On a dynamic mixture GARCH model

This paper proposes a new mixture GARCH model with a dynamic mixture proportion. The mixture Gaussian distribution of the error can vary from time to time. The Bayesian Information Criterion and the EM algorithm are used to estimate the number of parameters as well as the model parameters and their standard errors. The new model is applied to the S&P500 Index and Hang Seng Index and compared with GARCH models with Gaussian error and Student's t error. The result shows that the IGARCH effect in these index returns could be the result of the mixture of one stationary volatility component with another non‐stationary volatility component. The VaR based on the new model performs better than traditional GARCH‐based VaRs, especially in unstable stock markets. Copyright © 2008 John Wiley & Sons, Ltd.     

Deep levels,transport and THz emission properties of SiGe/Si quantum-well structures

In coal mines in such countries as China and Russia,most of the coal mine methane(CMM) generated during mining is emitted to the atmosphere without any effective usage,because the methane concentration of CMM is relatively low and not allowed to be used as fuel for safety reasons.Methane is one of the greenhouse gases.Therefore,if it becomes possible to concentrate CMM to an acceptable level for use as fuel,this will greatly contribute to reduction of greenhouse gas emissions.With the aim of gaining approva...     

复杂网络的同步与复杂多个体系统的一致性

简要的回顾过去10年课题组在复杂网络的同步与复杂多个体系统的一致性研究方面的主要进展,同时展望该领域将来发展的趋势与挑战.     

New synonymy and new species of American bark beetles (Coleoptera: Scolytidae), Part III

New synonomy is proposed as follows: Metacorthylus Blandford (= Paracorthylus Wood), Corthylus spinifer Schwarz (= Corthylus tomentosus Schedl), Cryptocarinus brevicollis Eggers ( = Cryptocarenus coronatus Wood), Dendrocranulus guatemalensis (Hopkins), n. comb. (= Dendrocranulus parallelus Schedl), Dendroterus mexicanus Blandford (= Conophthocranulus umbratus Schedl), Hypothenemus cylindricus (Hopkins) (= Hypothenemus guadeloupensis Schedl), Hypothenemus erectus LeConte (= Stephanoderes discedens Schedl), Hypothenemus javanus (Eggers) (= Stephanoderes pistor Schedl, Stephanoderes prosper Schedl), Xyleborus pseudotenuis Schedl (= Xyleborus tenuis Schedl), and Xyleborus villosulus Blandford (= Xyleborus coccotrypoides Eggers, villosus Schedl). Scolytodes punctiferus n. n. is proposed for Scolytodes punctifer Wood, 1971 (nec Wood 1969). The following species are named as new to science: Amphicranus argutus, A. fulgidus, A. micans, Pityophthorus inops, P. debilis, P. strictus. P. galeritus. P. sobrinus, P. laetus, P. lenis, P. conspectus P. medialis (Costa Rica), P. perexiguus (Costa Rica and Panama), P. scitulus (Panama), P. costatulus, P. costabilis, P. detentus, P. nebulosus, P. melanurus, P. indigens, P. burserae, P. molestus, P. diligens, P. corruptus (Mexico), P. tenax, P. nugalis, P. minutalis (Guatemala), P. nemoralis, P. morosus, P. hermosus (Honduras), Araptus gracilens (Mexico).     

New Astragalus (Leguminosae) from the Goose Creek Drainage, Utah - Nevada

A new species, Astragalus anserinus Atwood, Goodrich, & Welsh, is described from specimens taken from tuffaceous outcrops in the Goose Creek drainage of Box Elder County, Utah and Elko County Nevada.        

Names and types in perennial Atriplex Linnaeus (Chenopodiaceae) in North America selectively exclusive of Mexico

Cited are names and combinations within the woody species of Atriplex as they occur in North America. Types and their repositories are included for all taxa except those for which that information could not be located. New nomenclatural proposals include Atriplex gardneri var. aptera (A. Nelson) Welsh & Crompton, comb. nov.; A. garrettii var. navajoensis (C. A. Hanson) Welsh & Crompton, comb. nov.; Atriplex acanthocarpa var. coahuilensis (Henrickson) Welsh & Crompton, comb. nov. A lectotype is designated for A. breweri S. Watson.     

Breeding biology of the Double-crested Cormorant on Utah Lake

Research on the nesting of the Double - crested Cormorant ( Phalacrocorax auritus auritus ) was undertaken to determine the breeding biology of the bird on Utah Lake, Utah County, and the possible effects that diking Provo Bay would have on the cormorants breeding there. In 1973, two colonies in Provo Bay were visited weekly to determine laying dates, incubation period, clutch size, and hatching dates. Another colony, located on the dike of the Geneva Steel Works Reservoir near Orem, was visited daily during the spring and summer of 1973. At this colony egg-laying occurred from 13 April to 17 May. The average clutch size was 3.8, and the egg length and width averaged 60.50 mm x 39.05 mm. The average period of incubation was 28 days, and 29.5 percent of the eggs hatched, beginning on 20 May and ending on 9 June. The young weighed an average of 36 gm at hatching with a beak length of 17 mm and tarsometatarsal length of 11 mm. These measurements increased to 1543 gm, 73 mm, and 58 mm, respectively, in 23 days. The cormorant population on Utah Lake may be severely reduced by the proposed diking of Provo Bay.     

Recovery of Gambel oak after fire in central Utah

The height of oak ( Quercus gambelii Nutt.) stems was measured on several fire scars within the Uinta National Forest and vicinity and compared with the height of oak stems on adjacent, nonburned areas. A significant relationship exists between the recovery rate of oak after fire and elevation, with the recovery rate being greatest at low elevations. A trend also exists showing that recovery tends to be greater on south to westerly exposures than on north to easterly exposures.     

Pilfering of stored seeds and the relative costs of scatter-hoarding versus larder-hoarding in yellow pine chipmunks

Yellow pine chipmunks ( Tamias amoenus ) scatter-hoard food during summer and autumn but must form a larder as a winter food source before winter begins. Yellow pine chipmunks do not larder-hoard large quantities of food during the summer, apparently because a summer larder could not be defended from pilferers. We tested the assumption that the rate of pilferage from an unguarded larder would be significantly greater than the rate of pilferage from surface caches (which are also unguarded by yellow pine chipmunks) during the summer and autumn. Buried plastic buckets were used as artificial nests containing larders of 1000 sunflower seeds or 200 Jeffrey pine ( Pinus jeffreyi ) seeds. The pilferage of larder contents was monitored daily and compared to pilferage of surface caches. Animals (yellow pine chipmunks and deer mice, Peromyscus maniculatus ) removed sunflower seeds from caches much faster than from larders, but caches of Jeffrey pine seeds disappeared much more slowly than pine seeds in larders. Further, animals removed pine seeds from larders more quickly than they did sunflower seeds from larders. The difference between seed species was probably because sunflower seeds have much stronger odors, which rodents readily detect, and because chipmunks prefer pine seeds over sunflower seeds. Yellow pine chipmunks must spend a considerable portion of their time foraging for seeds and may not be able to defend a large larder during summer.     

New Sclerocactus (Cactaceae) from Nevada

Named as new is Sclerocactus schlesseri Heil & Welsh. The taxon is described and its relationships discussed.