基于时变Copula模型的 基金收益率相依关系的应用研究

基于时变Copula模型,获得预测方差,确定单个基金收益率序列的边缘分布.利用常见的静态Copula和时变Copula模型对基金收益率序列间两两相依关系进行建模并进行对比分析.应用研究表明,基于MCMC方法的时变Copula模型能更有效地度量基金收益率序列的风险.     

K2O-ZnO-Al2O3-B2O3-SiO2系掺Cr3+透明莫来石微晶玻璃的研究

采用了X射线衍射、透射电镜和吸收光谱及荧光光谱技术研究了K2O－ZnO-Al2O3-B2O3－SiO2系掺Cr^3 玻璃的析晶性能和光谱。研究结果表明：在K2O－Al2O3-B2O3-SiO2系掺Cr^3 玻璃的基础上引入ZnO后，析晶性能明显改善；析晶温度降低，析出的纳米莫来石微晶均匀、规则；微晶玻璃的发光强度明显增强。     

Stereocontrolled total synthesis of (-)-vincamajinine and (-)-11-methoxy-17-epivincamajine

The first total syntheses of (-)-vincamajinine (5) (from Na-methyl-d-tryptophan methyl ester) and (-)-11-methoxy-17-epivincamajine (6) (from Na-methyl-6-methoxy-d-tryptophan ethyl ester) are described. The syntheses have been completed in a highly stereocontrolled manner (>98% ee). Key steps included the asymmetric Pictet-Spengler reaction, enolate-mediated palladium cross-coupling reaction, and acid-catalyzed formation of the C(7)-C(17) bond. In addition, the triethylsilane/TFA-mediated incorporation of the 2alpha-H (11 to 12) and the borohydride generation of the C(17) hydroxyl function (R) were also stereospecific. The unique highly conjested carbon skeletons of the two alkaloids were completed in a concise manner and in regiospecific fashion.     

Promoting effect of sol-gel method and pre-treatment on the activity of SnO2/Al2O3 catalyst for NO reduction by propene

SnO₂/Al₂O₃ catalyst prepared by sol-gel method showed higher activity than those prepared by impregnation method, and their activity was significantly improved by pre-treatment in the reaction gas. The increased activity is closely related to the agglomeration of SnO₂ species and the re-exposure of Al₂O₃, which was previously covered by dispersed SnO₂ species. This revised version was published online in June 2006 with corrections to the Cover Date.     

Effect of Addition of Base on Ceria and Reactivity of CuO/CeO2 Catalysts for Low-Temperature CO Oxidation

In this work, we have reported the influence of the addition of base (KOH) on the physicochemical property of ceria synthesized by alcohothermal process, and the alcohothermal mechanism was also put forward. Furthermore, the prepared CeO2 was used as the support to prepare CuO/CeO2 catalysts via the wet impregnation method. The samples were characterized by N2 adsorption-desorption, X-ray powder diffraction (XRD), high resolution transmission electron microscopy (HRTEM), and temperature-programmed reduction by H2 (H2-TPR). The catalytic properties of the CuO/CeO2 catalysts for low-temperature CO oxidation were studied using a microreactor-GC system. The crystal size of CeO2-A was much smaller than that of CeO2-B, and the corresponding copper oxide catalysts exhibited higher catalytic activity than that of the CeO2-B-supported catalysts under the same reaction conditions. The alcohothermal mechanism indicated that KOH plays a key role in determining the physicochemical and catalytic properties of ceria-based materials.     

