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1.
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
2.
X-ray diffraction patterns of nanocrystalline Fe-Cu-Nb-Si-B (FINEMET) alloys reveal that bcc α-Fe/α-FeSi crystallites with
the average grain size of 20(5) nm are dispersed in amorphous matrix. Enhanced electron—electron interaction (EEI) and quantum
interference (QI) effects as well as electron-magnon (and/or electron-spin fluctuation) scattering turn out to be the main
mechanisms that govern the temperature dependence of resistivity. Of all the inelastic scattering processes, inelastic electron-phonon
scattering is the most effective mechanism to destroy phase coherence of electron wave functions. The diffusion constant,
density of states at the Fermi level and the inelastic scattering time have been estimated, for the first time, for the alloys
in question
Article presented at the International Symposium on Advances in Superconductivity and Magnetism: Materials, Mechanisms and
Devices, ASMM2D-2001, 25–28 September 2001, Mangalore, India. 相似文献
3.
S. H. Park J. H. Chang M. Yang H. S. Ahn S. N. Yi K. Goto M. W. Cho T. Yao J. S. Song 《Current Applied Physics》2004,4(6):607-610
Photoluminescence (PL) linewidth broadening of CdxZn1 − xSe/ZnSe triple quantum wells, grown on GaAs substrates by molecular beam epitaxy (MBE), has been investigated. Various quantum well (QW) samples have been prepared with different QW thickness and composition (Cd-composition). Measured and calculated PL linewidth are compared. Both composition and thickness fluctuations are considered for the calculation with the parameters such as the volume of exciton, nominal thickness and composition of QWs. Surface roughness measured by atomic force microscopy (AFM) is used to estimate the interface roughness. Results show that when Cd-composition increases additional linewidth broadening due to Zn/Cd interdiffusion is enhanced. 相似文献
4.
Miklós Csörgő 《Periodica Mathematica Hungarica》2005,50(1-2):1-27
Summary This article provides a glimpse of some of the highlights of the joint work of Endre Csáki and Pál Révész since 1979. The topics of this short exploration of the rich stochastic milieu of this inspiring collaboration revolve around Brownian motion, random walks and their long excursions, local times and additive functionals, iterated processes, almost sure local and global central limit theorems, integral functionals of geometric stochastic processes, favourite sites--favourite values and jump sizes for random walk and Brownian motion, random walking in a random scenery, and large void zones and occupation times for coalescing random walks. 相似文献
5.
J. Giroire T. Ha‐Duong V. Moumas 《Mathematical Methods in the Applied Sciences》2005,28(13):1527-1552
This article deals with a boundary value problem for Laplace equation with a non‐linear and non‐local boundary condition. This problem comes from petroleum engineering and is used to obtain an estimation of well productivity. The non‐linear and non‐local boundary condition is written on the well boundary. On the outer reservoir boundaries, we have both Dirichlet and Neumann conditions. In this paper, we prove the existence and uniqueness of a solution to this problem. The existence is proved by Schauder theorem and the uniqueness is obtained under more restricted conditions, when the involved operator is a contraction. Copyright © 2005 John Wiley & Sons, Ltd. 相似文献
6.
7.
We introduce extensions of the Mangasarian-Fromovitz and Abadie constraint qualifications to nonsmooth optimization problems with feasibility given by means of lower-level sets. We do not assume directional differentiability, but only upper semicontinuity of the defining functions. By deriving and reviewing primal first-order optimality conditions for nonsmooth problems, we motivate the formulations of the constraint qualifications. Then, we study their interrelation, and we show how they are related to the Slater condition for nonsmooth convex problems, to nonsmooth reverse-convex problems, to the stability of parametric feasible set mappings, and to alternative theorems for the derivation of dual first-order optimality conditions.In the literature on general semi-infinite programming problems, a number of formally different extensions of the Mangasarian-Fromovitz constraint qualification have been introduced recently under different structural assumptions. We show that all these extensions are unified by the constraint qualification presented here. 相似文献
8.
Using the path integral method we derive quantum wave function and quantum fluctuations of charge andcurrent in the mesoscopic RLC circuit. We find that the quantum fluctuation of charge decreases with time, oppositely,the quantum fluctuation of current increases with time monotonously. Therefore there is a squeezing effect in the circuit.If some more charge devices are used in the mesoscopic-damped circuit, the quantum noise can be reduced. We also findthat uncertainty relation of charge and current periodically varies with the period π/2 in the under-damped case. 相似文献
9.
对HL-1M边缘等离子体静电湍流扰动进行了初步的实验研究。获得了扰动的基本特征量,估计了低杂波引起的径向粒子流的变化。在加低杂波(2.45GHz)前、后,电子密度扰动和极向电场扰动的幅度及其关联性变化不大。虽然低杂波部分抑制了静电湍流,但在数量上不能解释粒子约束改善的实验结果。 相似文献
10.
In this paper, we establish two general theorems for equivalence between the Meir–Keeler type contractive conditions and the contractive definitions involving gauge functions. One of these theorems is an extension of a recent result of Lim (On characterization of Meir–Keeler contractive maps, Nonlinear Anal. 46 (2001) 113–120). 相似文献