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21.
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
22.
The stannous chloride dihydrate-mediated deprotection-bicyclisation of a range of amides possessing a pendant acetal group is reported. These mild reaction conditions have been used to prepare a number of ring-fused heterocyclic compounds, some in enantiomerically pure form, which should be of interest both in their own right and as building blocks for the production of more complex target molecules. 相似文献
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24.
A Variable Neighborhood Search for the Multi Depot Vehicle Routing Problem with Time Windows 总被引:6,自引:0,他引:6
Michael Polacek Richard F. Hartl Karl Doerner Marc Reimann 《Journal of Heuristics》2004,10(6):613-627
The aim of this paper is to propose an algorithm based on the philosophy of the Variable Neighborhood Search (VNS) to solve Multi Depot Vehicle Routing Problems with Time Windows. The paper has two main contributions. First, from a technical point of view, it presents the first application of a VNS for this problem and several design issues of VNS algorithms are discussed. Second, from a problem oriented point of view the computational results show that the approach is competitive with an existing Tabu Search algorithm with respect to both solution quality and computation times. 相似文献
25.
Richard Greenwood 《Particle & Particle Systems Characterization》2004,21(5):415-418
The zeta potential of concentrated suspensions of calcium pyrophosphate were investigated using electroacoustics. The particles were negatively charged over the entire pH range studied. It proved impossible to reduce the pH of the suspension below 1.8, but the iso electric point could be estimated to occur at approximately pH 1. Two commercially available dispersants (one cationic and one anionic) were then added in small increments to the suspension in order to follow the change in zeta potential as the dispersants adsorbed onto the particles. From the shape of the curve it was possible to estimate the optimum adsorbed amount of dispersant required to fully coat the particles. The cationic dispersant adsorbed strongly and the optimum dosage was estimated at 2.5 ml of active polymer/kg of powder. Anionic dispersants are known to adsorb onto negatively charged ceramic oxide particles, but the anionic dispersant used in this study did not adsorb onto the negatively charged calcium pyrophosphate particles. 相似文献
26.
Parameters of Gaussian multivariate models are often estimated using the maximum likelihood approach. In spite of its merits, this methodology is not practical when the sample size is very large, as, for example, in the case of massive georeferenced data sets. In this paper, we study the asymptotic properties of the estimators that minimize three alternatives to the likelihood function, designed to increase the computational efficiency. This is achieved by applying the information sandwich technique to expansions of the pseudo-likelihood functions as quadratic forms of independent normal random variables. Theoretical calculations are given for a first-order autoregressive time series and then extended to a two-dimensional autoregressive process on a lattice. We compare the efficiency of the three estimators to that of the maximum likelihood estimator as well as among themselves, using numerical calculations of the theoretical results and simulations. 相似文献
27.
So-Yon Lim Matt Meyer Richard A Kjonaas Swapan K Ghosh 《Journal of immune based therapies and vaccines》2007,5(1):3-1
This is a correction article. 相似文献
28.
Klaus Anderle Richard Birenheide Martin J. A. Werner Joachim H. Wendorff 《Liquid crystals》1991,9(5):691-699
Polarized light leads to an effective reorientation of the optic axis in the glassy state of liquid-crystalline side chain polymers containing azobenzene mesogenic groups, via a trans-cis and cis-trans isomerization. Using a combination of U V and IR dichroitic studies it is shown for copolymers consisting of chromophores (azobenzene) and non-chromophores (phenylbenzoate) that only the chromophores are reoriented by light as far as the glassy state is concerned. Individual chromophores are thus addressed by photoselection. Photoselection in the fluid nematic state, on the other hand, leads also to a reorientation of the non-chromophores. 相似文献
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