外汇市场冲击与国内资本市场波动的关联机理解析

运用三元VAR-GARCH(1,1)-Asymmetric-BEKK模型,解析了汇市、股市和债市间的关联机制。结果显示,汇市对股市和债市有显著的均值与波动溢出,而股市和债市对汇市仅有波动溢出,且汇市对股市的溢出效应大于对债市的溢出。基于新闻冲击曲面的分析揭示了资本市场对汇市冲击呈明显的非对称性。为此,政府应将金融市场开放度的扩大与资本流动的监管相结合,构建针对资本市场风险的多层次测度与监控体系,并完善资本市场的制度架构,增强信息披露的有效性。     

The Apparent‐Time Construct and stable variation: Final /z/ devoicing in northwestern Indiana1

As real‐time language data becomes increasingly available for sociolinguistic research, a growing number of studies are benefitting from it in order to study language changes in progress, some of which even explicitly seek to scrutinize the Apparent‐Time Construct itself. Vanishingly few real‐time studies, however, have focused specifically on stable sociolinguistic variables, leaving an important gap in our understanding of the Apparent‐Time Construct's abilities to model real‐time facts. In an effort to address this gap, the present study analyzes a presumably stable sociolinguistic variable – final /z/ devoicing – in extreme northwestern Indiana through real and apparent time. A series of Varbrul analyses indicate that this variable is, indeed, stable throughout the 20 years of real time covered by the data and that its stability is successfully modeled in apparent time. Additionally, similarities in /z/ devoicing between this community and some other communities where it has also been studied are identified and discussed.     

On concurrence of several linear regressions and applications to problems of enzyme kinetics

In comparing several regressions E(y_ij) =α_i + β_ix_ij i = 1, 2, ..., k, j = 1,2, ..., n_i, researchers are generally interested in the following five problems: whether they have (1) equal slope, (2) equal intercept, (3) coincidence, (4) common intersection on X-axis, and (5) common intersection on (X,Y) - plane. Problems (1) - (3) can be put into the framework of the general linear hypothesis and the F-test can be used. However, problems (4) and (5) cannot be put into the general linear hypothesis because they are ratios of parameters. Hence, in this paper we consider the generalized likelihood ratio test for hypothesis testing. An application to an enzyme kinetics problem in Aniline Metabolism is demonstrated     

单模光纤定向耦合器的理論分析(英文)

本文应用弯曲光波导耙合系统中的广义耦合模方程来分析弯曲单模弱导光纤耦合结构,导出了在模式间的耦合系数、非正交系数及耦合功率式,与经典的耦合模理论相比较,本文提出的公式显得更精确,同时与实验结果一致。     

低高度曲线箱梁桥参数分析

本文分别采用空间板壳及梁格模型对曲线箱梁桥的曲率半径、支承方式、腹板厚度进行了参数分析，明确了其对箱梁主要部位静活载内力、结构变位及支承反力的影响     

含硫氨基酸对肉味香精风味的影响

本文研究了含硫氨基酸进行Maillard反应对肉味香精特征风味的影响。选取几种可以产生肉味风味的氨基酸,优化配比与还原糖进行Maillard反应,并进行了有关结果分析。通过正交设计安排实验,含硫氨基酸与自制鸡肉酶解物、还原糖进行Maillard反应,反应物香味感官评定,确定了含硫氨基酸在香味特征中的作用。     

弯曲液面的临界光反射现象

实验中发现了弯曲液面的临界光反射现象,并采集到清晰的、对比度高的弯曲液面临界反射图样。在激光束斜入射的情况下,弯曲液面临界反射的图样中,有一椭圆状暗场,暗场附近区域有明亮清晰的条纹。根据几何光学的分析,解释了这一临界光反射现象。     

悬置线交指型带通滤波器设计

介绍了悬置线交指型带通滤波器的设计原理和方法,利用计算机辅助设计工具进行数值计算,给出了悬置线的电路板尺寸参数,并应用仿真软件对该悬置线交指型带通滤波器进行仿真和优化设计, 通过仿真得到了该滤波器的响应曲线,与实验结果吻合的较好。     

三维Minkowski空间中有相等主曲率函数的一类特殊曲面的位置向量场

讨论三维Minkowski空间R2 .1中一类特殊曲面在主曲率函数相等时的情形 ,给出了这类曲面在这一情形下的位置向量场     

异型曲梁解析

异型变截面变曲率梁是机械、道桥和地下工程中常见受力构件,其力学特征与传统的等截面圆环梁不同。本文建议的方法拓宽了这一领域的研究,有助于设计完善和获得较好的经济效益。