期刊文献+
共找到249篇文章
< 1 2 13 >
每页显示 20 50 100
Optimized joint repair effects on damage evolution and arching mechanism of CRTS II slab track under extreme thermal conditions
1
作者 CAI Xiao-pei CHEN Ze-lin +3 位作者 CHEN Bo-jing ZHONG Yang-long ZHOU Rui HUANG Yi-chen 《Journal of Central South University》 2025年第6期2273-2287,共15页
To address the issue of extreme thermal-induced arching in CRTS II slab tracks due to joint damage,an optimized joint repair model was proposed.First,the formula for calculating the safe temperature rise of the track ... To address the issue of extreme thermal-induced arching in CRTS II slab tracks due to joint damage,an optimized joint repair model was proposed.First,the formula for calculating the safe temperature rise of the track was derived based on the principle of stationary potential energy.Considering interlayer evolution and structural crack propagation,an optimized joint repair model for the track was established and validated.Subsequently,the impact of joint repair on track damage and arch stability under extreme temperatures was studied,and a comprehensive evaluation of the feasibility of joint repair and the evolution of damage after repair was conducted.The results show that after the joint repair,the temperature rise of the initial damage of the track structure can be increased by 11℃.Under the most unfavorable heating load with a superimposed temperature gradient,the maximum stiffness degradation index SDEG in the track structure is reduced by about 81.16%following joint repair.The joint repair process could effectively reduce the deformation of the slab arching under high temperatures,resulting in a reduction of 93.96%in upward arching deformation.After repair,with the damage to interfacing shear strength,the track arch increases by 2.616 mm. 展开更多
关键词 CRTS II slab track optimized joint repair arching mechanism temperature load damage initiation and evolution
在线阅读 下载PDF
Improved method for determining active earth pressure considering arching effect and actual slip surface 被引量:3
2
作者 HE Zhong-ming LIU Zheng-fu +1 位作者 LIU Xiao-hong BIAN Han-bing 《Journal of Central South University》 SCIE EI CAS CSCD 2020年第7期2032-2042,共11页
To determine the distribution of active earth pressure on retaining walls, a series of model tests with the horizontally translating rigid walls are designed. Particle image velocimetry is used to study the movement a... To determine the distribution of active earth pressure on retaining walls, a series of model tests with the horizontally translating rigid walls are designed. Particle image velocimetry is used to study the movement and shear strain during the active failure of soil with height H and friction angle φ. The test results show that there are 3 stages of soil deformation under retaining wall translation: the initial stage, the expansion stage and the stability stage. The stable sliding surface in the model tests can be considered to be composed of two parts. Within the height range of 0.82 H-1.0 H, it is a plane at an angle of π/4+φ/2 to the horizontal plane. In the height range of 0-0.82 H, it is a curve