全年水鸟群落变动可分为4个阶段：越冬期、春季迁徙期、夏季繁殖期，秋季迁徙期.A census of waterbirds was investigated from January to December 1994, at NeilindingFutian Mangrove Reserve, Deep Bay, Shenzhen, China.There were 79 species belonging to 14 families, 9 orders in the record and most of the waterrbirds were migrant in this area, as well as the deversity and species composition of these waterbirds were discussed.The annual dynamics of the waterbirds in the whole year was divided into four periods: Winter resident period, Spring migrant period, Summer reproductive period and Fall Migrant period

接收孔径对无线光通信误码率性能影响分析

接收孔径可以有效地改善无线光通信链路的误码率性能。文章从孔径平均效应出发,比较了圆环接收孔径和圆形接收孔径的平均因子差异,进而分析了其对通信系统误码率的影响。仿真结果表明:当接收孔径D&lt;8cm时,两种形状的孔径平均因子存在较大差异,误码率的相对误差较大;而当D≥8cm时,两种形状的孔径平均因子基本相等,误码率的相对误差较小,基本上可以忽略