中国股票市场风险的实证分析研究

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     

水溶性光疗药物TPPS4的合成及提纯的研究

研究旨在改进光疗药物水溶性四(对磺酸钠苯基)卟啉(TPPS4)的合成方法，特别是产物的提纯方法。以四苯基卟啉为原料，经氯磺酸或浓硫酸处理合成TPPS4，然后进行以渗析和萃取分液为主的后处理。     

An almost fourth order uniformly convergent difference scheme for a semilinear singularly perturbed reaction-diffusion problem

Summary. This paper is concerned with a high order convergent discretization for the semilinear reaction-diffusion problem: , for , subject to , where . We assume that on , which guarantees uniqueness of a solution to the problem. Asymptotic properties of this solution are discussed. We consider a polynomial-based three-point difference scheme on a simple piecewise equidistant mesh of Shishkin type. Existence and local uniqueness of a solution to the scheme are analysed. We prove that the scheme is almost fourth order accurate in the discrete maximum norm, uniformly in the perturbation parameter . We present numerical results in support of this result. Received February 25, 1994     

Synthesis and adsorption properties of gold nanoparticles within pores of surface‐functional porous polymer microspheres

Mesoporous polymer microspheres with gold (Au) nanoparticles inside their pores were prepared considering their surface functionality and porosity. The Au/polymer composite microspheres prepared were characterized by transmission electron microscope (TEM), X‐ray diffraction (XRD), and Brunauer–Emmett–Teller (BET) techniques. The results showed that the adsorption of Au nanoparticles could be increased by imparting the pore structure and surface‐functional groups into the supporting polymer microspheres (in this study, poly (ethylene glycol dimethacrylate‐co‐acrylonitrile) and poly (EGDMA‐co‐AN) system). Above all, from this study, it was established that the porosity of the polymer microspheres is the most important factor that determines the distribution and adsorption amount of face‐centered cubic (fcc) Au nanoparticles in the final products. Our study showed that the continuous adsorption of Au nanoparticles with the aid of the large surface area and surface interaction sites formed more favorably the Au/polymer composite microspheres. The BET measurements of Au/poly(EGDMA‐co‐AN) composite microspheres reveals that the adsorption of Au nanoparticles into the pores kept the pore structure intact and made it more porous. © 2004 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 5627–5635, 2004     

Thermal degradation of two liquid fuels and detonation tests for pulse detonation engine studies

The use of liquid fuels such as kerosene is of interest for the pulse detonation engine (PDE). Within this context, the aim of this work, which is a preliminary study, was to show the feasibility to initiate a detonation in air with liquid-fuel pyrolysis products, using energies and dimensions of test facility similars to those of PDEs. Therefore, two liquids fuels have been compared, JP10, which is a synthesis fuel generally used in the field of missile applications, and decane, which is one of the major components of standard kerosenes (F-34, Jet A1, ...). The thermal degradation of these fuels was studied with two pyrolysis processes, a batch reactor and a flow reactor. The temperatures varied from 600°C to 1,000°C and residence times for the batch reactor and the flow reactor were, respectively, between 10–30 s and 0.1–2 s. Subsequently, the detonability of synthetic gaseous mixtures, which was a schematisation of the decomposition state after the pyrolysis process, has been studied. The detonability study, regarding nitrogen dilution and equivalence ratio, was investigated in a 50 mm-diameter, 2.5 m-long detonation tube. These dimensions are compatible with applications in the aircraft industry and, more particularly, in PDEs. Therefore, JP10 and decane were compared to choose the best candidate for liquid-fuel PDE studies. This paper was based on work that was presented at the 20th International Colloquium on the Dynamics of Explosions and Reactive Systems, Montreal, Canada, July 31 – August 5, 2005.     

