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中国证券市场股指波动的条件异方差特性分析 总被引:6,自引:0,他引:6
股指的波动具有持续性、集聚性 ,如何进行判别 ?本文用 Garch模型理论探讨沪深股指的这种条件异方差特征 ,进一步分析波动是否影响股指未来变化 ,以及股市对利好、利空的消息是否存在不对称的反映。同时 ,比较不同类型的股指的共性及差异 ,并对上述现象作了解释和说明。 相似文献
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We consider the optimal service control of a multiclass M/G/1 queueing system in which customers are served nonpreemptively and the system cost rate is additive across classes and increasing convex in the numbers present in each class. Following Whittle's approach to a class of restless bandit problems, we develop a Langrangian relaxation of the service control problem which serves to motivate the development of a class of index heuristics. The index for a particular customer class is characterised as a fair charge for service of that class. The paper develops these indices and reports an extensive numerical investigation which exhibits strong performance of the index heuristics for both discounted and average costs. 相似文献
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Anuj Mittal Swaminathan Sivaram 《Journal of polymer science. Part A, Polymer chemistry》2005,43(21):4996-5008
A tridentate ligand, BPIEP: 2,6‐bis[1‐(2,6‐diisopropyl phenylimino) ethyl] pyridine, having central pyridine unit and two peripheral imine coordination sites was effectively employed in controlled/“living” radical polymerization of MMA at 90°C in toluene as solvent, CuIBr as catalyst, and ethyl‐2‐bromoisobutyrate (EBiB) as initiator resulting in well‐defined polymers with polydispersities Mw/Mn ≤ 1.23. The rate of polymerization follows first‐order kinetics, kapp = 3.4 × 10?5 s?1, indicating the presence of low radical concentration ([P*] ≤ 10?8) throughout the reaction. The polymerization rate attains a maximum at a ligand‐to‐metal ratio of 2:1 in toluene at 90°C. The solvent concentration (v/v, with respect to monomer) has a significant effect on the polymerization kinetics. The polymerization is faster in polar solvents like, diphenylether, and anisole, as compared to toluene. Increasing the monomer concentration in toluene resulted in a better control of polymerization. The molecular weights (Mn,SEC) increased linearly with conversion and were found to be higher than predicted molecular (Mn,Cal). However, the polydispersity remained narrow, i.e., ≤1.23. The initiator efficiency at lower monomer concentration approaches a value of 0.7 in 110 min as compared to 0.5 in 330 min at higher monomer concentration. The aging of the copper salt complexed with BPIEP had a beneficial effect and resulted in polymers with narrow polydispersitities and higher conversion. PMMA obtained at room temperature in toluene (33%, v/v) gave PDI of 1.22 (Mn = 8500) in 48 h whereas, at 50°C the PDI is 1.18 (Mn = 10,300), which is achieved in 23 h. The plot of lnkapp versus 1/T gave an apparent activation energy of polymerization as (ΔE≠app) 58.29 KJ/mol and enthalpy of equilibrium (ΔH0eq) to 28.8 KJ/mol. Reverse ATRP of MMA was successfully performed using AIBN in bulk as well as solution. The controlled nature of the polymerization reaction was established through kinetic studies and chain extension experiments. © 2005 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 43: 4996–5008, 2005 相似文献
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Hiroto Kudo Nobuhito Ito Keiji Nakajima Masami Ochiai Tadatomi Nishikubo 《Journal of polymer science. Part A, Polymer chemistry》2007,45(19):4421-4429
The polyaddition of fluorine‐containing bis(epoxide)s and fluorine‐containing triazine di(aryl ether)s were examined to give the corresponding fluorine‐containing poly(cyanurate)s. It was observed that the synthesized fluoropolymers had good thermal stabilities and good film‐forming properties. The glass transition temperatures (Tg's) and refractive‐indices (nD's) of synthesized polymers were determined by differential scanning calorimetry and ellipsometry, respectively, and it was found that the values of Tg's and nD's were supported by their fluorine containing ratios and skeletons. © 2007 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 45: 4421–4429, 2007 相似文献
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Linear and nonlinear optical properties of racemic (±)2-(α-methylbenzylamino)-5-nitropyridine ((±)MBANP) single crystals have been comprehensively investigated and compared with those of the enantiomorph (–)2-(α-methylbenzylamino)-5-nitropyridine ((–)MBANP) crystals. (±)MBANP crystal exhibits very high chemical and physical stability, but relatively small nonlinear optical coefficients (d31 = 6.8 pm/V, d32 = 4.7 pm/V, d33 = 0.84 pm/V). A comparison between the nonlinear optical coefficients of (±)MBANP and (–)MBANP demonstrates the validity of the oriented-gas model in molecular crystals that neglects all the contributions from intermolecular interaction. 相似文献
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A. M. Chebotarev 《Mathematical Notes》2002,71(3-4):408-427
We prove that a quantum stochastic differential equation is the interaction representation of the Cauchy problem for the Schrödinger equation with Hamiltonian given by a certain operator restricted by a boundary condition. If the deficiency index of the boundary-value problem is trivial, then the corresponding quantum stochastic differential equation has a unique unitary solution. Therefore, by the deficiency index of a quantum stochastic differential equation we mean the deficiency index of the related symmetric boundary-value problem.In this paper, conditions sufficient for the essential self-adjointness of the symmetric boundary-value problem are obtained. These conditions are closely related to nonexplosion conditions for the pair of master Markov equations that we canonically assign to the quantum stochastic differential equation. 相似文献