University of Macau / Faculty of Social Sciences and Humanities / Department of Government and Public Administration

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本文應用資產報酬率的多重碎形模型，該模型為一整合財務時間序列上的厚尾及波動持續性的連續時間過程。多重碎形的方法允許我們估計隨時間變動的報酬率高階動差，進而推論財務時間序列的產生機制。我們利用小波轉換的模數最大值計算多重碎形譜，透過譜分解得到資產報率分配的高階動差資訊。根據實證結果，我們得到S&P和DJIA的股價指數期貨報酬率符合動差尺度行為且資料也展現幕律的形態。根據估計出的譜形態為對數常態分配。實證結果也顯示S&P和DJIA的股價指數期貨報酬率均具有長記憶及多重碎形的特性。 / We apply the multifractal model of asset returns (MMAR), a class of continuous-time processes that incorporate the thick tails and volatility persistence of financial time series. The multifractal approach allows for higher moments of returns that may vary with the time horizon and leads to infer about the generating mechanism of the financial time series. The multifractal spectrum is calculated by the Wavelet Transform Modulus Maxima (WTMM) provides information on the higher moments of the distribution of asset returns and the multiplicative cascade of volatilities. We obtain the evidences of multifractality in the moment-scaling behavior of S&P and DJIA stock index futures returns and the moments of the data represent a power law. According to the shape of the estimated spectrum we infer a log normal distribution.The empirical evidences show that both of them have long memory and multifractal property.

自從第二次世界大戰結束以來，蘇聯在國際權力結構扮淙的角色相當突出，幾乎世界 任何角落發生的動亂紛爭，蘇聯都插上一腳，因此，在研究國際政治的領域中，有關 蘇聯外交的研究，即成為一個重要的課題。 西方政治人士或是政治學者，常常形容蘇聯的外交行為是一個「謎」，令人難以了解 。筆者撰寫本文的動機，即試圖為研究蘇聯外交，尋找一個解釋的途徑，希望能進一 步預測蘇聯外交行為。 筆者選擇蘇聯與歐洲安全合作會議為題材，是因為筆者認為歐洲是蘇聯對外政策的重 點，是蘇聯從事外交行為的主要目標，而歐安會則是蘇聯歐洲政策和進行會議外交的 具體表現，探討蘇聯與歐安會的關係，不但可以了解蘇聯戰後的歐洲政策，同時可以 從抽絲剝繭中找出決定蘇聯對外政策的主要因赤，藉以蠡測其未來外交政策。 本文連同附錄約二十萬字，計分七章二十一節。 第一章導論部分，說明筆者研究本文的動機和目的，提出四項命題，解釋涉及命題的 一些基本概念：諸如意識形態、國家利益、權力和共產主義世界革命等。此外，也提 及運用資料的情形和遭遇的一些困難，和解決困難的辦法。 在研究途徑方面，筆者採用的是一般研究外交政策時使用的「意識形態途徑」，但也 顧及「分析途徑」所強調的一些考慮，如蘇聯的地理位置、歷史傳統和國外環境的變 動等，以免為蘇聯宣傳口號或抽象理論所愚弄。 第二章敘述歐安會的背景，包括第二次世界大戰後初期歐洲政治和經濟情勢的發展， 蘇聯以巧取豪奪方式所佔的歐洲領土，並且企圖赤化東歐和中歐國家等。 美國針對東歐的赤化，又見西歐國家百廢待興，便放號棄傳統的孤立主義，迅速介入 歐洲的事務，一方面實施杜魯門主義和馬歇爾計劃，以阻止蘇聯對土耳其和希臘的覬 覦，並援助西歐國家復元，一方面建立北大四洋公約組織，防止蘇聯共黨的進一步向 西歐擴張。 西歐國家受戰火洗劫後，無力維持歐洲的權力均勢，於美蘇兩極權力形成後，除了依 附兩強之外，唯一生存與發展的途徑是加強本身的團結和合作；蘇聯在東歐的行為只 使西歐國家恐懼，不能誘使它們依附，反而使它們選擇了一方面依附美國，一方面試 圖建立一個統一的歐洲。戰後初期的經驗顯示，經濟融合是推展西歐統一運動的有效 途徑。 戰後的歐洲問題中，以德國未來地位問題最為棘手，是東西雙方僵持最久的大難題， 在某種意義上，德國問題就是歐洲問題，而柏林問題又是德國問題的核心，和德國政 治統一有密切關係，和歐洲安全的國際政治問題纏在一起，所以都在本章討論。 第三章談歐安會的擬議。蘇聯想利用戰後初期的歐洲情勢配合共產主義世界革命的目 標，於一九五四年建議召開歐安會，以便建立蘇聯式的歐洲集體安全體系。蘇聯當時 環顧國內外的環境，認為不能以武力赤化西歐，要運用和平共存的策略，透過全歐會 議的架構，才可以達到遠程目標。