基于CARR模型的交易量与股价波动性动态关系的研究

股市交易量与股价变化的关系就一直是学术界与实务界所共同关心的主题。基于Chou(2005)提出的CARR模型对两者的动态关系问题进行了研究。首先分析了作为量价关系理论基础的混合分布假说理论在CARR模型中的适川性,进而基于混合分布假说理论对我国上证综合指数、深证成份指数以及随机抽取的十只个股进行了量价关系的实证检验。研究发现:混合分布假说理论同样适用于CARR模型,这证实了股价波动性的CARR效应的存在。实证的结果也证实了CARR模型无论是对于股票指数还是单只股票交易量都具有了良好的解释作用。因此,CARR模型与GARCH模型相比,在交易量与股价波动关系动态关系的研究领域可以得到更为稳健的结果。     

二维平板光子晶体直波导的制备和光传输特性的测量

利用聚焦离子束刻蚀的方法在SOI(silicon on insulator)基片上制备了W3型二维光子晶体直波导.观察并测量了近红外激光通过光子晶体波导的散射图形和透过谱.实验结果说明，激光在有引入引出脊形波导的光子晶体直波导中具有很好的传输特性. 关键词： 光子晶体波导 光子带隙 脊型波导     

A note on uniformization of Riemann surfaces by Ricci flow

We clarify that the Ricci flow can be used to give an independent proof of the uniformization theorem of Riemann surfaces.

     

A Facile Synthesis of Squamosamide Cyclic Analogs

A series of novel cyclic derivatives have been synthesized by utilizing a nickel powder mediated radical cyclization as the key step. The structures of the new compounds were confirmed by ^lH-NMR and MS.     

有限域上互反本原正规元的存在性

设q是素数方幂,n是正整数,Fqn是qn个元素的有限域．本文证明了:当正整数n≥32时,对任意的素数方幂q,存在Fqn中的本原元ξ满足ξ和ξ-1都是Fqn 在Fq上的正规元,也即{ξ,ξq,…,ξqn-1}和{ξ-1,ξ-q,…,ξ-qn-1)都构成Fqn在Fq 上的本原正规基．     

DEA评价与排序的新方法

文章简要回顾了 DEA(Data Envelopment Analysis)方法在先进制造技术 AMT(AdvancedManufacturing Technology)评价以及在其它领域中的研究、应用现状 ;分析了 DEA方法及其改进形式在决策单元有效性评价与排序中存在的问题 ,提出了解决这些问题的新方法     

On the solitonic structures of the cylindrical dust-acoustic and dust-ion-acoustic waves with symbolic computation

Dusty plasmas can support the dust-ion-acoustic and dust-acoustic modes, modelled by the cylindrical Korteweg–de Vries equation as proposed. In this Letter, we point out that there exist a couple of problems in the plasma-physics literature on the cylindrical Korteweg–de Vries equation, i.e., the claim of non-existence of exact analytic solutions and omission of varying ambient field, to which we provide our answers. With symbolic computation, we obtain a family of exact analytic, solitonic solutions, of which the previous solutions in plasma physics turn out to be the special cases. With figures, we work out some possibly observable effects for the future plasma experiments, featured by a solitonic pulse aboard the varying ambient field propagating with its varying velocity and amplitude.     

Facile Yb(OTf)3 promoted one-pot synthesis of polyhydroquinoline derivatives through Hantzsch reaction

Yb(OTf)₃ catalyzed efficient Hantzsch reaction via four-component coupling reactions of aldehydes, dimedone, ethyl acetoacetate and ammonium acetate at ambient temperature was described as the preparation of polyhydroquinoline derivatives. The process presented here is operationally simple, environmentally benign and has excellent yield. Furthermore, the catalyst can be recovered conveniently and reused efficiently.     

三维回旋自共振微波放大器的理论计算

给出了三维回旋自共振微波放大器（ＣＡＲＭ）的电于运动方程和光场演化方程，并在忽略束流空间电荷效应的前提下，编制了单模放大器程序。利用数值模拟详细考察了电子束束流质量对微波输出功率的影响，模拟结果与实验值符合得很好。     

新型杀菌剂β—甲氧基丙烯酸甲酯类化合物的合成方法概述

对新型杀菌剂β－甲氧基丙烯酸甲酯类化合物的合成方法进行了总结和概述，参考文献７篇。