Experiment on quantum well intermixing (QWI) of InGaAsP QWs by impurity free vacancy diffusion (IFVD) using SiO 2 encapsulation is reported.A maximum band gap wavelength blue shift as large as 200nm is realized.Furt...Experiment on quantum well intermixing (QWI) of InGaAsP QWs by impurity free vacancy diffusion (IFVD) using SiO 2 encapsulation is reported.A maximum band gap wavelength blue shift as large as 200nm is realized.Furthermore,an FP laser blue shifted 21nm by QWI is fabricated with characteristics comparable with the as grown one.展开更多
In this paper, vector autoregressive （VAR） models have been recognized for the selected indicators of Dhaka stock exchange （DSE）. Bangladesh uses the micro economic variables, such as stock trade, invested stock c...In this paper, vector autoregressive （VAR） models have been recognized for the selected indicators of Dhaka stock exchange （DSE）. Bangladesh uses the micro economic variables, such as stock trade, invested stock capital, stock volume, current market value, and DSE general indexes which have the direct impact on DSE prices. The data were collected for the period from June 2004 to July 2013 as the basis on daily scale. But to get the maximum explorative information and reduction of volatility, the data have been transformed to the monthly scale. The outliers and extreme values of the study variables are detected through box and whisker plot. To detect the unit root property of the study variables, various unit root tests have been applied. The forecast performance of the different VAR models is compared to have the minimum residual. Moreover, the dynamics of this financial market is analyzed through Granger causality and impulse response analysis.展开更多
文摘Experiment on quantum well intermixing (QWI) of InGaAsP QWs by impurity free vacancy diffusion (IFVD) using SiO 2 encapsulation is reported.A maximum band gap wavelength blue shift as large as 200nm is realized.Furthermore,an FP laser blue shifted 21nm by QWI is fabricated with characteristics comparable with the as grown one.
文摘In this paper, vector autoregressive （VAR） models have been recognized for the selected indicators of Dhaka stock exchange （DSE）. Bangladesh uses the micro economic variables, such as stock trade, invested stock capital, stock volume, current market value, and DSE general indexes which have the direct impact on DSE prices. The data were collected for the period from June 2004 to July 2013 as the basis on daily scale. But to get the maximum explorative information and reduction of volatility, the data have been transformed to the monthly scale. The outliers and extreme values of the study variables are detected through box and whisker plot. To detect the unit root property of the study variables, various unit root tests have been applied. The forecast performance of the different VAR models is compared to have the minimum residual. Moreover, the dynamics of this financial market is analyzed through Granger causality and impulse response analysis.
