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1.
The major goal of this paper is to examine the hypothesis that stock returns and return volatility are asymmetric, threshold nonlinear, functions of change in trading volume. A minor goal is to examine whether return spillover effects also display such asymmetry. Employing a double-threshold GARCH model with trading volume as a threshold variable, we find strong evidence supporting this hypothesis in five international market return series. Asymmetric causality tests lend further support to our trading volume threshold model and conclusions. Specifically, an increase in volume is positively associated, while decreasing volume is negatively associated, with the major price index in four of the five markets. The volatility of each series also displays an asymmetric reaction, four of the markets display higher volatility following increases in trading volume. Using posterior odds ratio, the proposed threshold model is strongly favored in three of the five markets, compared to a US news double threshold GARCH model and a symmetric GARCH model. We also find significant nonlinear asymmetric return spillover effects from the US market. 相似文献
2.
Transition temperatures (TN1) from the nematic lyotropic liquid-crystalline phase to the isotropic phase were measured for the system cetyltrimethylammonium bromide (CTAB) water in the presence of small amounts of 3-stilbene carboxylic acid (3SC), 4-stilbene carboxylic acid (4SC) and Δ2/2'-bi-(2H-l,4-benzothiazine) (BT). TNI, increases as a function of trans-3SC or trans-4SC concentration, ranging from 01 to 08 wt %, by up to 12°C. A further increase in TNI between 2 and 5°C can be achieved by photochemically converting the solubilized trans stilbene derivatives to the cis isomers. Irradiation of a trans-3SC containing sample at a temperature just above TNl leads to a light-induced phase transition to the lyotropic liquid-crystalline phase. Solubilization of trans-BT causes a slight decrease of TNI while photoisomerization to cis-BT increases TNI by 1°C. 相似文献
3.
Elvira Vidović Doris Klee Hartwig Höcker 《Journal of polymer science. Part A, Polymer chemistry》2007,45(19):4536-4544
Poly(D ,L ‐lactide) and poly(D ,L ‐lactide‐co‐glycolide) with various composition and with one methacrylate and one carboxylate end group were synthesized and grafted onto poly(vinyl alcohol) (PVA) via the carboxylate group. The graft copolymers were crosslinked via the methacrylate groups using a free radical initiator. The polymer networks were characterized by means of NMR and studied qualitatively by means of IR spectroscopy. The influence of the glycolide content in the polyester grafts and of the number of ester units in the grafts on thermal properties and swellability were studied as well. The high swellability in water is characteristic of all hydrogels. Differential scanning calorimetry (DSC) showed a single glass transition temperature that occurs in the range between 51 and 69 °C. Thermogravimetric analysis (TGA) of the networks showed the main loss in weight in the temperature range between 290 and 370 °C. © 2007 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 45: 4536–4544, 2007 相似文献
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Grumelli DE Forzani ES Morales GM Miras MC Barbero CA Calvo EJ 《Langmuir : the ACS journal of surfaces and colloids》2004,20(6):2349-2355
The sulfonation of polyaniline (PANI) films by nucleophilic addition of sulfite ion has been controlled through the polymer oxidation state under electrochemical control. The process was monitored by in situ electrochemical quartz crystal microbalance (EQCM), and the polymer oxidation was accomplished by electrode potential steps in sulfite aqueous solutions. The nucleophilic addition of sulfite to PANI only takes place on the oxidized polymer. From the ratio of added mass to the injected charge, the degree of sulfonation has been obtained with a yield as high as 50%. It has been observed that the ion-exchange mechanism during the oxidation-reduction process in the resulting sulfonated polymer is analogous to the polymer produced by electrophilic sulfonation of polyaniline or by copolymerization of aniline with aminosulfonic acids, unlike the ionic exchange observed for unmodified PANI. 相似文献
6.