between a logarithmic spiral and a plane at an angle of π/4+φ/2 to the horizontal. A new method applicable to any sliding surface is proposed for active earth pressure with the consideration of arching effect. The active earth pressure is computed with the actual shape of the slip surface and compared with model test data and with predictions obtained by existing methods. The comparison shows that predictions from the newly proposed method are more consistent with the measured data than the predictions from the other methods. 展开更多
关键词 particle image velocimetry retaining wall soil arching effect active earth pressure
在线阅读 下载PDF
Pile-soil stress ratio in bidirectionally reinforced composite ground by considering soil arching effect 被引量:1
3
作者 邹新军 杨眉 +1 位作者 赵明华 杨小礼 《Journal of Central South University》 SCIE EI CAS 2008年第S2期1-7,共7页
To discuss the soil arching effect on the load transferring model and sharing ratios by the piles and inter-pile subsoil in the bidirectionally reinforced composite ground, the forming mechanism, mechanical behavior a... To discuss the soil arching effect on the load transferring model and sharing ratios by the piles and inter-pile subsoil in the bidirectionally reinforced composite ground, the forming mechanism, mechanical behavior and its effect factors were discussed in detail. Then, the unified strength theory was introduced to set up the elastoplastic equilibrium differential equation of the subsoil under the limit equilibrium state. And from the equation, the solutions were derived with the corresponding formulas presented to calculate the earth pressure over and beneath the horizontal reinforced cushion or pillow, the stress of inter-pile subsoil and the pile-soil stress ratio. Based on the obtained solutions and measured data from an engineering project, the influence rules by the soil property parameters (i.e., the cohesion c and internal friction angle φ) and pile spacing on the pile-soil stress ratio n were discussed respectively. The results show that to improve the load sharing ratio by the piles, the more effective means for filling materials with a larger value of φ is to increase the ratio of pile cap size to spacing, while to reduce the pile spacing properly and increase the value of cohesion c is advisable for those filling materials with a smaller value of φ. 展开更多
关键词 composite ground PILE geosynthetic-reinforced CUSHION soil arching effect PILE-SOIL stress ratio
在线阅读 下载PDF
Evaluation of soil arching effect due to partially mobilized shear stress in piled and geosynthetic-reinforced embankment 被引量:1
4
作者 LV Wei-hua WU Tao +1 位作者 GU Fan GAO Lei 《Journal of Central South University》 SCIE EI CAS CSCD 2020年第7期2094-2112,共19页
