Forecasting using high‐frequency data: a comparison of asymmetric financial duration models

The first purpose of this paper is to assess the short‐run forecasting capabilities of two competing financial duration models. The forecast performance of the Autoregressive Conditional Multinomial–Autoregressive Conditional Duration (ACM‐ACD) model is better than the Asymmetric Autoregressive Conditional Duration (AACD) model. However, the ACM‐ACD model is more complex in terms of the computational setting and is more sensitive to starting values. The second purpose is to examine the effects of market microstructure on the forecasting performance of the two models. The results indicate that the forecast performance of the models generally decreases as the liquidity of the stock increases, with the exception of the most liquid stocks. Furthermore, a simple filter of the raw data improves the performance of both models. Finally, the results suggest that both models capture the characteristics of the micro data very well with a minimum sample length of 20 days. Copyright © 2008 John Wiley & Sons, Ltd.     

Explicit multisoliton solution to the coupled nonlinear Schrodinger equations

Based on the inverse scattering transform for the coupled nonlinear Schrodinger (NLS) equations with vanishing boundary condition (VBC), the multisoliton solution has been derived by some determinant techniques of some special matrices and determinants, especially the Cauchy-Binet formula. The oneand two-soliton solutions have been given as the illustration of the general formula of the multisoliton solution. Moreover, new nonsymmetric solutions corresponding to different number of zeros of the scattering data on the upper and lower half plane are discussed.     

现代租凭与其他信用形式的区别

现代租赁在经济社会中发挥着独特的作用，它和其他信用形式相比，具有特殊的优越性，现代租赁和传统租赁在租赁目的、当事人、涉及的合同、租赁物的选择权及其期末处理方式上不同；与银行信用在融资方式、融资额度、融资限制以及融次成本等各方面存在着差异；与商业信用的区别则在于物件所有权、对设备过时承担的风险以及税收等几个方向。     

金属／n型半导体（Au／n—GaN）肖特基势垒的研究

材料Au/nGaN在600度温度淬火后，利用电流－电压测量，XPS谱研究金Au和n型GaN半导体形成的接触势垒，电流－电压测量得到肖特基势垒平均高度和理想因子分别为1．24eV,1.03，理想因子为1．12的势垒最大高度为1．35eV，XPS数据表明：600度温度的淬火导致能带向上弯曲0．35eV，随着金的沉积在同一方向产生进一步的能带弯曲0．25eV，我们的结论可以用Cowley-Sze模型来解释，结合表明，在GaN表面有受主态密度。     

Perfluorooctane sulfonate (PFOS) and other fluorochemicals in viscera and muscle of farmed pigs and chickens in Beijing,China

Eleven perfluorinated compounds (PFCs) were determined in tissue samples from farmed pigs and chickens (n=143) that were purchased in Beijing in March 2009. The total PFCs mean concentration was the highest in pig liver (3.438 ng g^–1 wet weight (ww)), followed by pig kidney (0.508 ng g^–1 (ww)), pig heart (0.167 ng g^–1 (ww)), chicken liver (0.098 ng g^–1 (ww)), chicken heart (0.050 ng g^–1 (ww)), pork loin (0.018 ng g^–1 (ww)), and chicken breast (0.012 ng g^–1 (ww)). Among the PFCs analyzed, perfluorooctane sulfonate (PFOS) was the predominant compound in viscera and muscle of farmed pigs and chickens. In addition, a strong linear correlation (r = 0.932) was observed between the concentrations of PFOS and perfluoroundecanoic acid (PFUnDA) in pig liver. Our preliminary conclusion is that there is little potential risk of exposure to PFCs via the consumption of these products in Beijing.     

推进高职“订单培养”的实践探索

介绍了高职院校通过＂在企业设立实习基地、后置订单、企业冠名班＂的三步走推进＂订单培养＂途径。     

浅谈原子荧光法测定地表水中的砷

砷为地表水监测中的必测项目,是水环境监测的重要指标.文章采用原子荧光法测定地表水中的砷,将水中砷在酸性介质中消解,被硼氢化钾还原成原子态,用原子荧光法测定.实验表明,原子荧光法具有准确度高、检出限低等优点.     

曾集本《陶渊明集》之特殊文字析略

曾集本《陶渊明集》中有226个俗字,这些俗字写法主要是为了书写的便利或更符合人们的审美习惯;有11个缺笔避讳字,这些避讳字可以作为该版刻于南宋绍熙年间的一个佐证。     

高校校报繁荣发展的有效途径

高校校报的工作定位、稿源保证、质量提高、读者关注程序等一直是校报能否健康发展，顺利完成自身使命的几个不可忽视的重要问题，本文结合高校办报特点和个人工作经历，从四个方面探讨繁荣发展高校校报的有效途径。     

Construction of Cubic Dynamic and User-oriented Taxonomy forAutomatic Classification of Internet Information

Based on the requirements of the development of Internet, thenecessity of establishing cubic dynamic and user-oriented taxonomy for automatic classification is presented. Then the basic algorithm to construct such taxonomy is discussed. The view is up to date in current world.