和平共存策略源自列寧，史達林也有方略性的策劃 ，歐安會因而基本上是蘇聯和平共存策略的運用，是蘇聯在歐洲從事的一場會議外交 。所以和平共存、低盪、共黨的策略和方略、蘇聯對歐洲安全的看法等，本章曾分別 加以探討。 第四章報導歐安會的推展。蘇聯外長莫洛托夫在一九五四年四強柏林外長會中，提出 「歐洲集體安全條約」草案，一般人認為是歐安會的濫觴。 西方國家洞悉蘇聯居心叵測有意排除英美於歐洲安體系之外，又水要迫使西方放棄北 約組織，蘇聯的提議獲得冷淡的反應，甚至遭到拒絕，乃是很自然的，但蘇聯並未中 止其努力，繼續在後來東西方強國舉行的幾次會議中，提出它對歐洲集體安全體系的 看法，並希望把這體系和德國問題合併的討論。 一九五五年五月九日，西德加入北約組織，同月十四日，蘇聯和其他東歐國家簽署華 沙公約，並成之華約組織，歐洲戰後東西軍事集團的對峙局面遂告形成。 一九五八年十一月，赫魯曉夫為了推動全歐會議，強迫西方對德國問題讓步，一再使 用冒險方略，製造了幾次柏林危機，東西方的緊張氣氛瀰漫歐陸，一九六○年代初期 ，歐洲集體安全體系的建議，當然受到影響而暫告停頓。直到一九六六年，在布里茲 涅夫策劃推動下，召開會議以建立歐洲集體安全體系的呼聲亮起來，華約組織推波助 瀾，歐洲不結盟國家積極反應，西歐國家在東西低盪的氣氛下也開始轉變態度，表示 有條件地支持，蘇聯的建議召開歐安會，從七○年代開始便有良好的進展。 第五章敘明歐安會的舉行。一九七二年十一月，美國、加拿大和歐洲各國代表，在芬 蘭首都赫爾辛基舉行歐安會預備會議，會中決定把歐安會分三個段進行，第一個階段 由各國外長於一九七三年七月在同地開會，分別說明其政府對歐洲安全與合作相關問 題的意見，並決定預備會所擬的歐安會議程，為第二階段會議舖路；第二階段會議預 定一九七三年九月在日內歹召開，由與會國家派專家和代表出席，會議應設特別委員 會和小組委員會，以討論有關議程的細節問題，並作成宣言，推薦書、決議草案及其 他文件，提交未來的歐安會考慮；第三階段會議於一九七四年春天或夏天也在同地舉 行，將考慮委員會提出的推薦書，並裁決會議的最後文件。但歐安會高峰會未能如期 召開，延到一九七五年七月底才舉行。本章所敘述的，是預備會和三個階段會議的過 程，以及歐安會最後文件的主要內容。 第六章來檢討歐安會，說明東西雙方對最後文件法律拘束力的歧見，並且從東西方的 低盪、東歐現狀的維持和西歐的芬蘭化等角度，探討歐安會後歐洲新情勢，試看歐安 會能否達到東方的或西方的或東西雙方的目的。 西方國家同意參加歐安會，本來希望打開鐵幕，把人權觀念灌輸給蘇聯和東歐國家， 但歐安偪最後文件墨水未乾，東西雙方對權間題的爭論即起，蘇聯不願妥協，又按其 共黨意識形態指摘西方違反人權，並且辯護共黨鎮壓異己的行為。在伯爾格萊德歐安 會檢討會，爭論達到最高潮，證明西方國家只能望著共黨國家達反人權而興嘆，顯然 無能為力。 東西雙方對濟和科技合作的爭辯較少，似乎都認為十家是受益者，西方國家若干人士 說，蘇聯獲益較大因而擔心蘇聯把受益所得用以加強軍力。 軍事低盪，原是歐安會多數與會國家的願望，武器系統日新月異，東西方軍事集團對 峙，已帶給它們核子戰爭的恐懼，它們於是希望能利用歐安會的架構，以建立安全的 信心。事實上，經過三個階段的會議，簽署了最後文件後，西方國家，特別是西歐國 家並沒有增加安全感，東西方平衡裁軍談判固然缺乏進展，蘇聯也沒有表示放棄其爭 取軍事優勢的意圖。 第七章是結論。筆者根據本文各章的事實和分析，發現蘇聯倡議、要求並且策畫歐安 會，是其意識形態、國家利益、國家權力等因素主使的結果，蘇聯外交也受這些因素 影響，正面證實了本文導論中的命題。 /

俄國內戰包含了許多面向，其過程不是官方紀錄所登載的表象，蘇維埃政權的因應之道是依循既定步驟計畫，抑或是只是蘇維埃政權順應時勢且戰且走的結果，對日後蘇維埃國家的產生有何種催化作用是本文的研究動機。本文的中心旨在探究俄國革命初成在奪權成功後，內戰對蘇維埃政權鞏固的挑戰，戰爭期間俄國社會經歷的變遷，以及因應戰爭的進行蘇維埃政權的回應之道。 / Unlike the single-dimensioned description by the Soviet government, the Russian civil war includes many dimensions.What is the response of the Soviet government to the civil war and how it enables the creation of the Soviet Union is the motive of the dissertation.The main purpose of the dissertation focuses on how the soviet regime faces the challenges of power consolidation, the social changes during the war and the response of the soviet government after the Bolshevik party seizes the power.