In piled and geosynthetic-reinforced(PGR) embankment, the arching behavior determines the overburden load on piles and subsoils. Placement of geosynthetic is effective in reducing the relative displacement between pil... In piled and geosynthetic-reinforced(PGR) embankment, the arching behavior determines the overburden load on piles and subsoils. Placement of geosynthetic is effective in reducing the relative displacement between pile and subsoil. When the mobilized shear stress is less than the shear strength, partially developed arching will occur. Consequently, existing analytical methods, adopting the ultimate shear strength failure criterion, need to be improved. This study developed a simplified 2 D analytical method, which is based on the developing arching effect, to evaluate the load redistribution of the PGR embankment. Then, the influences of embankment height and internal friction angle, subsoil depth, ratio of pile cap width to pile clear spacing(RPC) and geosynthetic tensile stiffness on the critical height ratio, stress concentration ratio, soil arching ratio, geosynthetic tension and axial strain were investigated. This study suggests that a RPC of 1:1.0 and a one-way of single-layer geosynthetic tensile stiffness of 2000 kN/m should be considered as the sensitivity thresholds for the PGR embankment. 展开更多
关键词 PILE GEOSYNTHETIC arching effect mobilized shear stress parametric analysis
在线阅读 下载PDF
Effect of composite stress arches evolution on abutment pressure distribution in repeated mining of close-distance coal seams
5
作者 HU Pin-pin ZUO Yu-jun +5 位作者 RONG Peng CHEN Bin ZHENG Lu-lin WEN Zhi-jie HU Jin-chun REN Wei-de 《Journal of Central South University》 2026年第2期747-766,共20页
Due to the unique geological structure in the Guizhou region,issues such as stress concentration and inefficient resource utilization efficiency arise during repeated mining of close-distance coal seam.This study focu... Due to the unique geological structure in the Guizhou region,issues such as stress concentration and inefficient resource utilization efficiency arise during repeated mining of close-distance coal seam.This study focuses on the Longfeng Coal Mine in Guizhou,investigating the evolution of stress arches and abutment pressure distribution under repeated mining conditions through similarity simulations,numerical simulations,and theoretical analysis.The study introduces a novel composite stress arch model,which more accurately represents stress evolution under complex mining conditions compared to traditional single arch theories.The model highlights the gradual transformation of a single stress arch into a composite structure,accounting for the increasing complexity of the stress distribution.Based on these evolution characteristics,a mechanical model of composite arches under nonlinear loading was developed.The calculation results and field monitoring data show that after repeated mining,the stop-mining coal pillar width should be optimized between 65 and 70 m.The research reveals the coupling relationship between the evolution of composite arches and the distribution of abutment pressure,which aids in optimizing coal pillar design,enhancing resource recovery rates,and ensuring the stability of roadways and stopes. 展开更多
关键词 stress concentration repeated mining stress arch evolution abutment pressure composite arch coal pillar design resource recovery
在线阅读 下载PDF
Passive earth pressure of narrow backfill considering seismic-unsaturated seepage multi-field coupling effect 被引量:2
