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現今市場競爭愈來愈激烈，迫使廠商紛紛至海外尋求產品消費市場，在跨國銷售的背景之下，需要有更多可以確定國家選擇、預測銷售及估計需求的方法。而其中可以滿足這些需求的方法之中，就是研究產品跨國擴散型態，藉以瞭解後進國家與領先國家中新產品如何擴散且會如何互相影響 (Douglas and Craig, 1992)。 在眾多的跨國產品中，本研究選擇好萊塢電影做為實證分析的對象。 經由集群分析，本研究發現（一）台灣高首週票房且口碑佳的電影，會遇到假日人潮、有很高的美國總票房、以及很高的美國首週票房；（二）美國影片在美國及台灣映演的每週票房趨勢有差異存在；（三）片商沒有做好影片在台灣映演的檔期歸劃；（四）三群電影中，在影片類型沒有明顯地區別。 經由十二個新產品銷售預測模型的建立：對數線性迴歸模式（LN-Regression Model）（不考慮新產品領先國擴散經驗）（以OLS估計）、卜瓦松迴歸模式(Poisson Regression Model) （不考慮新產品領先國擴散經驗）（以MLE估計）、負二項分配迴歸模式(Negative Binomial Distribution Regression Model) （不考慮新產品領先國擴散經驗）（以MLE估計）、Exponential Decay模式（以OLS估計）＋迴歸方程式體系（不考慮新產品領先國擴散經驗）（以SUR估計）、Exponential Decay模式（以OLS估計）＋迴歸方程式體系（考慮新產品領先國擴散經驗）（以SUR估計）、Exponential Decay模式＋層級貝氏迴歸模式（考慮新產品領先國擴散經驗）、Bass連續型擴散模式（以NLS估計）＋迴歸方程式體系（不考慮新產品領先國擴散經驗（以SUR估計）、Bass連續型擴散模式（以NLS估計）＋迴歸方程式體系（考慮新產品領先國擴散經驗（以SUR估計）、Bass離散型擴散模式（以OLS估計）＋迴歸方程式體系（不考慮新產品領先國擴散經驗）（以SUR估計）、Bass離散型擴散模式（以OLS估計）＋迴歸方程式體系（考慮新產品領先國擴散經驗）（以SUR估計）、層級貝氏BASS離散型擴散模式＋迴歸方程式體系（不考慮新產品領先國擴散經驗）（以SUR估計）、層級貝氏BASS離散型擴散模式＋迴歸方程式體系（考慮新產品領先國擴散經驗）（以SUR估計）。本研究發現：（一）在考慮影響後進國的新產品擴散速度時，領先國的擴散經驗為絕對必要的考慮因子；（二）必須使用Bass連續型擴散模式做為建構新產品銷售預測模型的基礎；（三）必須使用Bass連續型擴散模式的NLS估計法估計Bass模型的創新係數p、模仿係數q及市場潛量m。

自1997年以降，受到亞洲金融風暴的衝擊，亞洲各國匯率巨幅波動，於是如何增進匯率預測的準確度已成為重要的研究課題。而自1973年布列敦森林體制崩潰，各工業國家改採浮動匯率以來，匯率巨幅波動致使國際收支理論不再能解釋匯率如何決定，於是1970年代，學者們紛紛提出各種匯率決定理論，其中以貨幣學派模型與資產組合平衡模型最受到重視。然而，自1978年始，這些結構模型的解釋能力逐漸受到質疑，在1983年Meese and Rogoff甚至提出結構模型的樣本外預測能力不如隨機漫步模型的樣本外預測表現，引起學者們的討論到底何者的樣本外預測表現較佳。而隨著計量方法的演進實證研究已由恆定的計量方法演進至非恆定的計量方法，在非恆定的計量方法方面，MacDonald and Taylor(1993、1994)、吳宜璋(1996)等人的研究皆採誤差修正模型來做預測。 本研究亦採誤差修正模型來做預測，但對其他學者的研究稍作改良：1.加入結構變動虛擬變數2.以向量誤差修正模型而非一條誤差修正的式子來做預測，在此以整個體系的觀點來做預測3.以背氏方法加入相驗情報來改善預測。 結論為在金融風暴發生期間，匯率受非基本面因素影響較大時，貝氏向量自迴歸模型預測表現較佳。而在金融風暴發生之前，匯率受基本面影響較小時，以貝氏向量誤差修正模型為良好的預測模型。 / This study improves other scholars' empirical studies by testing structure changes and by using Vector Error Correction Model to forecast N.T. Dollars. Futhermore,use Bayesian Method to improve predition .The conclusion is Bayesian VAR Model perform better when forecasting period include Asian finanl crisis . And Bayesian VECM Model is better model when forecasting period don't include Asian financial crisis.And the out of sample prediction performance of structure model is better than Random Walk Model.

