On the integrated behaviour of non-stationary volatility in stock markets

This paper analyses the behaviour of volatility for several international stock market indexes, namely the SP 500 (USA), the Nikkei (Japan), the PSI 20 (Portugal), the CAC 40 (France), the DAX 30 (Germany), the FTSE 100 (UK), the IBEX 35 (Spain) and the MIB 30 (Italy), in the context of non-stationarity. Our empirical results point to the evidence of the existence of integrated behaviour among several of those stock market indexes of different dimensions. It seems, therefore, that the behaviour of these markets tends to some uniformity, which can be interpreted as the existence of a similar behaviour facing to shocks that may affect the worldwide economy. Whether this is a cause or a consequence of market globalization is an issue that may be stressed in future work.     

Sulle singolarita' delle ipersuperficie che passano per una data varieta' proiettiva

Milan Journal of Mathematics - Dopo alcune osservazioni elementari sulle singolarità che una varietà algebricaV ? P r impone ad una ipersuperficie Φ che la contenga, si...     

Yrast levels of 220Ra populated in the 208Pb(14C, 2n) reaction

Yrast states in the nucleus ²²⁰Ra were studied by means of the ²⁰⁸Pb(¹⁴C, 2n) reaction at 61 and 64 MeV. A staggering sequence of levels of positive and negative parity has been observed up to spin and parity I^π = 16⁺ (18 ⁺) and from I^π = 5^? to I^π = 17^?, respectively. These states are connected by strong E1 transitions competing with the stretched E2 transitions, the $\text{B(}\text{E}\text{1)}\text{B(}\text{E}\text{2)}$ ratio being ~ 10 ^?6 fm^?2. The ratio of the excitation energy of the 4⁺ state to that of the 2⁺ state is close to the vibrational limit. The moment of inertia associated with the negative-parity yrast states is slightly increasing with the rotational frequency ω. It is considerably higher than that of the positive-parity states at lower spins, the difference decreasing monotonically with increasing ω. The data are discussed with reference to the octupole vibrational picture as well as to the results of recent models predicting reflection-asymmetric shapes in the Ra-Th region.     

Boyle’s conjecture and perfect localizations

ABSTRACT

In this article we study the behavior of left QI-rings under perfect localizations. We show that a perfect localization of a left QI-ring is a left QI-ring. We prove that Boyle’s conjecture is true for left QI-rings with finite Gabriel dimension such that every hereditary torsion theory in the Gabriel filtration is perfect. As corollary, we get that Boyle’s conjecture is true for left QI-rings which satisfy the restricted left socle condition, a result proved by Faith in [6 Faith, C. (1976). On hereditary rings and Boyle’s conjecture. Arch. Math. 27(1):113–119.[Crossref] , [Google Scholar]].     

An Elliptic Non Distributive Algebra

In this paper we extend the results of hyperbolic scator algebra introduced in [5], to consider an elliptic product in a subset of ${\mathbb{R}^{1 + n}}$ which recovers the field of complex numbers when only one director component is present. The product of this algebra, that we call elliptic scator algebra in ${\mathbb{E}^{1 + n}}$ , is associative and commutative provided that divisors of zero are excluded. However, as with the hyperbolic case, the elliptic product is not distributive over addition. We explore the geometry of this algebra by considering some interesting objects, such as spheres.     

A Hyperbolic Non Distributive Algebra in 1 + 2 Dimensions

We introduce a non distributive algebra over the reals in 1 + 2 dimensions that contains the hyperbolic complex algebra ${\mathbb{H}_2}$ . The algebra has divisors of zero that can be avoided by introducing the necessary conditions. Under these conditions, the proposed addition and product operations satisfy group properties. More stringent restrictions sufficient to satisfy group properties separate the algebra in two subspaces. As an application, the composition of velocities in a deformed Lorentz metric is presented. In this approach, Minkowski light cones are deformed into light bipyramids.     

Q-branch linewidths of N2 perturbed by H2: experiments and quantum calculations from an ab initio potential

In this work the authors present an experimental and theoretical study about the Q-branch lines' broadening coefficients of N2 perturbed by H2. Experimental values for these parameters have been obtained at 440 and 580 K, and quantum calculations have been performed using a new ab initio potential energy surface, obtained by quantum chemistry methods. The results of these calculations are compared to experimental data obtained previously at 77 and 298 K [L. Gomez et al., Mol. Phys. 104, 1869 (2006)] and to the present measurements. A satisfactory agreement is obtained for the whole range of temperatures used in the experiments.     

Lineshape analysis of stimulated Raman spectra of the near‐nozzle region of free jet expansions

An anomalous lineshape of stimulated Raman spectra obtained from the region very close to the nozzle of supersonic pulsed expansions of nitrogen is presented. High‐resolution Raman spectra of the Q branch of the fundamental vibration mode of N₂ have been recorded from two different nitrogen expansions at T₀ = 295 K and P₀ = 1.5–3.5 bar, the lasers crossing the jet axis in the range z/D = 0.25–1.25, where D is the effective nozzle diameter. The combination of Doppler shifts and strong gradients of density and temperature in the near‐nozzle region yield an inhomogeneous broadening and a double peak structure of the recorded Raman line profiles. The comparison of the experimental results with the simulation of the Raman spectrum from this region provides valuable information about the near‐nozzle flow field. The lineshape described here is different from another reported previously in the literature, which is based on a depletion of the density of free molecules on the axis due to condensation. Copyright © 2009 John Wiley & Sons, Ltd.     

Scattering of kinks of the sinh-deformed $$\varphi ^4$$ model

We consider the scattering of kinks of the sinh-deformed \(\varphi ^4\) model, which is obtained from the well-known \(\varphi ^4\) model by means of the deformation procedure. Depending on the initial velocity \(v_\mathrm {in}\) of the colliding kinks, different collision scenarios are realized. There is a critical value \(v_\mathrm {cr}\) of the initial velocity, which separates the regime of reflection (at \(v_\mathrm {in}>v_\mathrm {cr}\)) and that of a complicated interaction (at \(v_\mathrm {in}<v_\mathrm {cr}\)) with kinks’ capture and escape windows. Besides that, at \(v_\mathrm {in}\) below \(v_\mathrm {cr}\) we observe the formation of a bound state of two oscillons, as well as their escape at some values of \(v_\mathrm {in}\).