6
作者 WANG Ze-yue LIN Hang 《Journal of Central South University》 2025年第4期1447-1467,共21页
Narrow backfill earth pressure estimation is applied to study the stability of supporting structures in the vicinity of existing buildings.Previous narrow backfill earth pressure studies have neglected seismic-unsatur... Narrow backfill earth pressure estimation is applied to study the stability of supporting structures in the vicinity of existing buildings.Previous narrow backfill earth pressure studies have neglected seismic-unsaturated seepage multi-field coupling,resulting in inaccurate estimates.To address these deficiencies,this paper proposed a calculation method for seismic passive earth pressure in unsaturated narrow backfill,based on inclined thin-layer units.It considers the interlayer shear stress,arching effect,and the multi-field coupling of seismic-unsaturated seepage.Additionally,this paper includes a parametric sensitivity analysis.The outcomes indicate that the earthquake passive ground pressure of unsaturated narrow backfill can be reduced by increasing the aspect ratio,seismic acceleration coefficient,and unsaturation parameterα.It can also be reduced by decreasing the effective interior friction angle,soil cohesion,wallearth friction angle,and vertical discharge.Furthermore,for any width soil,lowering the elevation of the action point of passive thrust can be attained by raising the effective interior friction angle,wall-earth friction angle,and unsaturation parameterα.Reducing soil cohesion,seismic acceleration coefficient,and vertical discharge can also lower the height of the application point of passive thrust. 展开更多
关键词 passive earth pressure unsaturated steady seepage arching effect narrow backfill EARTHQUAKE
在线阅读 下载PDF
Analytical solutions of vertical load on deep rectangular jacked pipe considering tunnelling-induced ground loss 被引量:2
7
作者 LI Jian-ye FANG Qian +4 位作者 LIU Xiang WANG Gan HUANG Jun DU Jian-ming ZHANG Zi-yi 《Journal of Central South University》 2025年第5期1855-1872,共18页
Determining earth pressure on jacked pipes is essential for ensuring lining safety and calculating jacking force,especially for deep-buried pipes.To better reflect the soil arching effect resulting from the excavation... Determining earth pressure on jacked pipes is essential for ensuring lining safety and calculating jacking force,especially for deep-buried pipes.To better reflect the soil arching effect resulting from the excavation of rectangular jacked pipes and the distribution of the earth pressure on jacked pipes,we present an analytical solution for predicting the vertical earth pressure on deep-buried rectangular pipe jacking tunnels,incorporating the tunnelling-induced ground loss distribution.Our proposed analytical model consists of the upper multi-layer parabolic soil arch and the lower friction arch.The key parameters(i.e.,width and height of friction arch B and height of parabolic soil arch H 1)are determined according to the existing research,and an analytical solution for K l is derived based on the distribution characteristics of the principal stress rotation angle.With consideration for the transition effect of the mechanical characteristics of the parabolic arch zone,an analytical solution for soil load transfer is derived.The prediction results of our analytical solution are compared with tests and simulation results to validate the effectiveness of the proposed analytical solution.Finally,the effects of different parameters on the soil pressure are discussed. 展开更多