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本文包含關於估計風險與動態資產配置的兩篇研究。第一篇研究主要就當須估計的投資組合其投入參數具有高維度特質的觀點下，探究因忽略不確定性通膨而對資產配置過程中帶來的估計風險。此研究基於多重群組架構下所發展出的新投資決策法則，能夠確實地評價不確定性通膨對資產報酬的影響性，並在應用於建構大規模投資組合時，能有效減少進行最適化投資決策過程中所需的演算時間與成本。而將此模型應用於建構全球ETFs投資組合的實證結果則進一步顯示，若在均值變異數架構下，因建構大型投資組合時須估計高維度投入參數而伴隨有大量估計風險時，參數估計方式建議結合採用貝氏估計方法來估算資產報酬的一階與二階動差，其所對應得到的投資組合樣本外績效會比直接採用歷史樣本動差來得佳。此實證結果亦隱含：在均值變異數架構下，穩定的參數估計值比起最新且即時的參數估計資訊對於投資組合的績效來得有益。同時，若當投入參數的樣本估計值波動很大時，增加放空限制亦能有利投組樣本外績效。 第二篇文章則主要處理當處於對數常態證券市場下時，投資組合報酬率不具有有限動差並導致無法在均值變異數架構下發展出最適化封閉解時的難題。本研究示範此時可透過漸近方法的應用，有效發展出在具有放空限制下，考量了估計風險後的簡單投資組合配置法則，並且展示如何將其應用至實務上的資產配置過程以建構全球投資組合。本文的數值範例與實證模擬結果皆顯示，估計風險的存在對於最適投資組合的選擇有實質的影響，無估計風險下得出的最適投資組合，不必然是存有估計風險下的最適投資組合。此外，實證模擬結果亦證明，當存有估計風險時，本文所發展的簡單法則，能使建構出的投資組合具有較佳的樣本外績效表現。 / This dissertation consists of two essays on dynamic asset allocation with regard to dealing with estimation risk as being in different uncertainties in the mean-variance framework. The first essay concerns estimation errors from disregarding uncertain inflation in terms of the need in estimating high-dimensional input parameters for portfolio optimization. This study presents simplified and valid criteria referred to as the EGP-IMG model based on the multi-group framework to be capable of pricing inflation risk in a world of uncertainty. Empirical studies shows the proposed model indeed provides a smart way in picking worldwide ETFs that serves well to reduce the amount of costs and time in constructing a global portfolio when facing a large number of investment products. The effect of Bayesian estimation on improving estimation risk as the decision maker is subject to history sample moments for input parameters estimations is meanwhile examined. The results indicate portfolios implementing the Stein estimation and shrinkage estimators offer better performance compared with those applying the history sample estimators. It implicitly demonstrates that yielding stable estimates for means and covariances is more critical in the MV framework than getting the newest up-to-date parameters estimates for improving portfolio performance. Though short-sales constraints intuitively should hurt, they do practically contribute to uplift portfolio performance as being subject to volatile estimates of returns moments. The second essay undertakes the difficulty that the probability distribution of a portfolio's returns may not have finite moments in a lognormal-securities market, and thus leads to the arduous problem in solving the closed-form solutions for the optimal portfolio under the mean-variance framework. As being in a lognormal-securities market, this study systematically delivers a simple rule in optimization with regard to the presence of estimation risk. The simple rule is derived accordingly by means of asymptotic properties when short sales are not allowed. The consequently numerical example specifies the detailed procedures and shows that the optimal portfolio with estimation risk is not equivalent to that ignoring the existence of estimation risk. In addition, the portfolio performance based on the proposed simple rule is examined to present a better out-of-sample portfolio performance relative to the benchmarks.

