从阿根廷金融危机分析"钉住汇率制"的利弊

1 32 0亿美元的巨额外债是阿根廷金融危机的导火索 ,而阿根廷在汇率制度上的僵化是产生金融危机的重要原因。本文以阿根廷金融危机为背景 ,分析钉住汇率制的优点主要是有利于国际贸易与资本流动 ;缺点主要是丧失独立的货币政策且不能利用汇率调整应对复杂多变的世界经济形势。对我国的启迪是人民币汇率的稳定不等于没有波动 ,汇率形成机制要市场化。     

The performance of non‐linear exchange rate models: a forecasting comparison

In recent years there has been a considerable development in modelling non‐linearities and asymmetries in economic and financial variables. The aim of the current paper is to compare the forecasting performance of different models for the returns of three of the most traded exchange rates in terms of the US dollar, namely the French franc (FF/$), the German mark (DM/$) and the Japanese yen (Y/$). The relative performance of non‐linear models of the SETAR, STAR and GARCH types is contrasted with their linear counterparts. The results show that if attention is restricted to mean square forecast errors, the performance of the models, when distinguishable, tends to favour the linear models. The forecast performance of the models is evaluated also conditional on the regime at the forecast origin and on density forecasts. This analysis produces more evidence of forecasting gains from non‐linear models. Copyright © 2002 John Wiley & Sons, Ltd.     

一种新型的智能式体液粘弹性检测系统

介绍了一种体液粘弹性自动检测系统。该系统在ｆ＝１￣１０Ｈｚ的振荡频率范围内，流体的复粘度的粘性分量和弹性分量的变化比较平缓。     

有关传销群体的数学描述

本文仅就传销群体服从齐次生灭过程,线性增灭过程的情形作了讨论。     

随机利率下两种奇异期权的定价

假设利率是随机利率,在全面地考虑基础变量—债券和股票的价格行为特征的基础上,利用鞅方法推导了随机利率下两种奇异期权定价公式.     

Growth ages of ferromanganese crusts from the western and central Pacific： Comparison between nannofossil analysis and ^10Be dating

Based on results of nannofossil analysis and 10Be dating in ferromanganese crusts M1-1 and A1-1 (no nannofossils were found in it),from the western and central Pacific respectively,it is found that the crust growth ages from nannofossil biostrati-graphy agree well with those based on 10Be isotope analysis. Both crusts have three growth layers,and the oldest layer was deposited in Miocene at about 12.80 Ma. The maximum,minimum,and average growth rates of crust A1-1 (from the central Pacific) are 8.11,1.92 and 3.47 mm/Ma,and those of crust M1-1 (from the western Pacific) are 2.93,0.47,and 0.94 mm/Ma.     

CePO4基与ZrO2基陶瓷的坯体连接及其界面特征

为实现复杂形状陶瓷构件的低成本制备，以含粘结剂的料浆为连接材料，在坯体状态下对ZrO2基与CePO4基陶瓷进行无压同体及异体连接。微观分析表明，接点的颗粒尺寸小于母材的尺寸，接点及邻近区域的结构与母材相比更为致密，没有明显的裂纹、气孔及其他缺陷存在。其连接机理为烧结过程中母材与连接材料间的扩散反应，以及界面处颗粒间的相互镶嵌，力学性能测试显示接点的强度和母材的相近。     

热分析动力学的多升温速率等温法及其应用

提出了多升温速率等温法确定热分析动力学可能的机理函数g(α);用迭代的等转化率法求出较为可靠的活化能Ea;在Ea和g(α)的基础上计算出指前因子A.用该法对二水草酸镍(NiC2O4·2H2O)脱水反应的热分析动力学三因子进行了研究,得出Ea为96.55 kJ/mol;A为7.746×107～9.415×107s-1;其对应的机理函数为随机成核和随后生长(Avrami-Erofeer),调节函数Am,其积分形式g(α)=[-ln(1-α)]1/m和微分形式f(α)=m(1-α)[-ln(1-α)]1-1/m,调节因子m=1.55～1.70.用该法求算动力学三因子,结果可靠,重现性较好,具有一定的可比性.     

带非抢占优先权和可变服务率的离散工作休假排队

主要研究带非抢占优先权和可变服务率的离散工作休假排队系统模型.建立关于两类顾客数及系统和服务台状态的四维离散马尔科夫链,并得到了转移概率矩阵.利用拟生灭过程和高斯-赛德尔迭代法,给出了系统的平稳分布和一些重要的性能指标.通过数值例子分析系统参数对性能指标的影响.构造两类顾客的利益函数分析顾客的均衡行为,根据对社会利益的算例分析,得到了在一定范围内的最优到达率.     

Si_3N_4结合的SiC耐火材料的表面氧化处理

对 Si_3N_4 结合的 SiC 耐火材料进行了表面氧化技术的探索。研究表明:Si_3N_4 的氧化趋势大于 SiC;适当地表面氧化处理,能使材料强度得到提高,但氧化时间过长,可能引起材料表面损伤;在一定条件下,材料气孔率愈大,强度提高愈显著;给出了该材料合理的配方和进行表面氧化处理应注意的问题。