关键词 rectangular pipe jacking tunnel vertical load multi-layer parabolic soil arch model soil arching
在线阅读 下载PDF
轴向环-尖混合磁场微型直流离子推力器构型对束流角影响的研究
8
作者 王云冰 武志文 +3 位作者 成志航 陈茂林 孙伟 郭云涛 《推进技术》 北大核心 2025年第12期243-255,共13页
为研究轴向环-尖混合磁场微型直流离子推力器构型对束流角的影响,本研究采用朗缪尔探针对特定工况下推力器放电室内等离子体开展诊断,构建放电室放电模型,并通过实验测试探究放电室长径比与栅极构型对束流角的作用规律。基于栅极系统建... 为研究轴向环-尖混合磁场微型直流离子推力器构型对束流角的影响,本研究采用朗缪尔探针对特定工况下推力器放电室内等离子体开展诊断,构建放电室放电模型,并通过实验测试探究放电室长径比与栅极构型对束流角的作用规律。基于栅极系统建立束流引出模型,将放电模型输出的放电室下游等离子体参数作为栅极上游边界条件输入,仿真模拟放电室长径比及栅极构型对束流引出的影响,仿真结果与实验数据吻合良好。结果表明:增大栅极间距和加速栅孔径导致束流发散,与小孔径加速栅相比,大孔径加速栅粒子透过率减小了49.8%;存在一个放电室尺寸使放电室碰撞电离充分,且下游出口等离子体密度较大;在该栅极系统下,增大下游出口等离子体密度有助于束流集中。 展开更多
关键词 离子推力器 束流引出 带电粒子追踪 束流角 ARCH放电
在线阅读 下载PDF
(1,1)-阶GARCH类模型的非负性、平稳性及记忆性研究
9
作者 潘群星 杜修立 张兵 《统计与决策》 北大核心 2025年第9期66-71,共6页
文章运用Maclaurin级数把(1,1)-阶GARCH类模型展开成ARCH(∞)过程,利用其脉冲响应函数和Volterra级数来考察模型的非负性(模型设定)、协方差平稳性及记忆性问题,结果表明:IGARCH、EWMA模型都是一个短记忆而非永久记忆过程,FIGARCH模型... 文章运用Maclaurin级数把(1,1)-阶GARCH类模型展开成ARCH(∞)过程,利用其脉冲响应函数和Volterra级数来考察模型的非负性(模型设定)、协方差平稳性及记忆性问题,结果表明:IGARCH、EWMA模型都是一个短记忆而非永久记忆过程,FIGARCH模型的记忆性仍是公开的,这三种模型都无法实现平稳;平稳的LMGARCH模型是一个长记忆过程,平稳的HYGARCH模型是一个中记忆过程;以上模型的设定都存在非负性约束条件。 展开更多
关键词 (1 1)-阶GARCH类模型 ARCH(∞)过程 脉冲响应函数 VOLTERRA级数
在线阅读 下载PDF
基于ARCH类模型的我国茭白价格波动特征
10
作者 赵金朔 王哲 +1 位作者 赵帮宏 王晓燕 《浙江农业科学》 2025年第11期2809-2816,共8页
茭白作为一种小宗鲜食型高端水生蔬菜,研究其价格波动特征对把握茭白市场价格规律、促进农民增收具有重要作用。本文运用自回归条件异方差模型(ARCH类模型)对2014-2023年全国茭白价格波动特征进行分析。结果表明,茭白价格具有显著的波... 茭白作为一种小宗鲜食型高端水生蔬菜,研究其价格波动特征对把握茭白市场价格规律、促进农民增收具有重要作用。本文运用自回归条件异方差模型(ARCH类模型)对2014-2023年全国茭白价格波动特征进行分析。结果表明,茭白价格具有显著的波动集簇性。茭白作为小宗农产品具有“高风险高收益、低风险低收益”特征。我国茭白价格信息存在“杠杆效应”,冲击的影响是非对称性的。据此提出提高机械化水平、降低生产成本,强化品牌建设、提升产品竞争力,延长上市周期、提高抗风险能力等措施,以期促进茭白产业健康发展。 展开更多
关键词 农民收益 茭白价格波动 ARCH类模型
在线阅读 下载PDF
An improved model of the Pasternak foundation beam umbrella arch considering the generalized shear force
11
作者 CHEN Lei JIA Chao-jun +3 位作者 LEI Ming-feng HE Yan-chun SHI Cheng-hua LI Ao 《Journal of Central South University》 2025年第4期1503-1519,共17页
The existing analytical models for umbrella arch method(UAM)based on elastic foundation beams often overlook the influence of the surrounding soil beyond the beam edges on the shear stresses acting on the beam.Consequ... The existing analytical models for umbrella arch method(UAM)based on elastic foundation beams often overlook the influence of the surrounding soil beyond the beam edges on the shear stresses acting on the beam.Consequently,such models fail to adequately reflect the continuity characteristics of soil deformation.Leveraging the Pasternak foundation-Euler beam model,this study considers the generalized shear force on the beam to account for the influence of soil outside the beam ends on the shear stress.An analytical model for the deformation