基於SEC之要求，越來越多美國金融機構於其財務報表附註中揭露金融交易資產之風險值；然而計算風險值涉及到許多假設，於是導致過去部分文獻對於風險值資訊揭露之可靠性產生質疑。本研究以風險值之揭露對於報表使用者之資訊價值作為研究課題；為求與附註揭露之風險值資訊比較，本研究以公司帳列之金融交易資產(Trading Assets)、金融交易收入(Trading Revenue)為基礎，利用蒙地卡羅模擬法模擬帳列金融交易資產於次期可能產生之最大潛在損失，並且透過OLS regression及panel data model探討： (1)風險值及金融交易資產潛在可能損失是否可以預測次期金融交易收入波動 (2)風險值與金融交易資產潛在可能損失資訊之提供是否影響次期股票交易量 (3)風險值與金融交易資產潛在可能損失資訊是否可以有效預測次期股價報酬 率變異。 實證結果顯示，風險值之揭露與金融交易資產潛在可能損失之資訊對於預計次期金融交易收入之波動與股價報酬率變異均呈現顯著正相關；易言之，上述兩種資訊之揭露均提供增額之資訊價值。惟另方面，風險值之揭露與金融交易資產潛在可能損失之資訊卻與次期股票交易量呈正相關，也就是說上述兩種資訊的揭露反而會造成投資人降低長期投資持有的意願。 / Financial institutions in the United States are required by the Securities and Exchange Commission to disclose their Value at Risk (VaR) in the footnotes of the financial statements. Over the years, VaR has been used by institutional investors, industry consultants, and regulators as one of the key measures of market risk. However, there are a number of approaches to calculating VaR and some of them may involve various statistical models and assumptions. Due to the fact that different models and assumptions may be used, the VaR numbers produced by different institutions are difficult to compare with one another. The usefulness of these numbers is therefore decreased. This thesis examines the usefulness of disclosures of VaR information. In order to compare with VaR disclosures, the implied potential maximum losses of trading assets are simulated by using Monte Carlo simulation. We then employ the OLS regression and the panel data models to investigate the following research questions: (1)whether VaR and implied potential maximum losses of trading assets disclosed by financial institutions are instrumental in predicting the variability of trading revenue for the next quarter; (2)whether VaR and implied potential maximum losses of trading assets disclosed by financial institutions affect investors' investing decision; (3)how useful are VaR and implied potential maximum losses of trading assets in predicting the volatility of daily stock return next quarter. The empirical results indicate that VaR and implied potential maximum losses of trading assets are significantly related to the variability of trading revenue and the volatility of daily stock returns next quarter. This evidence suggests that both types of disclosures provide incremental information on predicting the variability of trading revenue and investment risk in the future. Nevertheless, we also find that both VaR disclosures and implied potential maximum losses of trading assets are positively associated with future average stock trading volume, implying that investors tend to trade stock more frequently when the market risk information is disclosed.

