Asymmetric responses of international stock markets to trading volume

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.     

新型有机电致磷光白光器件的研究

制备了结构为ITO/NPB/TCTA/FIrpic∶TCTA/Ir(MDQ)2(acac)∶TmPyPB/FIrpic∶TmPyPB/TmPyPB/LiF/Al的有机电致磷光发光器件。通过在双蓝光发光层之间插入较薄的红光层Ir(MDQ)2(acac)∶TmPyPB调节载流子、激子在各发光层中的分布,并结合TCTA和TmPyPB对发光层内载流子和激子的有效阻挡作用,混合实现白光发射。研究了红光层在不同厚度、不同掺杂浓度下对器件发光性能的影响。结果表明,红光发光层厚度为2nm、质量浓度为5%时,结合蓝光发光层和红光发光层,实现了色坐标为(0.333,0.333)、最大发光效率为11.50cd/A的白光发射。     

不同大气信道对大气激光通信的影响研究

对自由空间光通信技术的基本原理进行了分析,并对该项技术目前所存在的关键问题一自由空间衰减效应做了重点研究,为实现不同天气条件下语音信号的传输进行了初步探索。     

FY-2水汽通道光谱响应测量大气污染评估和订正

由于无法实现真空测量,大气吸收作用会对实验室光谱响应(SRF)测量产生污染。为了提高光谱定标精度,通过敏感性试验定量评估了大气污染对水汽通道实验室光谱响应测量的影响,并以FY-2D为例进行了光谱响应污染订正,分析了光谱污染带来的通道辐射计算误差。不同测量环境的敏感性模拟结果表明： 大气吸收导致光谱测量曲线产生显著波动,强吸收光谱处的响应减弱,致使依赖于SRF的通道辐射计算结果被高估。光谱污染带来的通道亮温偏差随着水汽含量的增加呈指数增长趋势,偏差大于0.5 K且仅在等效水平路径小于1 m相对湿度低于15%的干燥环境下小于1 K。4 m水平路径35%相对湿度的情况下,亮温偏差可大于4 K。FY-2系列卫星水汽通道的光谱响应都存在不同程度的大气污染现象。利用水平大气透过率光谱,通过光谱比值的方法,对FY-2D的SRF进行订正。订正后SRF的异常波动被基本消除,曲线分布更加光滑合理。理论分析结果表明： 大气污染导致FY-2D在典型大气条件下大气层顶的通道亮温模拟偏高2.2 K,黑体辐射进而辐射定标高估7.6%。大气吸收对实验室光谱定标的影响非常显著,不仅对水汽通道对所有气体吸收通道都不能忽略。实验室光谱定标不能忽略大气吸收的影响,应该通过扣除大气透过率的影响的方式对测量光谱响应进行订正。     

重庆地区露天石刻早期封护材料老化产物及其影响研究

重庆市市委会办公大楼旧址前有一组露天存放的清代砂岩石狮子,表面覆盖着黑色硬壳状物质, 发生大面积脱落,起翘和卷曲。为了揭示黑色硬壳状结构组成,研究其形成过程及对文物产生的影响,利用环境扫描电子显微镜(SEM),X-射线衍射仪(XRD),X-射线荧光光谱仪(XRF),傅里叶变换红外光谱仪(FTIR)和X-射线光电子能谱(XPS)对黑色硬壳及文物表层砂岩样品进行了检测分析研究。结果发现：黑色硬壳断面Mapping元素分布图显示其分为底漆层,中间层和表层,系石刻早期封护层的老化产物;中间层含有立德粉(硫化锌和硫酸钡),黑色外观源于表层中含铅颜料(铅白)变色形成黑色硫化铅及树脂碳化所致;红外光谱与光电子能谱显示出黑色硬壳中含有强的羟基(-OH)特征峰,说明封护层中有机物老化后形成了大量羟基,从而增强了自身亲水性,造成易吸水溶胀与干燥收缩情况,导致大面积脱落,起翘和卷曲现象;黑色硬壳起翘和卷曲部位与下层石刻表面之间形成了易于积水的微空隙,能够聚集雨水中的有害物质,造成石刻表层岩石发生腐蚀,例如黑色硬壳背面及下层岩石表面中高含量硬石膏(CaSO₄),经生水化作用后转化为石膏(CaSO₄·2H₂O),发生体积膨胀造成岩石表面松动和酥粉。因此,当露天文物表面上封护层已老化时,及时地进行清除是十分必要的。     

