简介:证券综合指数的对数收益率的折线图反映收益率的波动呈现出在一段时间内波动比较大,一段时间波动比较小,方差随着时间的变化而变化。在对时间序列数据进行研究的时候,通常假设随着时间的变化方差不会发生变化。但是在关注预测的精确程度时,需要了解方差的大小。文章用Eviews软件对上证综指日收盘价的对数收益率建立EGARCH-M模型,对收益率序列呈现出的波动聚集性,杠杆效应、风险与收益的关系等特征进行了分析,最终对波动率进行预测,结果表明EGARCH-M模型充分描述了波动性聚类的特点,只用很少的参数就可以把实际数据拟合得很好。该模型形式简单,容易估计,提高了对方差的预测精度,对收益率波动率建立模型对于宏观经济理论和金融理论有重要的意义。
简介:Anewmultiple-tapsandflatmicrowavephotonicfilter,whichiscomposedoffiberBragggrating,M-Zmodulatoranderbium-dopedfiber,isputforward.Theflatband-passorflatband-stopresponsecanberealizedbyadjustingthecoupler'sfactorandthereflectivityofthefiberBragggratingorthegainoftheerbium-dopedfiber.Thefreespectralrangeofthefiltercanbetunedbycontrollingthelengthoftheerbium-dopedfiber.Thepotentialandfeasibilityoftheproposedfilteringstructureshavebeendemonstratedbysimulation.
简介:OneoftheproblemsinusinggratingsensorsishowtomeasureasmallBraggwavelengthshiftaccurately.Nowadaysdemodulationtechniquesaremainlybasedontheedgefilter,tunablefilter,orinterferometricscanningmethods.Interferometricdemodulationiswidelyacceptedasthetechnologywhichcanprovidethehighsensitivity.Aninterrogationsystemusingtheinterferometricscanningmethodispresented,inwhichanunbalancedfiberM-Zinterferometerisusedasthewavelengthscannerfortemperaturemeasurement.AnovelfiberBragggratingsensorsystembasedonM-Zinterferometricdemodulationtechniqueispresentedinthispaper.Thetemperaturesensitivitymeasuredintheexperimentisalmostconsistentwiththatobtainedfromthetheoreticcalculation.
简介:2010年,3D潮流可谓锐不可挡,以主动快门式3D技术为代表的眼镜式3D电视大规模登陆市场,市场销售呈现开门红,预计全年全球销量将突破300万台,因此2010年可以称得上真正的"3D电视发展的开元之年"。眼镜的束缚似乎没有阻挡消费者对3D电视的欣赏热情,但冷静之余,我们却不得不面对眼镜式3D电视可能会对视力造成的不良影响,以及长时间观看所带来的头晕、恶心等不良感受,而且对近视眼患者因佩戴"双重"眼镜所带来的痛苦更是不可言状,因此,我们不得不承认,目前的眼镜式3D电视只能作为3D电视技术发展的过渡产品,而最终必然被成熟的裸眼3D电视技术所取代,裸眼3D显示将是未来3D电视技术发展的必然归宿。
简介:Anexperimentalwaytoanalyzethethermalcharacteriztionofsemiconductorlasersbasedonspectroscopymethodunderpulsedrivingconditionshasbeendeveloped,Byusingthiswaythethermalcharacteristicssofstraincompensated1.3μmInAsP/InGaAsPridgewaveguideMQWlaserdiodeshavebeeninvestigated.Resultsshovwthatbymeasuringandanalyzingthelasingspectraunderappropriatedrivingparametersandtemperatureranges,thethermalresistanceofthelaserdiodescouldbededucedeasily,Ahigerthermalresistanceof640K/Whasbeenmeasuredonanarrowridgelaserchipwithoutsoldering.Otherthermalandspectralpropertiesofthelaserhavealsobeenmeasuredanddiscussed.
简介:Recently,atunablefiberBragggrating(FBG)wasdevelopedbyusingstress-responsivecolloidalcrystals.Inthispaper,wehavesimulatedtheapplicationofthesenanoparticlesintothesuper-structuredfiberBragggrating(SSFBG)writtenwithperfectsequencesderivedfromashortmaximal-lengthsequence.AtunableSSFBGwillbeavailabletoovercometheprohibitivetemperaturevariationoftheopticalcodecs.Nevertheless,wepresentedamethodtoimplementcoherenttimespreadingopticalcode-divisionmultiple-access(OCDMA)whereauniquecode(orperfectsequence)canbereusedandmixedwithdifferentwavelengthstoobtainatunablewavelength-divisionmultiplexing(WDM)system.Inordertomaximizethebinarythroughput,wehaveselectedauniqueshortmaximal-lengthsequencecomposedof7chipsthatcanbetunedwith7differentopticalwavelengths.Wefoundthousandsofdifferenttunablecombinationsthatpresentedpowercontrastratios(P/C)higherthan12dB.WhenaWDM-OCDMAsystemused2differentcombinationssimultaneously,theperfectbinarydetectionwitherrorcorrectioncodeswasachievedsuccessfully.ThetunableSSFBGwithcolloidalcrystalswillbeasimpleandgoodalternativechoiceforfiber-to-the-home(FTTH)communications.