This thesis is a compilation of ethnographic narrative and ethnohistorical research in the form of a case study of the Bunun people of the Laipunuk geographic region of Taiwan. The research encompasses the life experiences of three members of the Istanda family, with cross verification of narrative history from extant documentation where possible. Informants were videotaped, audio taped, and where not possible, extensive and detailed notes were taken. Some informants also served as translators for others; one particularly valuable source is conversant in the Bunun language, Japanese, Chinese, and English, providing invaluable material and insight. This report begins with an overview of indigenous peoples, their prehistory, and their relationship with the greater Austronesian culture. This is followed by a brief survey of each indigenous culture’s social organization, with emphasis on the Bunun. Included is a political survey of major transformational and developmental periods in Taiwan’s history, beginning with the Dutch East India Company period, and ending with the modern Democratic Reform period. I have concluded, based on my extensive work with these indigenous peoples and my examination of available historical documentation, that Taiwan’s indigenous people have endured constant pressure from external forces and, as a direct result, have undergone acute social and cultural degradation from the loss of their native homelands. Nevertheless, vast knowledge is still available from elderly informants born into a relatively pristine Bunun culture. This knowledge contributes to the field of Taiwan Studies by providing an objective survey across the history of Taiwan’s indigenous peoples, offering a view through a previously closed window into the richness of Taiwan’s full history. It is recommended that such studies continue and expand. Key words: Bunun, Laipunuk, Austronesian, Taiwan, ethnohistorical, indigenous

《達文西密碼》這部作品在成為最暢銷的小說後，吸引了世界上許多各式各樣不同的讀者。然而在暢銷市場之外，這部作品卻被許多評論家認為是一部扭曲史實的作品；幾乎所有的評論家都一致認為這是一部充滿歷史錯誤與邏輯矛盾的創作。不過令人訝異的是，幾乎沒有任何評論家是從文學理論批評的角度來檢視這份虛擬的小說創作。 因此，本文除盡可能檢視過去所有探討及批評《達文西密碼》的文章外，筆者將探討文中引含的兩種能量：權力與抵抗。這兩種力量其實在此書中一直是兩股此起彼落的流動能量，筆者將採取文學理論的角度去探索此書裡的權力與抵抗互動脈絡；而且，在這之後，筆者會試著從理論面向，深入檢視造成《達文西密碼》一書全球風潮之因。 本論文將分作四個章節，在首章中，我會回顧其他批評及評論家對《達文西密碼》一書的見解，第二章則是對應用於此書中的文學理論的鋪陳及探討，第三 章則是則分別討論傅科 (Michael Foucault) 的權力、克里多娃 (Julia Kristeav) 的母性抵抗，以及以瑟 (Wolfgang Iser) 的越界 (Boundary crossing ) 理論，如何運作在《達文西密碼》一書當中。最末章的總結則點出此本小說其實不僅僅 是許多評論家眼中的一本充滿不實與問題的作品；相反的，它不但揭露出權力及抵抗兩種能量的運作和依存關係，而且也解釋了這本書造成閱讀風潮的原因，也就是讀者心中的那份永不滿足的失落。 / Having been one of the most popular recent works of fiction, The Da Vinci Code has attracted readers throughout the world. Yet, many critics have commented that The Da Vinci code is a work full of historical mistakes. Almost no critic analyzes the reason for its success from a theoretical perspective. The novel enchants readers because it suggests the unexpected ways that the meaning of the sacred feminine has been repressed throughout history. As the reader decodes the clues that are hidden throughout the novel, an undiscovered history is suggested: the myth of the Holy Grail. In The Da Vinci Code, the Holy Grail stands for Mary Magdalene, who carried and conceived Jesus Christ’s child. In the novel Mary carries a significant symbolic meaning because she is portrayed as the wife of Jesus as well as the mother of His daughter. This stunning premise is responsible for making The Da Vinci Code not only popular, but also very controversial. Critics vary in their reaction to the ‘subversive’ ideas in The Da Vinci Code, but there are two predominant kinds of reaction to the novel. The first type reflects the view that The Da Vinci Code is a popular work that encourages feminine, independent thinking that works in opposition to conventional and social power. The second views it as a fictitious work fraught with