Estimation of integrated volatility in stochastic volatility models

In the framework of stochastic volatility models we examine estimators for the integrated volatility based on the pth power variation (i.e. the sum of pth absolute powers of the log‐returns). We derive consistency and distributional results for the estimators given high‐frequency data, especially taking into account what kind of process we may add to our model without affecting the estimate of the integrated volatility. This may on the one hand be interpreted as a possible flexibility in modelling, for example adding jumps or even leaving the framework of semimartingales by adding a fractional Brownian motion, or on the other hand as robustness against model misspecification. We will discuss possible choices of p under different model assumptions and irregularly spaced data. Copyright © 2005 John Wiley & Sons, Ltd.     

FJZ-250型高速分幅相机时间测量不确定度分析

FJZ-250型高速转镜分幅相机因转镜速度的不可重复性，光机结构的构造原理和控制系统各路高压触发时间的漂移，导致了时间测量的不确定度。为此，须对相机测量数据进行校正。阐述了校正方法、提供了逐幅校正位置误差的修正系数。若以预置转速对应的名义周期值去处理测量结果，则相机的时间测量合成小确定度将达1％，对名义周期值和名义幅间间隔时间值进行修正后，则可降至0.3％。     

Periodic Optical Pulses in Nonlinear Optical Fibers

We discuss the problem of transmitting polarized pulses along optical fibers with variable dispersion. The dissipation and mean dispersion are assumed to be zero, which allows using the model of the vector nonlinear Schrödinger equation. We consider an optical fiber consisting of arms of equal length, which is assumed to be large. We propose an asymptotic recursive procedure for calculating the amplitude and the phase of an optical pulse propagating along the optical cable with variable dispersion.     

A convenient strategy of dimerization by microwave heating and using 2,5-diketopiperazine as scaffold

A novel and convenient microwave-assisted dimerization of an active peptide compound using the DKPs as scaffold is described. The key reaction giving rise to the diketopiperazine scaffold is the intermolecular coupling. No epimerization was detected in the reactions used. Conventional and microwave heating of the reactions are compared. Synthesis by microwave irradiation gave the desired compounds in higher yields and in shorter reaction times than those obtained by conventional heating.     

自然的世界,自然的人性——试分析霍桑在《红字》中的“自然”思想

霍桑在其代表作《红字》中不仅体现了当时的浪漫主义及其巅峰超验主义的影响,同时也突出了他本人独特的思想和对自然的理解.《红字》里的自然涉及到三方面:物质世界中的自然,自然的人性以及自然的生本质,这也是霍桑本人在现实生活中一直追求和向往的境界.     

两部美国大学物理教材对我们教学改革的启示

介绍了美国两部大学物理教材的特点，分析了美国教材在教学内容、教学方法、教学手段现代化方面的特色，为我们的教学改革提供一些可供借鉴的经验。     

开展项目教学,提高教与学质量

项目教学合理的选择了知识内容和教学方法,保证了学生获得相对完整的专业知识和专业能力,所以项目教学既提高了教师的教学素质,同时也提高了学生各方面的能力。     

车前子中多糖含量的测定

采用蒽酮-硫酸法比色测定，用精制车前子多糖测得车前子多糖对葡萄糖的换算因子，对我国同属不同品种的车前子不同采集时间及炮制前后其多糖含量进行了比较研究。结果表明：此测定方法简便可行。供试液在8h内显色稳定，重现性较好，平均回收率为97．8％，RSD=1．41％(n=5)。江西吉安产大粒车前子生品多糖含量在9．15％～9．83％之间，炮制后其多糖含量在6．29％～6.81％之间；南昌新祺周车前GAP标准基地的大粒车前子生品多糖含量为7.85％～8．38％，炮制后其多糖含量为6．01％～6．64％；东北产的小粒车前子生品多糖含量为6．61％，炮制后其多糖含量为6．45％。     

漳州某基坑抽水引起地面沉降的初探

由于基坑快速抽水导致基坑周边地面沉降。通过对场地因抽水引起地面沉降的计算和试抽水等方面的前期工作,分析了因基坑降水对地面沉降的影响,并据此来调整完善基坑降水方案,取得了明显的社会和经济效益。     

对浙江高平均数背后城乡居民收入分配差距的冷思考

无论人均GDP、还是人均收入和人均储蓄,浙江在全国都名列前茅,但在高平均数的背后,城乡合一、城乡之间、城镇内部和农村内部都存在着事实上不断扩大的、在全国也非常突出的收入差距。浙江城乡居民收入分配差距不断拉大的原因,主要是巨富抬高人均水平和发展战略、分配原则、社保制度、再分配措施偏向所致。