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51.
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中国股票市场风险的实证分析研究 总被引:6,自引:1,他引:5
本文从实证角度说明了上证指数和深证成份指数存在着GARCH现象 ,并建立了沪、深两市股指波动率的IGARCH(1,1) M模型与EGARCH(1,1) M模型。将估计的IGARCH(1,1) M模型与EGARCH(1,1) M模型比较得出 ,对上证指数的波动率 ,IGARCH(1,1) M模型与EGARCH(1,1) M模型的模拟效果基本相同 ,而对深证成份指数的波动率 ,IGARCH M模型要略优于EGARCH M模型。同时还对两市的股指收益的波动率进行了预测分析 相似文献
53.
Trapping of net positive charge at low gate stress voltage, and of net negative charge at high gate stress voltage, is observed through changes in the gate-to-drain capacitance of the stressed junction. These observations can be explained in terms of electron trapping, hole trapping, and generation of acceptor-like interface states located in the upper half of the bandgap. Channel shortening is also observed and found to exhibit a logarithmic time dependence 相似文献
54.
B. Sun Yu. A. Litvinov P. M. Walker K. Beckert P. Beller F. Bosch D. Boutin C. Brandau L. Chen C. Dimopoulou H. Geissel R. Knöbel C. Kozhuharov J. Kurcewicz S. A. Litvinov M. Mazzocco J. Meng C. Nociforo F. Nolden W. R. Plass C. Scheidenberger M. Steck H. Weick M. Winkler 《The European Physical Journal A - Hadrons and Nuclei》2007,31(3):393-394
A new long-lived isomeric state in the near proton dripline nucleus 125Ce has been identified with Schottky mass spectrometry at GSI. The excitation energy E
* = 103(12)keV and the decay time of 193(1)s have been obtained from a single stored fully ionized 125m
Ce58+ ion. The data implies an E3 transition and a 1/2+ assignment for the spin of the isomer. 相似文献
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Urban radiowave propagation: a 3-D path-integral wave analysis 总被引:1,自引:0,他引:1
A discussion concerning the need for three-dimensional (3-D) urban radiowave propagation models is presented and followed by a review of previously published work on this topic using the asymptotic path-integral technique. The limitations and advantages of this technique are explained and it is applied to study diffraction by a small number of canonical geometries. The validity of this technique is verified by comparison with controlled laboratory measurements taken at millimetric wave frequencies. Finally, its ability to classify field components according to their distribution in space is employed in order to analyze the observed field strength distributions in the model environments 相似文献
58.
Cun Feng Fan David A. Waldman Shaw Ling Hsu 《Journal of Polymer Science.Polymer Physics》1991,29(2):235-246
Raman mechanical spectroscopy was used to examine interfacial effects on the stress distribution in model polydiacetylene fiber/epoxy composites. Epoxy release agents were coated on fiber surfaces to modify the interfacial adhesion properties. The modified fiber surfaces were then characterized by scanning electron microscopy and x-ray photoelectron spectroscopy as well as optical microscopy. No difference in the maximum stress value or stress distribution was observed for the two types of fibers, coated or uncoated, used in composites. This suggests that adhesion properties at the composite interface do not affect tensile stress transfer efficiency nor, therefore, the composite tensile modulus along the fiber axis direction in uniaxial composites. Experimental data were also compared with theoretical calculations assuming perfect bonding between fiber and matrix, and idealized frictional force transfer mechanism at the fiber–matrix interface. 相似文献
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关于生物系统超微弱发光的实验研究 总被引:3,自引:0,他引:3
生物系统存在超微弱光子辐射现象。通过一系列实验研究,我们认为,这种光子辐射既有低水平化学发光的性质,又有受激辐射的性质,是受激的低水平化学发光。 相似文献
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