Afarin Moezzi Marylin M. Olmstead Doris C. Pestana Philip P. Power 《无机化学与普通化学杂志》1995,621(11):1933-1938
The reaction of either Li2PPh or Li2AsPh with the diborane(4) derivative B2(NMe2)2Br2 affords the compounds [PhP(BNMe2)2]2 ( 1 ) or [PhAs(BNMe2)2]2 ( 2 ) in good yield. Both 1 and 2 have cyclic structures featuring non-planar P2B4 or As2B4 six-membered rings which have chair configurations. Although all four borons in each ring have planar coordination, the two phosphorus or arsenic centers have different degrees of pyramidalization. Bond distances within the rings indicate that the B? B, B? P or B? As bonds are single, whereas the exo-B? N bond lengths are consistent with significant π-bonding. The ring structures of 1 and 2 are in sharp contrast to the related boron-nitrogen species (t-BuN)2N4Me4 which has a nido-N2B4 framework. The attempted synthesis of the nitrogen analogue of 1 or 2 by using a similar approach did not result in the isolation of [PhN(BNMe2)2]2, instead the tetramino diborane(4) species [B(NMe2)NHPh]2 ( 3 ), which has a structure similar to other tetramine diborane(4) compounds, was isolated. 相似文献
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Franzén J Marigo M Fielenbach D Wabnitz TC Kjaersgaard A Jørgensen KA 《Journal of the American Chemical Society》2005,127(51):18296-18304
The development of a general organocatalyst for the alpha-functionalization of aldehydes, via an enamine intermediate, is presented. Based on optically active alpha,alpha-diarylprolinol silyl ethers, the scope and applications of this catalyst for the stereogenic formation of C-C, C-N, C-F, C-Br, and C-S bonds are outlined. The reactions all proceed in good to high yields and with excellent enantioselectivities. Furthermore, we will present mechanistic insight into the reaction course applying nonlinear effect studies, kinetic resolution, and computational investigations leading to an understanding of the properties of the alpha,alpha-diarylprolinol silyl ether catalysts. 相似文献
9.
Doris J. Bates Myron Rosenblum Sari B. Samuels 《Journal of organometallic chemistry》1981,209(3):C55-C59
CpFe(CO)2[C(OEt)R]BF4 complexes can be prepared by reaction of CpFe(CO)2(isobutylene)BF4 with monoalkylated acetylenes in methylene chloride/ethanol solutions. Methyl propiolate yields methyl trans-2-ethoxy-acrylate, in a reaction catalytic in CpFe(CO)2(isobutylene)BF4, and internal acetylenes can be transformed to CpFe(CO)2(vinyl ether)BF4 complexes. 相似文献
10.
Albert Günter Herrmann und Doris Knake 《Fresenius' Journal of Analytical Chemistry》1973,266(3):196-201
Zusammenfassung Für die Bestimmung von Gesamt-, Carbonat- und Nichtcarbonat-Kohlenstoff in magmatischen, metamorphen und sedimentären Gesteinen (auch bei höheren Anteilen an organischem C) ist ein Verfahren nach dem Prinzip der coulometrischen Titration geeignet. Der Gesamt-Kohlenstoff wird ermittelt durch Erhitzung der auf <0,125 mm zerkleinerten Probe bei etwa 1250°C im Sauerstoffstrom ohne irgendwelche Zusätze. Zur Bestimmung von Nichtcarbonat-Kohlenstoff wird eine bestimmte Menge Gesteinspulver mit Salzsäure versetzt und auf einem Aluminiumblock HCl abgeraucht. Der Carbonat-Kohlenstoff entweicht als CO2. Zurück bleibt der Nichtcarbonat-Kohlenstoff, welcher wie der Gesamt-Kohlenstoff coulometrisch bestimmt wird. Der Carbonat-Kohlenstoff bzw. die äquivalente Menge CO2 ergibt sich dann aus der Differenz von Gesamt- zu Nichtcarbonat-Kohlenstoff. Das Verfahren ist anwendbar auf Kohlenstoffgehalte in Gesteinen von etwa 10 ppm bis 20 Gew.-% bei mittleren Standardabweichungen von etwa 0,0002–0,05% C (Richtwerte). Die Analysendauer für eine Probe beträgt etwa 3–5 min.
Coulometric method for the determination of total, carbonate, and non-carbonate carbon in igneous, metamorphic, and sedimentary rocks
For the measurement of total carbon the sample, ground finer than 0.125 mm and without the addition of any reagents, is ignited in a current of oxygen at about 1250°C. Non-carbonate carbon can be analysed after another portion of the sample is treated with conc, hydrochloric acid and evaporated on a hot plate; the carbonates are decomposed and the carbonate carbon is removed as carbon dioxide. The residue is non-carbonate carbon which is also determined by the coulometric method. The difference between total carbon and non-carbonate carbon corresponds to carbonate carbon or its equivalent as carbon dioxide. The method is applicable to carbon contents in rocks from 10 ppm to 20 wt.-%. The standard deviation is approximately 0.0002 to 0.05% C. Each carbon analysis takes about 3 to 5 min.相似文献