中国股票市场风险的实证分析研究

本文从实证角度说明了上证指数和深证成份指数存在着GARCH现象 ,并建立了沪、深两市股指波动率的IGARCH(1,1) M模型与EGARCH(1,1) M模型。将估计的IGARCH(1,1) M模型与EGARCH(1,1) M模型比较得出 ,对上证指数的波动率 ,IGARCH(1,1) M模型与EGARCH(1,1) M模型的模拟效果基本相同 ,而对深证成份指数的波动率 ,IGARCH M模型要略优于EGARCH M模型。同时还对两市的股指收益的波动率进行了预测分析     

VALENCE AND EMISSION OF SAMARIUM IONS IN KMF(M:Mg、Ca)

The SmF_(2.01)was synthesized by reducing SmF_3 in H_2 stream.As it was doped inKM_gF_3 and KCaF_3.there was emission of Sm~(2+) in KMgF_3 but no emission of Sm~(2+) inKCaF_3 was observed.     

A New Pathway to Synthesize Cyclomercurated Ferrocenylimines Containing Heterocyclic Ring

The cyclomercurated ferrocenylimines containing heterocyclic ring were prepared by the condensation of cyclomercuration of acylferrocene with the appropriate heterocyclic amine.This procedure provides an efficient method for the synthesis of cyclomerucurated ferrocenylimines containing heterocyclic ring which are difficultly synthesized by the conventional method.The reaction mechanism is proposed.     

Two New Diterpene Acetylxylosides from Aster veitchianus

Two new acetylxylosides,ent-manool-13-O-β-D-2′-acetylxylopyranoside(1)and entmanool-13-O-β-D-2′,4′-diacetylxylopyranoside(2)were isolated from Aster veitchianus.Their structures were elucidated by spectroscopic methods.     

17N+197Au反应中碎片与中子的符合测量

在3?3?.4MeV/u ¹⁷N束轰击¹⁹⁷Au靶产生的反应中,利用放置于不同角度组合的17个中子探测器(4°—83°)和14个半导体望远镜(2.3°—9.0°)对反应产物碎片与中子进行了符合测量.经对所得实验角分布积分得到Z=3—6元素的同位素产额分布.在参加者-旁观者模型框架下,采用¹⁷N原子核内部的不同密度分布计算了同位素产额分布并与实验数据做比较.     

变换中含有孤立稳定点的第二积分换元定理

在不定积分第二积分换元定理的条件中,要求变换x=φ(t)不含有稳定点,即:φ′(t)≠0.当变换x=φ(t)中含有孤立稳定点时,给出了变换中含有孤立稳定点的第二积分换元定理.拓宽了第二积分换元定理的应用范围.     

管理人因素对风险项目期权估值的影响

本基于对风险项目及其“孪生证券”风险和收益特性的分析，认为真正的“孪生证券”实际中很难存在，进而提出利用“近似孪生证券”与无风险证券构造资产组合来复制实物期权收益特征，利用无风险套利分析确定项目实物期权价值的方法。但考虑到管理人因素造成的实物期权内部风险特征的不可复制性，本进一步提出利用“确定性等值”将内部风险价值V1具体化，从而实现对“近似孪生证券”方法进行修正。     

Bifurcations of Invariant Tori and Subharmonic Solutions of Singularly Perturbed System

This paper deals with bifurcations of subharmonic solutions and invariant tori generated from limit cycles in the fast dynamics for a nonautonomous singularly perturbed system. Based on Poincare map, a series of blow-up transformations and the theory of integral manifold, the conditions for the existence of invariant tori are obtained, and the saddle-node bifurcations of subharmonic solutions are studied.     

Integrability of det▽u and Evolutionary Wente''s Problem Associated to Heat Operator

In this note, the authors resolve an evolutionary Wente's problem associated to heat equation, where the special integrability of det▽u for u ∈ H1(R2,R2) is used.     

激光谐振腔内光学元件的热光效应

本文分析了多模激光束加热内腔元件所引起的温度场分布及热聚焦效应。计算得到的LiNbO₃寻常光和非常光的输入功率-输出功率曲线与Konvisar等人的实验结果符合,修正了他们计算的非常光曲线。在实验上,也观测了LiNbO₃的内腔热光滞后现象,并测量了内腔热光聚焦效应。 关键词：