On the integrated behaviour of non-stationary volatility in stock markets

This paper analyses the behaviour of volatility for several international stock market indexes, namely the SP 500 (USA), the Nikkei (Japan), the PSI 20 (Portugal), the CAC 40 (France), the DAX 30 (Germany), the FTSE 100 (UK), the IBEX 35 (Spain) and the MIB 30 (Italy), in the context of non-stationarity. Our empirical results point to the evidence of the existence of integrated behaviour among several of those stock market indexes of different dimensions. It seems, therefore, that the behaviour of these markets tends to some uniformity, which can be interpreted as the existence of a similar behaviour facing to shocks that may affect the worldwide economy. Whether this is a cause or a consequence of market globalization is an issue that may be stressed in future work.     

Sulle singolarita' delle ipersuperficie che passano per una data varieta' proiettiva

Milan Journal of Mathematics - Dopo alcune osservazioni elementari sulle singolarità che una varietà algebricaV ? P r impone ad una ipersuperficie Φ che la contenga, si...     

Yrast levels of 220Ra populated in the 208Pb(14C, 2n) reaction

Yrast states in the nucleus ²²⁰Ra were studied by means of the ²⁰⁸Pb(¹⁴C, 2n) reaction at 61 and 64 MeV. A staggering sequence of levels of positive and negative parity has been observed up to spin and parity I^π = 16⁺ (18 ⁺) and from I^π = 5^? to I^π = 17^?, respectively. These states are connected by strong E1 transitions competing with the stretched E2 transitions, the $\text{B(}\text{E}\text{1)}\text{B(}\text{E}\text{2)}$ ratio being ~ 10 ^?6 fm^?2. The ratio of the excitation energy of the 4⁺ state to that of the 2⁺ state is close to the vibrational limit. The moment of inertia associated with the negative-parity yrast states is slightly increasing with the rotational frequency ω. It is considerably higher than that of the positive-parity states at lower spins, the difference decreasing monotonically with increasing ω. The data are discussed with reference to the octupole vibrational picture as well as to the results of recent models predicting reflection-asymmetric shapes in the Ra-Th region.     

Q-branch linewidths of N2 perturbed by H2: experiments and quantum calculations from an ab initio potential

In this work the authors present an experimental and theoretical study about the Q-branch lines' broadening coefficients of N2 perturbed by H2. Experimental values for these parameters have been obtained at 440 and 580 K, and quantum calculations have been performed using a new ab initio potential energy surface, obtained by quantum chemistry methods. The results of these calculations are compared to experimental data obtained previously at 77 and 298 K [L. Gomez et al., Mol. Phys. 104, 1869 (2006)] and to the present measurements. A satisfactory agreement is obtained for the whole range of temperatures used in the experiments.     

Scattering of kinks of the sinh-deformed $$\varphi ^4$$ model

We consider the scattering of kinks of the sinh-deformed \(\varphi ^4\) model, which is obtained from the well-known \(\varphi ^4\) model by means of the deformation procedure. Depending on the initial velocity \(v_\mathrm {in}\) of the colliding kinks, different collision scenarios are realized. There is a critical value \(v_\mathrm {cr}\) of the initial velocity, which separates the regime of reflection (at \(v_\mathrm {in}>v_\mathrm {cr}\)) and that of a complicated interaction (at \(v_\mathrm {in}<v_\mathrm {cr}\)) with kinks’ capture and escape windows. Besides that, at \(v_\mathrm {in}\) below \(v_\mathrm {cr}\) we observe the formation of a bound state of two oscillons, as well as their escape at some values of \(v_\mathrm {in}\).     