and internal forces of finite-length beams subjected to arbitrary loads is derived based on the initial parameter method under various conditions.The mechanical model of the elastic foundation beam for advanced umbrella arch under typical tunnel excavation cycles is established,yielding analytical solutions for the longitudinal response of the umbrella arch.The reliability of the analytical model is verified with the existing test data.The improved model addresses anomalies in existing models,such as abnormal upward deformation in the loosened segment and maximum deflection occurring within the soil mass.Additionally,dimensionless characteristic parameters reflecting the relative stiffness between the umbrella arch structure and the foundation soil are proposed.Results indicate that the magnitude of soil characteristic parameters significantly influences the deformation and internal forces of the umbrella arch.Within common ranges of soil values,the maximum deformation and internal forces of the umbrella arch under semi-logarithmic coordinates exhibit nearly linear decay with decreasing soil characteristic parameters.The impact of tunnel excavation height on the stress of unsupported sections of the umbrella arch is minor,but it is more significant for umbrella arch buried within the soil mass.Conversely,the influence of tunnel excavation advance on the umbrella arch is opposite. 展开更多
关键词 elastic foundation beam Pasternak foundation generalized shear umbrella arch analytical model
在线阅读 下载PDF
中国区域碳金融交易价格及市场风险分析 被引量:31
12
作者 杜莉 孙兆东 汪蓉 《武汉大学学报(哲学社会科学版)》 CSSCI 北大核心 2015年第2期86-93,共8页
市场风险是区域碳金融交易风险的突出风险。通过异方差表示各区域碳市的极端风险;用GARCH(1,1)、ARCH(1)代表的ARCH族模型下的参数估计得到不同碳交易所对价格冲击的不同衰减速度;通过ARCH族类模型计算每天的VaR代表碳金融市场的市场风... 市场风险是区域碳金融交易风险的突出风险。通过异方差表示各区域碳市的极端风险;用GARCH(1,1)、ARCH(1)代表的ARCH族模型下的参数估计得到不同碳交易所对价格冲击的不同衰减速度;通过ARCH族类模型计算每天的VaR代表碳金融市场的市场风险。结果表明:不同碳交易所的极端风险、价格冲击的衰减速度、VaR的统计特征及模型估计的准确性有较大差异,对分区域风险监控提出了更多的挑战。应当构建全国统一的碳交易市场,以防控风险并保持碳交易市场的稳定发展。 展开更多
关键词 区域碳金融 异方差 ARCH族 VAR 统一碳市
在线阅读 下载PDF
基于状态转移ARCH模型的中国股市波动性研究 被引量:44
13
作者 蒋祥林 王春峰 吴晓霖 《系统工程学报》 CSCD 2004年第3期270-277,共8页
通过引入波动性状态转移的ARCH(SWARCH)模型对中国股票市场的波动性进行了研究.SWARCH模型较传统的ARCH类模型显著地提高了股票市场波动性的描述与预测能力.实证结果表明,促使中国股市低波动性状态向高波动性状态转移的主要原因是股市... 通过引入波动性状态转移的ARCH(SWARCH)模型对中国股票市场的波动性进行了研究.SWARCH模型较传统的ARCH类模型显著地提高了股票市场波动性的描述与预测能力.实证结果表明,促使中国股市低波动性状态向高波动性状态转移的主要原因是股市的政策因素,这与因为实体经济基础的变化而促使美国股市波动性状态转移有着本质的区别. 展开更多
关键词 波动性 ARCH类模型 状态转移模型
在线阅读 下载PDF
我国期货市场的波动性与有效性——基于三大交易市场的实证分析 被引量:48
14
作者 唐衍伟 陈刚 张晨宏 《财贸研究》 北大核心 2004年第5期16-22,共7页
通过对中国三大期货市场的铜、黄豆和小麦三种主要期货品种收益率的分布与波动性的实证分析 ,论证了其时间序列存在ARCH效应 ;运用GARCH模型对这三种期货品种进行了拟合分析和统计检验 ,检验结果表明这三个期货品种的波动性均具有很高... 通过对中国三大期货市场的铜、黄豆和小麦三种主要期货品种收益率的分布与波动性的实证分析 ,论证了其时间序列存在ARCH效应 ;运用GARCH模型对这三种期货品种进行了拟合分析和统计检验 ,检验结果表明这三个期货品种的波动性均具有很高的持续性 ,但大连黄豆的波动持续性弱于上海铜和郑州小麦 ,其波动性受各种外部冲击的影响较大 ;通过GARCH( 1 ,1 )的市场有效性检验 ,论证了中国期货市场尚未达到弱式有效 ,市场风险较大。 展开更多
关键词 波动性 期货品种 期货市场 中国 实证分析 ARCH效应 波动持续性 中国 论证 有效性
在线阅读 下载PDF
基于ARMA-GARCH模型的超短期风功率预测研究 被引量:11
15
作者 田波 朴在林 +1 位作者 郭丹 王慧 《电测与仪表》 北大核心 2016年第17期12-17,共6页