自2003年布達佩斯宣言公佈起，國際間學術文獻開始開放取用的趨勢。於此背景下，本研究以諾貝爾生物醫學獎近十年23位得主為研究樣本，評比在商業資料庫(SCIE、Scopus)及開放取用系統(生物醫學類：Pubmed、Highwire；綜合類：Google Scholar)的文獻收錄狀況，除了比較其內部重複性與完整性，並交叉比對五個資料庫與系統的重複性、獨特性及完整性，同時也觀看能否取得全文的比率，來了解現今開放取用文獻的狀況，進而觀察開放取用系統和商業資料庫兩者是否可以互補，或是開放取用系統有代替商業資料庫的可能性。 研究結果顯示五個資料庫及系統的檢索形式多元。針對作者檢索而言，Scopus最完善，資料收錄也較齊全；SCIE及Pubmed兩者則是檢索結果最為相似。如果以學術出版收錄而言，則是Highwire較完整；至於Google Scholar的獨特性較高。整體而言，開放取用系統比商業資料庫的全文收錄比例高，但Scopus是收錄最多全文的資料庫。本研究同時也發現PNAS是五個資料庫與系統之重複來源及獨特來源。另外，使用PubMed及Highwire檢索生物醫學文獻會比Google Scholar來得專業。 根據研究結果建議，商業資料庫可考慮將網路開放資源納入收錄範圍，以便妥善整理及應用網路資源的書目及全文。開放取用系統則應改善索引書目之正確性及著錄完整性。另外，針對圖書館的服務宜採取以下之因應措施：(1)加強推廣商業資料庫之正確檢索方式及使用時機；(2)教導如何正確使用開放取用系統的檢索模式；(3)平衡商業資料庫和開放取用系統的使用，以達成圖書館經費的合理運用。 本研究後續可延伸至生物醫學領域的臨床及實證醫學上，以了解生物醫學中兩個最具時效性的學術文獻系統是否達到開放取用的立即性及實用性。再者，使用者對開放取用的滿意度研究是學術出版界急欲了解的課題，也是後續研究可加強努力的方向。 / The International Scholarly Communication has gradually forwarded open access system since the publication of Budapest Declaration in 2003. Under this research background, this study uses biomedical Nobel Prize winners in recent years for the study of 23 samples of appraisal in the commercial database (SCIE, Scopus) and open access systems (biomedical categories: Pubmed, Highwire ; Comprehensive: Google Scholar) literature collection status, in addition to comparing repeatability and integrity of its internal and cross-comparison of the five databases and system repeatability, uniqueness and integrity, while also viewing the ability to obtain the ratio of text to understand current status of open access literature, and then observe the open access systems and commercial databases whether the two can complement each other, or open access database system instead of commercial possibilities. The results showed that five databases have different retrieval systems in many different forms. For the purposes of retrieval, Scopus collections are more complete; SCIE and Pubmed are the most similar two databases in the search results. Inclusion academic publishing purposes, Highwire is the most complete one. For Google Scholar, the collection’s uniqueness is the highest. Overall, comparing the open access system with commercial database, open access system contains a high proportion of full text. Scopus is the most one of full text collections. The PNAS study also found that five of the duplicate database and system sources and unique source. In addition, the use of PubMed and Highwire retrieved biomedical literature is more professional than Google Scholar. According to the study results suggest that commercial databases can be considered included in the scope of network resources into the open, in order to properly organize network resources and application of bibliographic and full-text. Open access system should improve the accuracy and bibliographic indexing bibliographic completeness. In addition, for the library service should take the following measures in response to: (a) enhance the promotion of commercial database retrieval methods and the use of proper timing; (2) to teach the proper use of open access system retrieval mode; (3) Balance Business open access database and use of the system, in order to achieve rational use of library funds. The follow-up research of this study can be extended to the field of clinical and biomedical evidence-based medicine research. The follow-up research results can be used to understand the biomedical literature’ timeliness, whether the system reaches an open access immediate or practicality. Furthermore, users' satisfaction with open access scholarly publishing research is also an anxious subject to know, and the follow-up study will strengthen efforts.

針對金融時序資料變異數不齊一的性質，隨機波動模型除了提供於ARCH族外的另一選擇；且由於其設定隱含波動本身亦為一個隨機波動函數，藉由設定隨時間改變且自我相關的條件變異數，使得隨機波動模型較ARCH族來得有彈性且符合實際。傳統上處理隨機波動模型的參數估計往往需要面對到複雜的多維積分，此問題可藉由貝氏分析裡的馬可夫鏈蒙地卡羅法解決。本文主要的探討標的，即在於利用馬可夫鏈蒙地卡羅法估計美元/新台幣匯率隨機波動模型參數。除原始模型之外，模型的擴充分為三部分：其一為隱含波動的二階自我回歸模型；其二則為藉由基本模型的修改，檢測匯率市場上的槓桿效果；最後，我們嘗試藉由加入scale mixture的方式以驗證金融時序資料中常見的厚尾分配。