historical inaccuracies. Generally speaking, both types mention the issues of power and resistance in The Da Vinci Code. This thesis consists of four chapters that focus respectively on the search for power, feminine resistance, and boundary crossing narrative techniques. Chapter one introduces how critics analyze their conventional elements. In the second chapter, I intend to employ Michael Foucault, Julia Kristeva, and Wolfgang Iser’s theories in an analysis of The Da Vinci Code. In the third chapter, I will employ textual evidence to support my theoretical analysis. In the conclusion of my thesis, I will claim that only through the dialectic oscillation between transgression and law can the individual escape the symbolic control and discover resistance. Furthermore, the narrative technique of boundary crossing is the key that has made the book a runaway success throughout the world and that also renders the reader eager to explore their own world further. Finally I reach the conclusion that The Da Vinci Code is not merely a work full of errors and conspiracies, but also a novel that exposes the violence, resistance and sense of loss in contemporary society.

科学研究費補助金 研究種目:一般研究(C) 課題番号:62550695 研究代表者:中村 正秋 研究期間:1987-1988年度

本研究旨在探討高級中等學校分布式領導、學校創新經營與學校效能的現況及其彼此之關係。採用調查研究法，編製「高級中等學校分布式領導、學校創新經營與學校效能關係問卷」進行資料的蒐集，以臺灣地區公私立高級中等學校教師為研究對象，依學校類型、學校屬性、學校規模、所在區域等四種標準，分層抽取86所學校，共發出1192份問卷，回收1103份，回收率為92.5%，扣除無效問卷後，有效問卷為1052份。使用SPSS 18.0 for Windows及AMOS18.0 for Windows套裝軟體，進行描述性統計、因素分析、相關分析、t 考驗、變異數分析及結構方程模式等統計方法，獲得以下結論： 一、 「清晰的組織結構和績效責任」、「校園環境創新」、「行政公關績效」分別最能呈現高級中等學校分布式領導、學校創新經營、學校效能之效果。 二、 高級中等學校分布式領導、學校創新經營與學校效能現況屬於中高程度，分別以「營造信任的文化」、「外部關係創新」、「教師專業展能」得分最高，「清晰的組織結構與績效責任」、「校園環境創新」、「學生整體表現」得分最低。 三、 不同背景變項高級中等學校教師所知覺分布式領導現況達顯著差異者為：高中高於高職，私立學校高於公立學校，女性校長的學校高於男性校長，男性教師高於女性教師，51歲以上教師高於31-40歲、41-50歲的教師，服務21年 (含)以上的資深教師高於6-10年的教師，擔任主任者高於組長、導師與專任教師，大學學歷的教師高於研究所以上學歷的教師。 四、 不同背景變項高級中等學校教師所知覺學校創新經營現況達顯著差異者為：高中優於高職，私立學校高於公立學校，女性校長的學校高於男性校長的學校，男性教師高於女性教師，51歲以上教師高於31-40歲的教師，擔任主任者高於組長、導師與專任教師。 五、 不同背景變項高級中等學校教師所知覺學校效能現況達顯著差異者為：高中優於高職，私立學校高於公立學校，女性校長的學校高於男性校長的學校，51歲以上教師高於30歲以下、31-40歲、41-50歲的教師，服務21年 (含)以上的資深教師高於6-10年、11-15年的教師，擔任主任者高於組長、導師與專任教師。 六、 學校所在地區、學校規模、校長學歷、擔任校長年資四個背景變項不同之教師，所知覺高級中等學校分布式領導、學校創新經營、學校效能皆無顯著差異。 七、 高級中等學校分布式領導、學校創新經營與學校效能三者，兩兩之間皆為高度正相關。 八、 高級中等學校分布式領導可透過學校創新經營，增強對學校效能的正向影響力。分布式領導各層面對學校創新經營、對學校效能皆以「領導能量的投入」具有最大間接效果，其次依序為「清晰的組織結構和績效責任」、「自信推動變革的領導者」、「營造信任的文化」。學校創新經營各層面對學校效能的間接效果值由高而低依序為「課程活動創新」、「校園環境創新」、「外部關係創新」、「行政管理創新」。 最後，依據研究結論提出建議，供主管教育行政機關、學校及未來研究之參考。 / The purpose of this study is to probe into not only the current situation of distributed leadership, school innovative management and school effectiveness, but also their relationships with each other. With survey research method, a questionnaire entitled The Relationships Between Distributed Leadership, School Innovative Management and School Effectiveness in Senior High Schools is applied to gather data from public and private high school teachers in Taiwan area. By employing the stratified random sampling method, there are 1,192 questionnaires sent out to 86 schools, based on their type, attribute, scale, and location. There are 1,103 questionnaires retrieved, making the response rate 92.5%, and there are 1,052 valid questionnaires after invalid ones deducted. The packages SPSS 18.0 for Windows and AMOS 18.0 for Windows are adopted to carry out descriptive statistics, factor analysis, Pearson correlation analysis, t-test, one-way ANOVA, and structural equation modeling. The findings of this study are as follows: 1. “Definite organizational structure and performance responsibility,” “The innovation of campus environment,” and “The performance of administrative public relations” can best manifest the effects of distributed leadership, school innovative management and school effectiveness, respectively, in senior high schools. 