α－甲基苯乙烯对HIPS／SBS共混物流变行为及力学性能的影响

用锥板式流变仪研究了α－ＭＳ对ＨＩＰＳ／ＳＢＳ共混物流动行为的影响，结果表明：不同α－ＭＳ用量的共混物和如曲线相似．均随增加τ＿ｗ增大、η＿ａ下降。流动指数，ｎ均小于１为非牛顿假塑性流体。加入少量（约２．５％）α－ＭＳ使共混物熔融指数提高３倍，其总体力学性能变化不大。     

Detection of layer‐by‐layer self‐assembly multilayer films by low‐temperature plasma mass spectrometry

The detection of layer‐by‐layer self‐assembly multilayer films was carried out using low‐temperature plasma (LTP) mass spectrometry (MS) under ambient conditions. These multilayer films have been prepared on quartz plates through the alternate assembling of oppositely charged 4‐aminothiophenol (4‐ATP) capped Au particles and thioglycolic acid (TGA) capped Ag particles. An LTP probe was used for direct desorption and ionization of chemical components on the films. Without the complicated sample preparation, the structure information of 4‐ATP and TGA on films was studied by LTP‐MS. Characteristic ions of 4‐ATP (M) and TGA (F), including [M]^+?, [M‐NH₂]⁺, [M‐HCN‐H]⁺, and [F + H]⁺, [F‐H]⁺, [F‐OH]⁺, [F‐COOH]⁺ were recorded by LTP‐MS on the films. However, [M‐CS‐H]⁺ and [F‐SH]⁺ could not be observed on the film, which were detected in the neat sample. In addition, the semi‐quantitative analysis of chemical components on monolayer film was carried out, and the amounts of 4‐ATP and TGA on monolayer surface were 45 ng/mm² and 54 ng/mm², respectively. This resulted the ionization efficiencies of 72% for 4‐ATP and 54% for TGA. In order to evaluate the reliability of present LTP‐MS, the correlations between this approach and some traditional methods, such as UV–vis spectroscopy, atomic force microscope and X‐ray photoelectron spectroscopy were studied, which resulted the correlation coefficients of higher than 0.9776. The results indicated that this technique can be used for analyzing the films without any pretreatment, which possesses great potential in the studies of self‐assembly multilayer films. Copyright © 2013 John Wiley & Sons, Ltd.     

Thermal decomposition properties of guanidine nitrate and basic cupric nitrate

Characterized with a large gas production and low combustion temperature, the guanidine nitrate (GN) gas-generating agents are studied and applied widely. The determination factors of thermal decomposition properties of guanidine nitrate and basic cupric nitrate (GN/BCN) gas-generating agents for airbag application was investigated by the thermogravimetry–differential scanning calorimetry–mass spectrmetry–Fourier transform infrared spectroscopy (TG-DSC-MS-FTIR) and automatic calorimeter. Five different mass ratios were concerned. Our study showed that the onset reaction temperatures of GN/BCN mixtures were lower than that of individual GN and BCN. The thermal decomposition of GN/BCN mixtures could be divided into three stages, including the dissociation and escape of crystal water, solid (GN)-solid (BCN) phase reaction, and liquid (GN)-solid (BCN) phase reaction. When mass ratio of GN/BCN was 62.24/37.73, the largest value of the reaction heat was measured to 3152.7 J g^?1, with N₂ and H₂O as the major gases during thermal decomposition.     

A Novel Polysaccharide from Lentinus edodes Mycelia Exhibits Potential Antitumor Activity on Laryngeal Squamous Cancer Cell Line Hep-2

A novel polysaccharide [Lentinus edodes mycelia polysaccharide 2 (LMP2)] with a molecular weight of 2.27?×?10⁴ Da was isolated from the Lentinus edodes mycelia and purified by Sephadex G-200 and diethylaminoethyl-32 column chromatography. HPLC results indicated that LMP2 contained mannose, arabinose, galactose, xylose, and rhamnose with a relative molar ratio of 1:0.74:3.23:1.18:10.98. Its antitumor activity was evaluated in vitro by 3-(4,5-dimethylthiazol-2-yl)-2,5-diphenyltetrazolium bromide assay, colony formation assay, and transwell assay. LMP2 showed a remarkable inhibitory effect on the proliferation of Hep-2 cells, and at the concentration of 200 mg/ml, the inhibition ratio was 37.2 % after 72 h. Furthermore, colony formation of Hep-2 cells was reduced significantly after treatment with LMP2. Invasion of Hep-2 cells was inhibited significantly by LMP2. These results suggested that LMP2 could be explored as a potential antitumor material for laryngeal carcinoma.