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沪深300行业指数的系统性风险信号探析 被引量:2
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作者 易蓉 陶隆 《企业经济》 CSSCI 北大核心 2018年第7期188-192,共5页
本文以沪深300的10个行业指数为实证对象,利用主成分差分法和幂律分布的长尾特征,预测出沪深300指数CSI300的系统性风险信号发生的3个时点,准确地探出了沪深300指数的大底和大顶部位的转折时点;并选择PPM模型事后检验法得到股市的结构... 本文以沪深300的10个行业指数为实证对象,利用主成分差分法和幂律分布的长尾特征,预测出沪深300指数CSI300的系统性风险信号发生的3个时点,准确地探出了沪深300指数的大底和大顶部位的转折时点;并选择PPM模型事后检验法得到股市的结构突变点,将主成分差分法预测出的长尾时点与这些结构突变点进行对比,结果支持了主成分差分法的有效性;表明了沪深300行业指数除了具有表征、分析评价、投资三大功能外,预测功能亦是引人注目。 展开更多
关键词 沪深300行业指数 主成分差分法 PPM模型 系统性风险信号 幂律分布
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Spatial and Temporal Differences of Urban Land Comprehensive Carrying Capacity in Guangxi
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作者 杨如军 邢玉玲 詹长根 《Agricultural Science & Technology》 CAS 2017年第6期1126-1132,共7页
The comprehensive carrying capacity of urban land can reflect the re- source level, economic scale, social development and environmental pressure of ur- ban land carrying. The assessment indicator system of urban land... The comprehensive carrying capacity of urban land can reflect the re- source level, economic scale, social development and environmental pressure of ur- ban land carrying. The assessment indicator system of urban land comprehensive carrying capacity was constructed from the 4 aspects of resource, economy, society, environment, and principal component analysis and cluster analysis were used to evaluate the urban land comprehensive carrying capacity of Guangxi and the 14 cities in 2005-2014, and analyzed its spatial and temporal characteristics as well as the driving forces, with the aim to provide references for improving the urban land comprehensive carrying capacity. The results showed that, the overall urban land comprehensive carrying capacity in Guangxi increased in 2005-2014, and there were significant differences in the land comprehensive carrying capacities among the cities in Guangxi in 2005-2014, in which Liuzhou, Guilin, Nanning belonged to the regions with the highest carrying capacity, while Beihai, Yulin, Wutong belonged to the regions with high carrying capacity, and the carrying capacities of the other cities changed with the changes of time. The economic development degree was an important factor influencing urban land comprehensive carrying capacity, but could not directly represent the urban land comprehensive carrying capacity level. 展开更多
关键词 Urban land comprehensive carrying capacity GUANGXI Principal compo- nent analysis Temporal and spatial difference Assessment indicator system Influ- encing factors
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