Based on a simplified domain rotation model, the rotation path of internal domains and cor- responding magnetostriction of <112>, <111> oriented single Tedenol-D crystals under com- pressive prestresses ha...Based on a simplified domain rotation model, the rotation path of internal domains and cor- responding magnetostriction of <112>, <111> oriented single Tedenol-D crystals under com- pressive prestresses have been simulated. Comparisons with results of experiment and other calculation have been made. Results of simulation showed that the <111> oriented single crystal has better low-field magnetostriction properties than the <112> oriented one. Under a compressive prestress of 10 MPa, up to 2300×10-6 saturation magnetostriction of <111> oriented crystal has been obtained at 800 Oe, while for <112> oriented. 1600×10-6 maximum magnetostriction has been reached at 1000 Oe.展开更多
Joint densities for a sequential pair of returns with weak autocorrelation and strong correlation in squared returns are formulated.The marginal return densities are either variance gamma or bilateral gamma.Two-dimens...Joint densities for a sequential pair of returns with weak autocorrelation and strong correlation in squared returns are formulated.The marginal return densities are either variance gamma or bilateral gamma.Two-dimensional matching of empirical characteristic functions to its theoretical counterpart is employed for dependency parameter estimation.Estimations are reported for 3920 daily return sequences of one thousand days.Path simulation is done using conditional distribution functions.The paths display levels of squared return correlation and decay rates for the squared return autocorrelation function that are comparable to these magnitudes in daily return data.Regressions of log characteristic functions at different time points are used to estimate time scaling coefficients.Regressions of these time scaling coefficients on squared return correlations support the view that autocorrelation in squared returns slows the rate of passage of economic time.An analysis of financial markets for 2020 in comparison with 2019 displays a post-COVID slowdown in financial markets.展开更多
文摘Based on a simplified domain rotation model, the rotation path of internal domains and cor- responding magnetostriction of <112>, <111> oriented single Tedenol-D crystals under com- pressive prestresses have been simulated. Comparisons with results of experiment and other calculation have been made. Results of simulation showed that the <111> oriented single crystal has better low-field magnetostriction properties than the <112> oriented one. Under a compressive prestress of 10 MPa, up to 2300×10-6 saturation magnetostriction of <111> oriented crystal has been obtained at 800 Oe, while for <112> oriented. 1600×10-6 maximum magnetostriction has been reached at 1000 Oe.
文摘Joint densities for a sequential pair of returns with weak autocorrelation and strong correlation in squared returns are formulated.The marginal return densities are either variance gamma or bilateral gamma.Two-dimensional matching of empirical characteristic functions to its theoretical counterpart is employed for dependency parameter estimation.Estimations are reported for 3920 daily return sequences of one thousand days.Path simulation is done using conditional distribution functions.The paths display levels of squared return correlation and decay rates for the squared return autocorrelation function that are comparable to these magnitudes in daily return data.Regressions of log characteristic functions at different time points are used to estimate time scaling coefficients.Regressions of these time scaling coefficients on squared return correlations support the view that autocorrelation in squared returns slows the rate of passage of economic time.An analysis of financial markets for 2020 in comparison with 2019 displays a post-COVID slowdown in financial markets.
