A GARCH-Type Model with Cross-Sectional Volatility Clusters

Author(s):  
Pietro Coretto ◽  
Michele La Rocca ◽  
Giuseppe Storti
Keyword(s):  
2014 ◽  
Vol 553 ◽  
pp. 667-672
Author(s):  
R. Emre Erkmen

Thin-walled members that have one dimension relatively large in comparison to the cross-sectional dimensions are usually modelled by using beam-column type finite element formulations. Beam-column elements however, are based on the assumption of rigid cross-section, thus they cannot consider the cross-sectional deformations such as local buckling and only allows considerations of the beam axis behaviour such as flexural or lateral-torsional buckling. Shell-type finite elements can be used to model the structure in order to consider these local deformation effects. Based on the Bridging multi-scale approach, this study proposes a numerical technique that is able to split the global analysis, which is performed by using simple beam-type elements, from the local analysis which is based on more sophisticated shell-type elements. As a result, the proposed multi-scale method allows the usage of shell elements in a local region to incorporate the local deformation effects on the overall behaviour of thin-walled members without necessitating a shell-type model for the whole member.


1990 ◽  
Vol 181 ◽  
Author(s):  
Quat T. Vu ◽  
E. Kolawa ◽  
M-A. Nicolet

ABSTRACTWe have characterized the Al/RuO2 interface after annealing at temperatures in the range 450° C-550° C for durations up to several hours by backscattering spectrometry, cross-sectional transmission electron microscopy, and electrical four point probe measurement of specially designed structures. The electrical measurement yields the specific contact resistance of the interface by applying a transmission line type model developped for this purpose. An interfacial aluminum-oxygen polycrystalline compound is shown to grow with annealing temperature and duration, with a concurrent reduction of a thin layer of RuO2. However, the specific contact resistance between Al and RuO2 is found to decrease with annealing duration at 500°C. This last result indicates that the interfacial reaction does not lead to an insulating interface as could have been expected if the growth were pure and dense A12O3.


1996 ◽  
Vol 423 ◽  
Author(s):  
E. Tuncel ◽  
D. B. Oberman ◽  
H. Lee ◽  
T. Ueda ◽  
J. S. Harris

AbstractA series of GaN films grown by MBE on sapphire substrates with different nitrogen sources are characterized by optical transmission, spectroscopic ellipsometry (SE), photoluminescence (PL) and cross-sectional atomic force microscopy (AFM). The film thicknesses determined from broad spectral range transmission measurements and the AFM images are used in the analysis of the SE spectra. Interface roughnesses between the constituent layers, such as the substrate, the buffer and GaN layers are included in the modelling of the SE spectra and are also imaged by cross-sectional AFM. An effective medium type model is used for the modelling of interface and surface roughnesses in the SE spectra. The optical constants of the films in the band edge spectral range are determined in such a way as to simultaneously satisfy the transmission and the ellipsometry data.


Author(s):  
S.F. Stinson ◽  
J.C. Lilga ◽  
M.B. Sporn

Increased nuclear size, resulting in an increase in the relative proportion of nuclear to cytoplasmic sizes, is an important morphologic criterion for the evaluation of neoplastic and pre-neoplastic cells. This paper describes investigations into the suitability of automated image analysis for quantitating changes in nuclear and cytoplasmic cross-sectional areas in exfoliated cells from tracheas treated with carcinogen.Neoplastic and pre-neoplastic lesions were induced in the tracheas of Syrian hamsters with the carcinogen N-methyl-N-nitrosourea. Cytology samples were collected intra-tracheally with a specially designed catheter (1) and stained by a modified Papanicolaou technique. Three cytology specimens were selected from animals with normal tracheas, 3 from animals with dysplastic changes, and 3 from animals with epidermoid carcinoma. One hundred randomly selected cells on each slide were analyzed with a Bausch and Lomb Pattern Analysis System automated image analyzer.