2. The current situation of distributed leadership, school innovative management and school effectiveness in senior high schools belongs to high-intermediate level, with “Build the trustworthy culture,” The innovation of external relations,” and “The abilities of teachers’ professional development” attaining top marks, respectively, and “Definite organizational structure and performance responsibility,” “The innovation of campus environment,” and “Students’ overall performance” scoring the lowest, respectively. 3. Some significant differences toward the current situation of distributed leadership perceived by senior high school teachers with different background variables are: senior high schools higher than vocational high schools, private schools higher than public schools, schools with female principals higher than those with male principals, male teachers higher than female teachers, teachers older than 51 years of age higher than those of 31-40 years old or 41-50 years old, senior teachers with at least 21 years of teaching experience higher than those with 6-10 years, serving as directors higher than section chiefs, homeroom teachers and full-time teachers, and teachers with undergraduate degrees higher than those with graduate degrees. 4. Some significant differences toward the current situation of school innovative management perceived by senior high school teachers with different background variables are: senior high schools higher than vocational high schools, private schools higher than public schools, schools with female principals higher than those with male principals, male teachers higher than female teachers, teachers older than 51 years of age higher than those of 31-40 years old , and serving as directors higher than section chiefs, homeroom teachers and full-time teachers. 5. Some significant differences toward the current situation of school effectiveness perceived by senior high school teachers with different background variables are: senior high schools higher than vocational high schools, private schools higher than public schools, schools with female principals higher than those with male principals, teachers older than 51 years of age higher than those under 30 years old, 31-40 years old or 41-50 years old, senior teachers with at least 21 years of teaching experience higher than those with 6-10 years or 11-15 years, and serving as directors higher than section chiefs, homeroom teachers and full-time teachers. 6. Toward distributed leadership, school innovative management and school effectiveness in senior high schools, there is no significant difference perceived by teachers of four different background variables--school location, school scale, principals’ academic degrees, and duration as principals. 7. There is a highly positive correlation between distributed leadership, school innovative management and school effectiveness in senior high schools. 8. Distributed leadership in senior high schools can reinforce positive influence on school effectiveness through school innovative management. As regards all aspects of distributed leadership, the very one that has the most indirect effects on both school innovative management and school effectiveness is “The input of leadership,” and other aspects in sequence are “Definite organizational structure and performance responsibility,” “The leader confidently pushing for reforms,” and “Build the trustworthy culture.” All aspects’ top-down values of the indirect effects of school innovative management on school effectiveness are “The innovation of curricular activities,” “The innovation of campus environment,” ”The innovation of external relations,” and “The innovation of administrative management.” Finally, according to the conclusions of this study, some suggestions are proposed for the educational executive organizations, schools, and the reference of future study.