风功率预测对提高电能质量和电力系统的安全运行具有重要意义。基于时间序列的方法,对内蒙古赤峰地区某风场的风功率数据进行了超短期预测,通过对数据平稳性检验的结果,建立了时间序列的ARMA模型,利用拉格朗日乘子检验的方法,检验ARMA... 风功率预测对提高电能质量和电力系统的安全运行具有重要意义。基于时间序列的方法,对内蒙古赤峰地区某风场的风功率数据进行了超短期预测,通过对数据平稳性检验的结果,建立了时间序列的ARMA模型,利用拉格朗日乘子检验的方法,检验ARMA模型具有ARCH效应,并建立适合的ARMA-GARCH模型。结论通过对比ARMA模型,ARMA-ARCH模型和ARMA-GARCH模型的风功率预测精度可知,在解决数据的残差序列异方差函数具有长期相关性时,ARMA-GARCH模型能够有效的提高预测精度。 展开更多
关键词 时间序列 风电功率 预测 ARMA模型 ARCH模型 GARCH模型
在线阅读 下载PDF
中国粮食价格波动特征研究——基于X-12-ARIMA模型和ARCH类模型 被引量:33
16
作者 李剑 宋长鸣 项朝阳 《统计与信息论坛》 CSSCI 2013年第6期16-21,共6页
以小麦和大豆为例,研究2002年1月至2012年6月中国粮食价格波动特征。首先利用X-12-ARIMA模型对价格序列进行季节调整,然后运用ARCH类模型对剥离季节因素的价格序列进行波动分析。结果发现:中国粮食价格季节性波动逐年减弱;粮食价格具有... 以小麦和大豆为例,研究2002年1月至2012年6月中国粮食价格波动特征。首先利用X-12-ARIMA模型对价格序列进行季节调整,然后运用ARCH类模型对剥离季节因素的价格序列进行波动分析。结果发现:中国粮食价格季节性波动逐年减弱;粮食价格具有明显的波动集簇性,前期价格波动和外部冲击对后期价格的影响具有持续性;粮食市场不存在"高风险、高回报"特征;小麦价格波动的非对称性不显著,而大豆价格波动则呈现明显的非对称特征,且上期价格上涨信息引发的波动要大于下跌信息。 展开更多
关键词 粮食 价格波动 X-12-ARIMA季节调整模型 ARCH类模型
在线阅读 下载PDF
我国畜产品价格波动分析——基于ARCH类模型 被引量:36
17
作者 唐江桥 雷娜 徐学荣 《技术经济》 2011年第4期86-91,共6页
运用ARCH类模型对我国主要畜产品的价格波动率进行了分析。结果表明:牛肉、羊肉和鸡肉的价格波动具有显著的波动积聚性,鸡蛋价格波动没有显著的异方差效应;除牛肉市场外,羊肉和鸡肉市场不具有高风险、高回报的特征;猪肉、牛肉、羊肉和... 运用ARCH类模型对我国主要畜产品的价格波动率进行了分析。结果表明:牛肉、羊肉和鸡肉的价格波动具有显著的波动积聚性,鸡蛋价格波动没有显著的异方差效应;除牛肉市场外,羊肉和鸡肉市场不具有高风险、高回报的特征;猪肉、牛肉、羊肉和鸡肉的价格波动没有非对称性。认为应在畜产品市场出现大的价格波动时及时采取平抑措施,且政府需规范畜产品市场秩序、完善畜产品市场制度。 展开更多
关键词 畜产品 价格波动 波动积聚性 ARCH类模型
在线阅读 下载PDF
基于ARCH类模型的国内油价波动分析 被引量:43
18
作者 潘慧峰 张金水 《统计研究》 CSSCI 北大核心 2005年第4期16-20,共5页
The ARCH type models are applied on the weekly data of crude oil return from January 1997 to November 2003 to examine the features of volatility in China market.Our findings indicate that there exists significant cond... The ARCH type models are applied on the weekly data of crude oil return from January 1997 to November 2003 to examine the features of volatility in China market.Our findings indicate that there exists significant conditional heteroskedasticity but with low persistence in the return of crude oil.The leverage effect in oil market is different from the one in the stock market,which shows that upward movements in the price of crude oil are followed by higher volatilities than downward movements of the same magnitude.Based on this,this paper analyzes the cause of the leverage effect in crude oil market from the angel of nonrenewable resources and discusses the countermeasures to deal with the volatility in oil price in terms of the situation of China. 展开更多
关键词 ARCH类模型 波动分析 油价 国内
在线阅读 下载PDF
基于随机波动性模型的中国股市波动性估计 被引量:37
19
作者 王春峰 蒋祥林 李刚 《管理科学学报》 CSSCI 2003年第4期63-72,共10页
采用动态随机波动性模型实证研究了中国股票市场的波动性.通过基于马尔可夫链蒙特卡罗(MCMC)模拟的贝叶斯分析方法,较好地估计了随机波动性模型中的参数与波动性序列.基于中国股市数据进行的实证结果表明,与ARCH类模型相比,随机波动性... 采用动态随机波动性模型实证研究了中国股票市场的波动性.通过基于马尔可夫链蒙特卡罗(MCMC)模拟的贝叶斯分析方法,较好地估计了随机波动性模型中的参数与波动性序列.基于中国股市数据进行的实证结果表明,与ARCH类模型相比,随机波动性模型能更好地描述股票市场回报的异方差和波动性的序列相关性. 展开更多
关键词 随机波动性模型 贝叶斯分析 马尔可夫链蒙特卡罗(MCMC) ARCH模型
在线阅读 下载PDF
货币供应量、蔬菜调控政策与蔬菜价格波动分析 被引量:11
20
作者 宋长鸣 徐娟 李崇光 《统计与决策》 CSSCI 北大核心 2013年第22期105-108,共4页
文章实证分析货币供应量增加对蔬菜价格的推动作用及论证与蔬菜相关的具体调控政策是否有效降低了蔬菜价格波动的剧烈程度。经验研究结果表明,货币供应量显著影响各类蔬菜价格,但反过来却不成立。ARCH和GARCH模型模拟的结果表明政府出... 文章实证分析货币供应量增加对蔬菜价格的推动作用及论证与蔬菜相关的具体调控政策是否有效降低了蔬菜价格波动的剧烈程度。经验研究结果表明,货币供应量显著影响各类蔬菜价格,但反过来却不成立。ARCH和GARCH模型模拟的结果表明政府出台的与蔬菜有关的具体措施显著地降低了蔬菜价格波动的幅度,从而证明了政策调控的有效性。 展开更多
关键词 蔬菜 价格 货币供应量 调控政策 ARCH模型
在线阅读 下载PDF
上一页 1 2 13 下一页 到第
使用帮助 返回顶部