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極值理論在股價指數與匯率之實證研究邱之駿 Unknown Date (has links)
風險值為衡量金融資產風險相當重要的一個工具,但是傳統風險值在計算時有許多不合乎實際狀況的假設,其中針對金融資產報酬率呈常態分配的假設在許多研究中被提出來討論,過去的實證研究中也大多證明資產的報酬率多為厚尾分配,所以如果繼續使用常態分配的假設,勢必會造成某種程度的模型風險,而且會相對低估金融資產的下方風險,所以在後續的研究中有許多針對該分配假設進行修正的理論與模型,極值理論的應用為其中廣為應用的一種。
本論文使用五種風險值模型來估計股價指數與匯率報酬率的風險,分別為:(1)傳統風險值計算中不對分配進行假設的歷史模擬法(2)傳統風險值計算中假設分配為常態的Normal法(3)極值理論中假設分配為一般極值分配的區域極大值法(4)極值理論中假設分配呈柏拉圖分配的超過門檻值法(5)極值理論中假設分配呈T分配的VaR-x法;在實證研究中使用三種期間的實驗窗口,觀察五種模型在面對不同性質的金融資產在預測能力上有何差異,結果證明在短天期之下,因無法抽取足夠代表風險特性的樣本數,風險值估計的預測能力不高,而當抽樣期間過長時又會發生將過多非相關資料納入樣本的缺點,所以風險預測的準確性取決於一個適當樣本長度的選擇,如在本實證中250期實驗窗口所計算出來的風險值的參考價值會高於50日與1000日的估計值;在面對不同的標的資產時,由於股價指數對於漲跌幅的限制與交易量的多寡影響了資產在極端值的分配情況,故極值理論的模型在匯率資產的應用上相對具有效率;由極值理論模型回溯測試的結果發現,模型失敗次數大多小於理論的失敗次數,故可以證明以厚尾分配為假設的極值理論模型相對原始模型,在穩健以及保守的角度上具有較佳的表現。
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「那神教育學」(Pedagogy of No-thing):從奇幻敘事看靈性教育之人類圖像 / Pedagogy of “No-thing”: A Human Picture of Spiritual Education from the view of Fantasy Narration梁可憲, Liang, Ke Hsien Unknown Date (has links)
教育和文學最重要的連結是什麼,普遍最被接受的是「想像」,也就是想像力或幻想,它是跨領域科技整合極重要的黏著劑與調和劑。因此教育最重要的功能之一在於培養孩童持續保有發揮想像的能力,不僅孩童,成人也同樣需要。基此,本文以文學視角出發,結合靈性教育的關懷,從富含幻想表現的奇幻敘事文本取材,透過再想像與再詮釋的創造性連結,嘗試性地勾勒出一個富含寓意的人類圖像。
本研究採文本分析,融入「皺摺、展開、再皺褶」及「詮釋、再詮釋與過度詮釋」的概念與方法,著眼於「人與超自然」向度來詮釋靈性教育的人類圖像。本文共分六章:第一章,導論:緣起說「圓」,為本研究的緒論;第二章,究竟起「源」:創世與起「源」,為文獻探究與前導,指出源即是靈;第三章,迷宮探「園」:謎樣的世界,旨在闡述「界意在破(無)」;第四章,穿越奇「緣」:隧道的盡頭,旨在闡述「道意在無(悟)」;第五章,另度次「元」:空間與過門,旨在闡述「門意在空(心)」;第六章,總結:究極奧「圓」— 〇、●、 、◎,回顧與統整「那神」的人類圖像。
本研究嘗試勾勒之「那神教育學」圖像,或可稱為靈性教育的人類圖像,此圖像模型主要有三層(嚴格來說有五層),上下有其位置,但沒有先後順序或優劣之分,分別以基層的太極陰陽圖、中層的環狀隧道和上層的三角體形構,並透過「噬尾龍」的蘊義,闡釋「人即是神、神即是人」的循環圖像。 / The purpose of dissertation is trying to verify the imagination can be the connection between the education and literature. Imagination can connect and mediate among the multi-dimensions. One of the important things of education, not only for children but also for adults, is to cultivate and maintain the imaginative capacity. In this reason, my dissertation adopts the literature narrative and care about spiritual education. Especially, I use the folk literature with rich fantasy to do the re-imagine and re-interpretation for illustrate the meaning of the whole human picture.
The methodology of the dissertation are use the "folding, unfolding and re-folding " and "interpretation, reinterpretation and Overinterpretation" and so on, with the fantasy narrative in "human being and supernatural", to interpret the human picture of spiritual education. There are six chapters in this paper: Chapter Ⅰ, Introduction: the Origin and "circle"; Chapter Ⅱ, Explores the Beginning: the Genesis and Origins; Chapter Ⅲ, Explore the Maze "Garden": the Mystery World, aims to set forth "Boundary to be Break (No)"; Chapter Ⅳ, Meet the “Fate”: At the End of the Tunnel, to elaborate "Road means None (Enlighten)"; Chapter Ⅴ, Another Dimension: Space and Threshold, to elaborate "Door means Empty (Heart)"; Chapter Ⅵ, Conclusion: The Ultimate "Round"— 〇、●、 、◎, Review and integrate the human picture of "No-thing".
I try to describe the picture of "Pedagogy of No-thing" or called the human picture of Spiritual Education. There is a vertical structure with three levels in the picture (strictly speaking there are five levels) but no priority among them. The foundation is “Tai Chi”, the middle is “Ring Tunnel”, and the top is Triangular Shape in the structure. Through the “Ouroboros” (bite the tail dragon) interprets the picture of "human being is god, and god is human being ".
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