渥坦貝克的劇作《解剖新義》聚焦於法國殖民北非時期，伊莎貝拉(Isabelle Eberhardt)的旅行經驗。伊莎貝拉女扮男裝以歐洲冒險家身份旅行，設法爭取個人自由，致力於破除父權社會加諸於女性身上的性別刻板印象。本劇涵蓋了空間位移、遊牧旅行以及與他者相遇的概念。大多數的批評家對於此劇的討論，多著眼於角色如何跨越性別、地理疆界，而鮮少碰觸旅行議題本身。本論文試圖細讀《解剖新義》，進而探討其中的旅行議題，以及旅行伴隨而來的外來者問題。 本論文的第一章涵蓋《解剖新義》的相關評論，以及論文的主題。第二章說明旅行必要的條件，進而帶出本論文關切的旅行要素。第三章引用茱莉亞·克莉斯蒂娃 (Julia Kristeva)對外來者的見解，點出外來者的問題。本劇呈現旅行者與當地居民彼此間心理的矛盾衝突；同時，也提供不同例子說明個人如何能夠緩和自我與他者間的不合。第四章將以雅克·德希達(Jacques Derrida)的「待客之道」(hospitality)理論延續討論個人將如何面對與他者相遇的問題。第五章為本論文的總結，提供新 的解讀《解剖新義》方法。即便「待客之道」的概念在《解剖新義》中的某些場合被曲解誤用，卻也隱含「待客之道」在不同論述中，可能以不同概念呈現。 / Timberlake Wertenbaker’s New Anatomies (1981) is a play that centers on Isabelle Eberhardt’s traveling experience during French colonialism in North Africa. Isabelle, who endeavors to break the gender stereotype that is imposed on women in the patriarchal society, manages to strive for her own freedom by setting out for a journey as a European cross-dressed adventurer. The play deals with the ideas of displacement, nomadic traveling, and the encounter with the other. Critics’ responses to the play often focus on how the characters cross the gender and spatial boundaries; however, few of them seem to touch upon the issue on traveling itself. I intend to grapple with the issue on traveling by having a close reading on New Anatomies, and to deal with the accompanying foreigner question in a voyage. Chapter One of the thesis contains the literature reviews of New Anatomies, and carries out the concern of the thesis. Chapter Two presents the essential element in traveling and further maps out my concern about traveling. Chapter Three brings out the foreigner question by elucidating Julia Kristeva’s notion on strangers. The play reveals the psychological conflicts between a traveler and the locals; meanwhile, it also presents diverse examples on how one is able to reduce the estrangement between one and the other. To proceed with the discussion on how one shall react in response to the encounter with the other, I employ Jacques Derrida’s concept of hospitality in Chapter Four. Chapter Five is the conclusion of the thesis that points out how the thesis can be treated as a new way of study on New Anatomies. Though the meanings of hospitality are in some occasions being deformed in New Anatomies, they imply that there are different concepts of hospitality that is authorized in different discourses including traveling.

名古屋大学年代測定総合研究センターシンポジウム報告

本論文根據無望感的相關理論，以三種方式探討貝氏無望感量表內的正負向期待為一個概念的兩面，或是表徵兩種不同的概念。首先，本論文進行探索性與驗證性因素分析，以考驗一與二因素模式的模式適合度。再者，MacLeod與Byrne（1996）認為兩類未來思考對憂鬱症狀的影響是相互獨立運作，但可能有過於簡化的限制，故本論文提出四種的可能模式並加以檢驗。最後，根據Trew（2011）所提出的整合性模式，提出行為抑制與激發系統導致憂鬱症狀之兩種競爭模式，檢驗無望感或正負向未來思考在此模式中所扮演的中介角色，以及兩個系統之機制間有互動的可能性。主要的研究結果如下：（1）探索性與驗證性因素結果均支持貝氏無望感量表的二因素結構，並以正負向未來思考加以命名；（2）支持模式二的假設，負向未來思考為正向未來思考與憂鬱症狀間的部分中介變項，但正向未來思考並非是負向未來思考與憂鬱症狀間的部分中介變項；（3）競爭模式二具備較佳的模式適合度，支持Trew（2011）認為憂鬱症時須同時注意BAS與BIS各自不同影響途徑的觀點，亦彰顯正向未來思考的保護因子角色；（4）更重要的是，支持無望感量表中正負向期待內容應被視為兩種不同且各自存在的概念。最後並提出本論文研究限制與對憂鬱症的臨床理論與實務上之建議。 / This study investigated the relation between the positive and negative expectations assessed in Beck Hopelessness Scale (BHS) by three ways. First, exploratory and confirmatory factor analysis were used to test the goodness of fit of one-factor and two-factor models. Besides, MacLeod and Byrne (1996) stated that two kinds of future thinkings influenced the depressive symptoms independently, but this statement had some limitations. Therefore, this study proposed four models to test the hypotheses. Based on Trew ‘s (2011) integrated model, two competing models illustrating the relations among BAS, BIS and depression were proposed to examine the mediation effect of hopelessness or future thinkings. The main results were: (1) the two-factor model of BHS was supported in exploratory and confirmatory factor analyses; (2) the second model was supported that negative future thinking was the partial mediator between depression and positive future thinking; (3) the competing model 2 had the better goodness of fit, supporting that BAS and BIS had important but different pathways to influence the development of depression, and positive future thinking played the protective role in this process; (4) Most importantly, the perspective that the positive and negative expectations assessed in BHS should be treated as two different kinds of constructs respectively was supported. Finally, the limitations of this study and the suggestions for the theories and clinical treatment of depression were discussed.