Runaway Electron Measurements in the EAST Tokamak

An experimental study of runaway electrons in the EAST tokamak has been performed by a recently developed multi‐channel hard x‐ray diagnostics based on NaI(TL) scintillator detectors. It is found that in the current quench phase, the inductive loop voltage plays an important role in the generation of runaway electrons. And the avalanche mechanism was the main mechanism for runaway electrons after the disruptions. The distribution and transportation of runaway electrons were also investigated by multi‐channel hard x‐ray diagnostics. It is also found that the intensity of runaway electrons emission in the core plasma was much higher than those in the downside of the cross‐section, while the emission intensity of runaway electrons in the core plasma was almost the same. Calculated shrinking coefficient of runaway electrons emission after the plasma disruption was about 26 m/s according to the experimental data (© 2010 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Selectivity of seismic electric signal (SES) of the 2000 Izu earthquake swarm: a 3D FEM numerical simulation model

Although seismic electric signal (SES) has been used for short-term prediction of earthquakes, selectivity of SES still remains as one of the mysterious features. As a case study, we made a numerical simulation based on a 3D finite element method (FEM) on the selectivity of SES observed in the case of the 2000 Izu earthquake swarm. Our numerical results indicated that the existence of conductive channel under Niijima island could explain the reported SES selectivity.     

一维光子晶体微腔在硅基材料发光中的应用研究

硅基材料的高效发光对未来硅基光电子集成的发展极其关键,含微腔的一维光子晶体可以显著提高其发光强度、窄化其发光峰.介绍了几种硅基材料发光的一维光子晶体微腔结构,包括单缺陷模式的对称与非对称结构、多缺陷模结构及电注入结构.利用传输矩阵法计算其缺陷模透射谱,以间接分析其发光谱.     

Observation of thermal-induced optical guiding and bistability in a mid-IR continuous-wave, singly resonant optical parametric oscillator

We report the observation of thermal-induced optical guiding and bistability in a mid-IR cw, singly resonant optical parametric oscillator (SRO) at approximately 3.2 microm. The SRO employs a MgO:PPLN crystal as the gain medium and a 1-nm-linewidth Yb-fiber laser at 1.064 microm as the pump source. As soon as the pump power reaches the thermal guiding threshold at 16.5 W, the SRO shows a step increase in the parametric efficiency by a factor of 2.5. At 25 W pump power, the SRO generated 5.3 and 1.2 W at 1.58 and 3.23 microm, respectively, with single-longitudinal-mode performance for the 3.23 microm radiation.     

受激布里渊散射新介质——全氟胺的研究

本文从介质化学结构与受激布里渊散射(SBS)特性的关系入手,寻找出了SBS特性良好的全氟胺系列新介质——FC-131,FC-3283,FC-40,FC-43,FC-70等,并测定或计算出了新介质的SBS参数. 结果表明,新介质的吸收系数均小于10^-3 cm^-1,光学击穿阈值均高于100 GW/cm². 全氟胺系列新介质不仅具有良好的SBS特性,而且还具有无毒、低挥发性和高稳定性等一系列独特的物理化学性质. 新介质的发现不仅增加SBS介质的种类,而且能够有效提高SBS系统的性能,对于SBS相位共轭镜在高功率激光系统中的应用打下了良好的基础. 关键词： 受激布里渊散射(SBS) 全氟胺 吸收系数 光学击穿阈值