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中国股票指数的结构断点根检验研究 被引量:5
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作者 周宏山 路维春 《经济问题》 CSSCI 北大核心 2007年第2期105-106,共2页
包括股票价格指数在内的许多金融和经济时间序列的动态特征,常常可以用随机游走或均值回返假说来描述,使用Zivot、Andrew(1992)和Lumsdaine、Papell(1997)提出的内生结构断点根检验方法,以上海证券交易所A股指数为例,考察股票指数的动... 包括股票价格指数在内的许多金融和经济时间序列的动态特征,常常可以用随机游走或均值回返假说来描述,使用Zivot、Andrew(1992)和Lumsdaine、Papell(1997)提出的内生结构断点根检验方法,以上海证券交易所A股指数为例,考察股票指数的动态特征,结果表明A股指数符合随机游走假说。 展开更多
关键词 随机游走 均值回返 断点根检验
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FUTURE CHANGE OF PRECIPITATION EXTREMES OVER THE PEARL RIVER BASIN FROM REGIONAL CLIMATE MODELS
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作者 杜尧东 杨红龙 +1 位作者 曹超雄 刘蔚琴 《Journal of Tropical Meteorology》 SCIE 2016年第1期57-65,共9页
Based on RegCM4,a climate model system,we simulated the distribution of the present climate(1961-1990)and the future climate(2010-2099),under emission scenarios of RCPs over the whole Pearl River Basin.From the climat... Based on RegCM4,a climate model system,we simulated the distribution of the present climate(1961-1990)and the future climate(2010-2099),under emission scenarios of RCPs over the whole Pearl River Basin.From the climate parameters,a set of mean precipitation,wet day frequency,and mean wet day intensity and several precipitation percentiles are used to assess the expected changes in daily precipitation characteristics for the 21 st century.Meanwhile the return values of precipitation intensity with an average return of 5,10,20,and 50 years are also used to assess the expected changes in precipitation extremes events in this study.The structure of the change across the precipitation distribution is very coherent between RCP4.5 and RCP8.5.The annual,spring and winter average precipitation decreases while the summer and autumn average precipitation increases.The basic diagnostics of precipitation show that the frequency of precipitation is projected to decrease but the intensity is projected to increase.The wet day percentiles(q90 and q95) also increase,indicating that precipitation extremes intensity will increase in the future.Meanwhile,the5-year return value tends to increase by 30%-45%in the basins of Liujiang River,Red Water River,Guihe River and Pearl River Delta region,where the 5-year return value of future climate corresponds to the 8-to 10-year return value of the present climate,and the 50-year return value corresponds to the 100-year return value of the present climate over the Pearl River Delta region in the 2080 s under RCP8.5,which indicates that the warming environment will give rise to changes in the intensity and frequency of extreme precipitation events. 展开更多
关键词 climate change RCPs scenario Pearl River Basin regional climate model RegCM4
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