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The bid–ask spread is taken as an important measure of the financial market liquidity. In this article, we study the dynamics of the spread return and the spread volatility of four liquid stocks in the Chinese stock market, including the memory effect and the multifractal nature. By investigating the autocorrelation function and the Detrended Fluctuation Analysis (DFA), we find that the spread return is the lack of long-range memory, while the spread volatility is long-range time correlated. Besides, the spread volatilities of different stocks present long-range cross-correlations. Moreover, by applying the Multifractal Detrended Fluctuation Analysis (MF-DFA), the spread return is observed to possess a strong multifractality, which is similar to the dynamics of a variety of financial quantities. Different from the spread return, the spread volatility exhibits a weak multifractal nature. 相似文献
104.
Yifang Ouyang Xiaofeng Tong Chang Li Hongmei Chen Xiaoma Tao Tilmann Hickel Yong Du 《Physica B: Condensed Matter》2012,407(23):4530-4536
With this work we present a newly developed potential for the Fe–Al system, which is based on the analytical embedded atom method (EAM) with long range atomic interactions. The potential yields for the two most relevant phases B2-FeAl and D03-Fe3Al lattice constants, elastic constants, as well as bulk and point defect formation enthalpies, which are in good agreement with experimental and other theoretical data. In addition, the phonon dispersions for B2-FeAl and D03-Fe3Al show a good agreement with available experiments. The calculated lattice constants and formation enthalpy for disordered Fe–Al alloys are in good agreement with experimental data or other theoretical calculations. This indicates that the present EAM potentials of Fe–Al system is suitable for atomistic simulations of structural and kinetic properties for the Fe–Al system. 相似文献
105.
Xueqiang Zhang Yongqing Huang Xiaofeng Duan Xinye Fan Qi Wang Xia Zhang Bing Shen Wei Wang Xiaomin Ren 《Optics Communications》2012,285(21-22):4338-4343
To meet the requirement of the dense wavelength-division-multiplexed (DWDM) system and optoelectronic integrated circuit, we design a Si-Based InGaAs photodetector, which is fabricated by bonding InGaAs/InP photodetector on a Si-Based dielectric film Fabry–Perot filter. The photodetector can exhibit an extremely good flat-top and steep-edge spectral response through designing the structure of Si-Based dielectric film Fabry–Perot filter. The simulation result of phtodetector demonstrates that the spectral response linewidth, ?at-top and steep-edge characteristics of these photodetectors are suitable to be used in 50 GHz, 100 GHz, 200 GHz DWDM system. 相似文献
106.
研制了一种新中子探测器,它以235UO2裂变靶作为转换靶,4He气体作为闪烁体.该探测器充分结合了235U和4He两种核素的特点,从而具有中子能量响应平坦、中子灵敏度较高、n/γ分辨本领高等优点,能很好地在混合脉冲裂变辐射场中测量中子.本文对探测器的原理和结构设计进行了介绍,计算了不同能量中子、γ射线在探测器中的能量沉积,并从理论和实验上对探测器的中子灵敏度、γ射线灵敏度、n/γ分辨本领和时间响应进行了研究.结果表明探测器的中子灵敏度约10-15C·cm2,γ灵敏度约10-17C·cm2,时间响应约33.1 ns. 相似文献
107.
建立了快脉冲磁芯损耗特性测试平台,对比研究了50 m的DG6硅钢和25 m的2605TCA非晶两种材料磁芯损耗特性;采用一种新的特征参量(磁芯单位面积上激磁电压陡度)来规范磁芯的激磁电压条件,使得实验结果与快放电直线型变压器驱动源实际工作条件下磁芯性能具有可比性;通过测量初级漏电流及次级开路电压,获得了相同激磁条件下两种磁芯等效损耗电阻的大小,50 m 的DG6硅钢磁芯损耗约为25 m的2605TCA非晶磁芯损耗的4倍;计算了两种材料磁芯总损耗中涡流损耗所占的比例,50 m的DG6硅钢磁芯涡流损耗占总损耗的75%,25 m的2605TCA非晶磁芯涡流损耗占总损耗的28%。 相似文献
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109.
The far-infrared optical reflectivity of an optimally doped Ba1-xKxFe2As2(x =0.4) single crystal is measured from room temperature down to 4 K. We study the temperature dependence of the in-plane infrared-active phonon at 251 cm-1 . This phonon exhibits a symmetric line shape in the optical conductivity, suggesting that the coupling between the phonon and the electronic background is weak. Upon cooling down, the frequency of this phonon continuously increases, following the conventional temperature dependence expected in the absence of a structural or magnetic transition. The intensity of this phonon is temperature independent within the measurement accuracy. These observations indicate that the structural and magnetic phase transition might be completely suppressed by chemical doping in the optimally doped Ba0.6K0.4Fe2As2 compound. 相似文献
110.
The response of superconducting Nb films with a diluted triangular and square array of holes to a perpendicular magnetic field are investigated.Due to small edge-to-edge separation of the holes,the patterned films are similar to multi-connected superconducting islands.Two regions in the magnetoresistance R(H) curves can be identified according to the field intervals of the resistance minima.Moreover,in between these two regions,variation of the minima spacing was observed.Our results provide strong evidence of the coexistence of interstitial vortices in the islands and fluxoids in the holes. 相似文献