We studied the effects of nanoparticles of organo-silane（NOS） compounds in the size range of20–80 nm on physical and mechanical properties in medium density fiberboard,and used NOS at four consumption levels of 0,5...We studied the effects of nanoparticles of organo-silane（NOS） compounds in the size range of20–80 nm on physical and mechanical properties in medium density fiberboard,and used NOS at four consumption levels of 0,50,100,and 150 g kg-1dry wood fibers.Density of all treatments was kept constant at 0.67 g cm-3.The water-repellent property of organo-silane significantly reduced water absorption（WA） and thickness swelling but mechanical properties declined due to the reduced proportion of wood-fiber as organo-silane was added to the matrix：the compression ratio of MDF panels and the integrity among wood-fibers both declined,resulting in reduced mechanical properties.We recommend use of 50 g of NOS/kg wood-fiber to improve WA and thickness swelling while retaining acceptable mechanical properties.展开更多
Investigation of the dynamic correlation between financial markets has important and realistic meaning for the market portfolio, but the dynamic correlation between financial markets often shows ＂nonlinear and asymme...Investigation of the dynamic correlation between financial markets has important and realistic meaning for the market portfolio, but the dynamic correlation between financial markets often shows ＂nonlinear and asymmetrical ＂features, The Copula model can effectively solve these problems. This paper aims to study the dynamic correlation between the second board market and SME board market by building Copula models to the return series of the two boards＇ indexes and calculating the dynamic correlation coefficient between the two markets. The study results show as the following：（1） there is positive correlation between the second board market and SME board market and the correlation is very strong; （2） time-varying Copula model is better than constant correlation Copula model in describing the correlations among financial markets as it captures market return＇ s feature of time-varying; （3） The upper ant lower tail dependence coefficient between GEM and SME board market shows less linkage risk has been found; The upper tail dependence coefficient is bigger than the lower tail dependence coefficient, means that the linkage risk is asymmetric, that is to say the tail dependence coefficient is much stronger in the bear market; The upper tail dependence coefficient and lower tail dependence coefficients are both in the stable interval, the overall volatility is small.展开更多
基金conducted as a joint research projectfinanced by SRTTU(Iran)UPM(Malaysia)
文摘We studied the effects of nanoparticles of organo-silane（NOS） compounds in the size range of20–80 nm on physical and mechanical properties in medium density fiberboard,and used NOS at four consumption levels of 0,50,100,and 150 g kg-1dry wood fibers.Density of all treatments was kept constant at 0.67 g cm-3.The water-repellent property of organo-silane significantly reduced water absorption（WA） and thickness swelling but mechanical properties declined due to the reduced proportion of wood-fiber as organo-silane was added to the matrix：the compression ratio of MDF panels and the integrity among wood-fibers both declined,resulting in reduced mechanical properties.We recommend use of 50 g of NOS/kg wood-fiber to improve WA and thickness swelling while retaining acceptable mechanical properties.
文摘Investigation of the dynamic correlation between financial markets has important and realistic meaning for the market portfolio, but the dynamic correlation between financial markets often shows ＂nonlinear and asymmetrical ＂features, The Copula model can effectively solve these problems. This paper aims to study the dynamic correlation between the second board market and SME board market by building Copula models to the return series of the two boards＇ indexes and calculating the dynamic correlation coefficient between the two markets. The study results show as the following：（1） there is positive correlation between the second board market and SME board market and the correlation is very strong; （2） time-varying Copula model is better than constant correlation Copula model in describing the correlations among financial markets as it captures market return＇ s feature of time-varying; （3） The upper ant lower tail dependence coefficient between GEM and SME board market shows less linkage risk has been found; The upper tail dependence coefficient is bigger than the lower tail dependence coefficient, means that the linkage risk is asymmetric, that is to say the tail dependence coefficient is much stronger in the bear market; The upper tail dependence coefficient and lower tail dependence coefficients are both in the stable interval, the overall volatility is small.