Dihalodimethyltin(IV) complexes of 2‐(pyrazol‐1‐ylmethyl)pyridine

Reaction of dichloro‐ and dibromodimethyltin(IV) with 2‐(pyrazol‐1‐ylmethyl)pyridine (PMP) afforded [SnMe₂Cl₂(PMP)] and [SnMe₂Br₂(PMP)] respectively. The new complexes were characterized by elemental analysis and mass spectrometry and by IR, Raman and NMR (¹H, ¹³C) spectroscopies. Structural studies by X‐ray diffraction techniques show that the compounds consist of discrete units with the tin atom octahedrally coordinated to the carbon atoms of the two methyl groups in a trans disposition (Sn? C = 2.097(5), 2.120(5) Å and 2.110(6), 2.121(6) Å in the chloro and in the bromo compounds respectively), two cis halogen atoms (Sn? Cl = 2.4908(16), 2.5447(17) Å; Sn? Br = 2.6875(11), 2.7464(9) Å) and the two donor atoms of the ligand (Sn? N = 2.407(4), 2.471(4) Å and 2.360(5), 2.455(5) Å). In both cases, the Sn? N(pyridine) bond length is markedly longer than the Sn? N(pyrazole) distance. Copyright © 2003 John Wiley & Sons, Ltd.     

Second order three boundary value problem in Banach spaces via Henstock and Henstock-Kurzweil-Pettis integral

Existence theorems and some properties of solutions set of three boundary value second order differential equations and inclusions in Banach spaces are obtained under Henstock, respectively Henstock-Kurzweil-Pettis integrability assumptions. Our results extend those obtained by Azzam, Castaing and Thibault in the Bochner integrability setting and in the Pettis integrability one. The continuity of the (unique) solution with respect to a parameter in the single-valued case is also studied.     

处理酿酒厂和乙酸废水生物颗粒中的细胞外聚合物

处理酿酒厂废水的生物颗粒与乙酸的生物颗粒相比,具有相当强的抗损耗和溶解能力是因为较高含量的ECP.每mg由Methanothrix细菌组成的后者平均只含有0.09 mg的ECP.但是前者含有0.15 mg的ECP,主要是因为高含量的ECP存在于位于生物颗粒表面的hydrolytic/fermentative 细菌和中间层的syntrophic细菌之中的缘故.     

Characterization of Metallo Bis(terpyridine) Diblock Polymers by Nonaqueous Capillary Zone Electrophoresis

A method of nonaqueous capillary zone electrophoresis (CZE) has been developed to characterize block (co)polymers of poly(ethylene oxide) and poly(styrene) containing metallo bis(terpyridine) complexes as bridging units. Specific CZE separation conditions had to be applied, with barium perchlorate dissolved in N-methylformamide (NMF) as background electrolyte and OV-1701-OH deactivated capillaries. For detection UV absorption was measured at a wavelength of 316 nm. Metallo diblock polymers with molecular weights up to 30,000 Da could be analyzed by the proposed nonaqueous CZE method. Experiments performed with polymeric compounds containing Fe, Ni or Ru as central metal ions showed that their electrophoretic mobilities were independent of the type of metal ion. Therefore, the data on the size of the polymeric compounds could be obtained using just one set of calibration standards. Polydispersities of the samples calculated from the experimental results were in correlation with the polydispersities of the polymers used in the synthesis of the metallo diblock polymers. Several polymeric samples contained metallo mono(terpyridine) complexes as impurities. These by-products could be separated from the main product. With symmetrical diblock polymers only one by-product was detected, while with an asymmetric diblock polymer two types of mono-complexes were found. The amount of the mono-complexes present as impurities was dependent on the type of central metal ion (Ni > Fe >> Ru).     

Temperature‐modulated differential scanning calorimetry studies on the origin of double melting peaks in isothermally melt‐crystallized poly(L‐lactic acid)

In this work, the melting behaviors of nonisothermally and isothermally melt‐crystallized poly(L ‐lactic acid) (PLLA) from the melt were investigated with differential scanning calorimetry (DSC) and temperature‐modulated differential scanning calorimetry (TMDSC). The isothermal melt crystallizations of PLLA at a temperature in the range of 100–110 °C for 120 min or at 110 °C for a time in the range of 10–180 min appeared to exhibit double melting peaks in the DSC heating curves of 10 °C/min. TMDSC analysis revealed that the melting–recrystallization mechanism dominated the formation of the double melting peaks in PLLA samples following melt crystallizations at 110 °C for a shorter time (≤30 min) or at a lower temperature (100, 103, or 105 °C) for 120 min, whereas the double lamellar thickness model dominated the formation of the double melting peaks in those PLLA samples crystallized at a higher temperature (108 or 110 °C) for 120 min or at 110 °C for a longer time (≥45 min). © 2007 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 45: 466–474, 2007