Lineshape analysis of stimulated Raman spectra of the near‐nozzle region of free jet expansions

An anomalous lineshape of stimulated Raman spectra obtained from the region very close to the nozzle of supersonic pulsed expansions of nitrogen is presented. High‐resolution Raman spectra of the Q branch of the fundamental vibration mode of N₂ have been recorded from two different nitrogen expansions at T₀ = 295 K and P₀ = 1.5–3.5 bar, the lasers crossing the jet axis in the range z/D = 0.25–1.25, where D is the effective nozzle diameter. The combination of Doppler shifts and strong gradients of density and temperature in the near‐nozzle region yield an inhomogeneous broadening and a double peak structure of the recorded Raman line profiles. The comparison of the experimental results with the simulation of the Raman spectrum from this region provides valuable information about the near‐nozzle flow field. The lineshape described here is different from another reported previously in the literature, which is based on a depletion of the density of free molecules on the axis due to condensation. Copyright © 2009 John Wiley & Sons, Ltd.     

Low-energy transitions in the 197Pb and 198Pb isotopes

The ¹⁹⁸Pb and ¹⁹⁷Pb isotopes are produced through the ¹⁸⁶W(¹⁶O, 4n, 5n) reactions. Conversion-electron, γ- and X-ray spectra are measured using the compound-nucleus recoil method. Conversion coefficients and multipolarities are deduced for a large number of transitions. Together with angular distribution measurements and the results of γγt multidimensional coincidences they lead to decay schemes for the two isotopes. Microscopic calculations, performed in the two- or three-quasiparticle approximation with a surface delta interaction, fail to reproduce completely the observed properties, showing similar defects for the odd and even isotope.     

Thermal evolution and aging of Co-sputtered iron-tin thin films

The composition, structure, magnetic properties and stability of iron-tin thin films produced by co-evaporation with de magnetron sputtering are studied. Rutherford backscattering. Auger electron spectroscopy. X-ray diffraction and conversion electron Mössbauer spectroscopy indicate the formation of a homogeneous solid solution of tin in iron with a concentration well above the limit of equilibrium solid solubility. Measurements with a vibrating-sample magnetometer show that the films present saturation magnetization and remanence similar to those of pure iron, but a much smaller coercivity. Thermal treatment or aging lead to second-phase precipitation, which is accompanied by a growth of coercivity and remanence.     

High-conversion polymerization. VII. A definition of the explosive region and the influence of free volume on it

The easily observed autoacceleration of free radical Polymerization is defined as the explosive region and an arbitrary but quantitative definition of it is made. Using this definition it is shown that the explosive regions of solution polymerizations of methyl methacrylate occur at constant values of the product of polymer concentration times (molecular weight)^1/2. This upholds the concept that polymer entanglements control the termination reaction in this region. It is also shown that this region does not, as previously suggested, occur at a constant value of free volume, but that free volume does play a role in determining the rate of termination at a given level of chain entanglements.     

Visible light driven generation and alkyne insertion reactions of stable bis-cyclometalated Pt(iv) hydrides

Hydride complexes resulting from the oxidative addition of C–H bonds are intermediates in hydrocarbon activation and functionalization reactions. The discovery of metal systems that enable their direct formation through photoexcitation with visible light could lead to advantageous synthetic methodologies. In this study, easily accessible dimers [Pt₂(μ-Cl)₂(C^N)₂] (C^N = cyclometalated 2-arylpyridine) are demonstrated as a very convenient source of Pt(C^N) subunits, which promote photooxidative C–H addition reactions with different 2-arylpyridines (N′^C′H) upon irradiation with blue light. The resulting [PtH(Cl)(C^N)(C′^N′)] complexes are the first isolable Pt(iv) hydrides arising from a cyclometalation reaction. A transcyclometalation process involving three photochemical steps is elucidated, which occurs when the C^N ligand is a monocyclometalated 2,6-diarylpyridine, and a detailed analysis of the photoreactivity associated with the Pt(C^N) moiety is provided. Alkyne insertions into the Pt–H bond of a photogenerated Pt(iv) hydride are also reported as a demonstration of the ability of this class of compounds to undergo subsequent organometallic reactions.

The photochemical generation of isolable bis-cyclometalated Pt(iv) hydrides via photooxidative C–H addition reactions is demonstrated from easily accessible Pt(ii) precursors using visible light.