Synthesis,properties and crystal structures of volatile β-ketoiminate Pd complexes,precursors for palladium chemical vapor deposition

The β-aminovinylketone ligands CH₃C(NH₂)CHC(O)CH₃ (1) and CH₃C(NHCH₃)CHC(O)CH₃ (2) were synthesized from 2,4-pentandione by amination with a water solution of the appropriate amine in toluene at room temperature. The reactions of 1 and 2 with the PdCl₂ salt in amine medium gave the volatile chelate metal complexes Pd[CH₃C(NH)CHC(O)CH₃]₂ (3) and Pd[CH₃C(NCH₃)CHC(O)CH₃]₂ (4). The obtained compounds were identified by elemental analysis, ¹H and ¹³С NMR, IR-spectroscopy and were characterized by TGA and a single-crystal X-ray diffraction study. In compounds 3 and 4, the Pd atom has a square coordination environment Pd O₂N₂.     

Investigations into the preparation of sila-β-diketones via 2-trimethylsilyl-1,3-dithianes: structural characterization of a second polymorph of bis(2,2,6,6-tetramethyl-2-sila-3,5-heptanedionato)copper(II)

The sila-β-diketone, 2,2,6,6-tetramethyl-2-silaheptane-3,5-dione (tmshdH), was synthesized by the condensation of the anion of 2-trimethylsilyl-1,3-dithiane with 1-bromo-3,3-dimethylbutan-2-one, followed by unmasking of the latent carbonyl moiety with HgO/HgCl₂. A monoclinic polymorph of the known copper(II) complex, Cu(tmshd)₂, was crystallized and studied by X-ray diffraction methods and found to be disordered like the orthorhombic one. Attempts to synthesize the disilylated β-diketone, 2,2,6,6-tetramethyl-2,6-disilaheptane-3,5-dione and monosilylated 4,4-dimethyl-4-sila-3-oxo-pentanal using the dithiane method were not successful. However, the 1,3-dithianyl precursors, along with the impurity 2,2^′-bis(trimethylsilyl)-2,2^′-bi-1,3-dithiane, were studied crystallographically. Large stereoelectronic and steric effects on the solid-state bonding parameters were observed for these molecules.     

A postcard from the past: The behavior of U.S. stock markets during 1871-1938

In this article, we study the behavior of the stock prices of a subset of eight U.S. industries from the late 1800's to the Great Depression. In particular, we focus on the potential presence of volatility shifts, the persistence of volatility, and on the degree of co-movement of stock returns prior to and during the Great Depression. Our findings show that stock markets became particularly volatile toward the mid 1930's, but that the persistence of volatility tended to decrease around the same time period. In that regard, we find little evidence that such behavior is driven by trading volume. In addition, we conclude that the overall correlation across the different industries was relatively more significant in statistical terms from 1921 to part of the Great Depression (1929-1931; 1933-1934 and 1936).     

Crystal Growth of CsB3O5 from NaF Flux

Nonlinear optical CsB3O5 single crystals have been grown successfully using NaF as a flux. The primary CsB3O5-NaF quasi-binary system has been investigated by X-ray diffraction and differential thermal analysis. There is a single eutectic point, and the eutectic composition corresponds to 40mol% NaF with the temperature of 690.5 ℃ in CsB3O5-NaF system. Volatility of the CsB3O5-NaF system along the liquidus has been measured, and the volatiles of the solution were collected and detected by XRD method. Growth of CsB3O5 crystals was carried out by different composition of NaF in CsB3O5-NaF system, and the growth parameters were discussed. Simultaneously, the properties of grown crystals from NaF flux were characterized by transmission spectrum and scanning electron microscopy.     

Denseness of volatile and nonvolatile sequences of functions

In a recent paper by Jonasson and Steif, definitions to describe the volatility of sequences of Boolean functions, $f_n:{\{?1,1\}}^n\to \{?1,1\}$ were introduced. We continue their study of how these definitions relate to noise stability and noise sensitivity. Our main results are that the set of volatile sequences of Boolean functions is a natural way “dense” in the set of all sequences of Boolean functions, and that the set of non-volatile Boolean sequences is not “dense” in the set of noise stable sequences of Boolean functions.     

Multifractal diffusion entropy analysis on stock volatility in financial markets

This paper introduces a generalized diffusion entropy analysis method to analyze long-range correlation then applies this method to stock volatility series. The method uses the techniques of the diffusion process and Rényi entropy to focus on the scaling behaviors of regular volatility and extreme volatility respectively in developed and emerging markets. It successfully distinguishes their differences where regular volatility exhibits long-range persistence while extreme volatility reveals anti-persistence.     

Estimation for the change point of volatility in a stochastic differential equation

We consider a multidimensional Itô process Y=(Y_t)_t∈[0,T] with some unknown drift coefficient process b_t and volatility coefficient σ(X_t,θ) with covariate process X=(X_t)_t∈[0,T], the function σ(x,θ) being known up to θ∈Θ. For this model, we consider a change point problem for the parameter θ in the volatility component. The change is supposed to occur at some point t^∗∈(0,T). Given discrete time observations from the process (X,Y), we propose quasi-maximum likelihood estimation of the change point. We present the rate of convergence of the change point estimator and the limit theorems of the asymptotically mixed type.     

Long memory volatility in Chinese stock markets

In this study, the long memory property in the volatility of Chinese stock markets is examined. For this purpose, we applied two semi-parametric tests (GPH and LW) and the FIGARCH model, to four Chinese market indices: Shanghai A, Shanghai B, Shenzhen A and Shenzhen B. From the results of our analysis, we can conclude that the volatility of Chinese stock markets exhibits long memory features, and that the assumption of non-normality provides better specifications regarding long memory volatility processes.     

Asymmetric volatility, volatility clustering, and herding agents with a borrowing constraint

Recent empirical research has documented asymmetric volatility and volatility clustering in stock markets. We conjecture that a limit of arbitrage due to a borrowing constraint and herding behavior by investors are related to these phenomena. This study conducts simulation analyses on a spin model where borrowing constrained agents imitate their nearest neighbors but switch their strategies to a different one intermittently. We show that herding matters for volatility clustering while a borrowing constraint intensifies the asymmetry of volatility through the herding effect.     

Lognormality of rates and term structure models

A term structure model with lognormal type volatility structure is proposed. The Heath, Jarrow and Morton (HJM) framework, coupled with the theory of stochastic evolution equations in infinite dimensions, is used to show that the resulting instantaneous rates are well defined (they do not explode) and remain positive, contrary to those derived in [2]. They are also bounded from below and above by lognormal processes. The model can be used to price and hedge caps, swaptions and other interest rate and currency derivatives including the Eurodollar futures contract, which requires integrability of one over zero coupon bond. This extends results obtained by Sandmann and Sondermann in [22] and [23] for Markovian lognormal short rates to (non-Markovian) lognormal forward rates. We show also existence of invariant measures for the proposed term structure dynamics