Author(s):  
Henry I. Smith ◽  
D.C. Flanders

Scanning electron beam lithography has been used for a number of years to write submicrometer linewidth patterns in radiation sensitive films (resist films) on substrates. On semi-infinite substrates, electron backscattering severely limits the exposure latitude and control of cross-sectional profile for patterns having fundamental spatial frequencies below about 4000 Å(l),Recently, STEM'S have been used to write patterns with linewidths below 100 Å. To avoid the detrimental effects of electron backscattering however, the substrates had to be carbon foils about 100 Å thick (2,3). X-ray lithography using the very soft radiation in the range 10 - 50 Å avoids the problem of backscattering and thus permits one to replicate on semi-infinite substrates patterns with linewidths of the order of 1000 Å and less, and in addition provides means for controlling cross-sectional profiles. X-radiation in the range 4-10 Å on the other hand is appropriate for replicating patterns in the linewidth range above about 3000 Å, and thus is most appropriate for microelectronic applications (4 - 6).


Author(s):  
Michel Troyonal ◽  
Huei Pei Kuoal ◽  
Benjamin M. Siegelal

A field emission system for our experimental ultra high vacuum electron microscope has been designed, constructed and tested. The electron optical system is based on the prototype whose performance has already been reported. A cross-sectional schematic illustrating the field emission source, preaccelerator lens and accelerator is given in Fig. 1. This field emission system is designed to be used with an electron microscope operated at 100-150kV in the conventional transmission mode. The electron optical system used to control the imaging of the field emission beam on the specimen consists of a weak condenser lens and the pre-field of a strong objective lens. The pre-accelerator lens is an einzel lens and is operated together with the accelerator in the constant angular magnification mode (CAM).


Author(s):  
M.A. Parker ◽  
K.E. Johnson ◽  
C. Hwang ◽  
A. Bermea

We have reported the dependence of the magnetic and recording properties of CoPtCr recording media on the thickness of the Cr underlayer. It was inferred from XRD data that grain-to-grain epitaxy of the Cr with the CoPtCr was responsible for the interaction observed between these layers. However, no cross-sectional TEM (XTEM) work was performed to confirm this inference. In this paper, we report the application of new techniques for preparing XTEM specimens from actual magnetic recording disks, and for layer-by-layer micro-diffraction with an electron probe elongated parallel to the surface of the deposited structure which elucidate the effect of the crystallographic structure of the Cr on that of the CoPtCr.XTEM specimens were prepared from magnetic recording disks by modifying a technique used to prepare semiconductor specimens. After 3mm disks were prepared per the standard XTEM procedure, these disks were then lapped using a tripod polishing device. A grid with a single 1mmx2mm hole was then glued with M-bond 610 to the polished side of the disk.


Author(s):  
E. R. Macagno ◽  
C. Levinthal

The optic ganglion of Daphnia Magna, a small crustacean that reproduces parthenogenetically contains about three hundred neurons: 110 neurons in the Lamina or anterior region and about 190 neurons in the Medulla or posterior region. The ganglion lies in the midplane of the organism and shows a high degree of left-right symmetry in its structures. The Lamina neurons form the first projection of the visual output from 176 retinula cells in the compound eye. In order to answer questions about structural invariance under constant genetic background, we have begun to reconstruct in detail the morphology and synaptic connectivity of various neurons in this ganglion from electron micrographs of serial sections (1). The ganglion is sectioned in a dorso-ventra1 direction so as to minimize the cross-sectional area photographed in each section. This area is about 60 μm x 120 μm, and hence most of the ganglion fit in a single 70 mm micrograph at the lowest magnification (685x) available on our Zeiss EM9-S.


Author(s):  
M. K. Lamvik ◽  
A. V. Crewe

If a molecule or atom of material has molecular weight A, the number density of such units is given by n=Nρ/A, where N is Avogadro's number and ρ is the mass density of the material. The amount of scattering from each unit can be written by assigning an imaginary cross-sectional area σ to each unit. If the current I0 is incident on a thin slice of material of thickness z and the current I remains unscattered, then the scattering cross-section σ is defined by I=IOnσz. For a specimen that is not thin, the definition must be applied to each imaginary thin slice and the result I/I0 =exp(-nσz) is obtained by integrating over the whole thickness. It is useful to separate the variable mass-thickness w=ρz from the other factors to yield I/I0 =exp(-sw), where s=Nσ/A is the scattering cross-section per unit mass.


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