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41.
本文介绍了压缩机的振动原理,阐述了变频压缩机与定频压缩机的振动区别,并结合直流变频压缩机匹配中出现的振动故障进行分析,提出了减缓振动的几种措施,并根据主要原因进行了振动测试,找到了有效降低低频振动的设计改善。 相似文献
42.
In this paper, we follow Harvey (1991) to investigate whether rates of return on Pacific Basin stock markets can be explained by conditional version of International Capital Asset Pricing Model (ICAPM), which allows for time-varying expected returns, variances, and covariances. The results show that most individual Pacific Basin markets can be described by the conditional ICAPM. However, the multiple markets' tests do not support the conditional ICAPM formulation, and the estimates of world reward to risk ratio are not the same across these markets. Furthermore, the Ghysels and Hall test (Ghysels & Hall, 1990a, 1990b) shows that the estimates of parameter are also unstable in the conditional ICAPM formulation. This implies that it is difficult to use world return to describe the relationship between expected return and risk for the Pacific Basin stock markets. 相似文献
43.
Brooks Chris; Burke Simon P.; Heravi Saeed; Persand Gita 《The Journal of Financial Econometrics》2005,3(3):399-421
This article proposes a new model for autoregressive conditionalheteroscedasticity and kurtosis. Via a time-varying degreesof freedom parameter, the conditional variance and conditionalkurtosis are permitted to evolve separately. The model usesonly the standard Student’s t-density and consequentlycan be estimated simply using maximum likelihood. The methodis applied to a set of four daily financial asset return seriescomprising U.S. and U.K. stocks and bonds, and significant evidencein favor of the presence of autoregressive conditional kurtosisis observed. Various extensions to the basic model are proposed,and we show that the response of kurtosis to good and bad newsis not significantly asymmetric. 相似文献
44.
Since the introduction of the Autoregressive Conditional Heteroscedasticity (ARCH) model, the literature on modeling the time-varying second-order conditional moment has become increasingly popular in the last four decades. Its popularity is partly due to its success in capturing volatility in financial time series, which is useful for modeling and predicting risk for financial assets. A natural extension of this is to model time variation in higher-order conditional moments, such as the third and fourth moments, which are related to skewness and kurtosis (tail risk). This leads to an emerging literature on time-varying higher-order conditional moments in the last two decades. This paper outlines recent developments in modeling time-varying higher-order conditional moments in the economics and finance literature. Using the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) framework as a foundation, this paper provides an overview of the two most common approaches for modeling time-varying higher-order conditional moments: autoregressive conditional density (ARCD) and autoregressive conditional moment (ARCM). The discussion covers both the theoretical and empirical aspects of the literature. This includes the identification of the associated skewness–kurtosis domain by using the solutions to the classical moment problems, the structural and statistical properties of the models used to model the higher-order conditional moments and the computational challenges in estimating these models. We also advocate the use of a maximum entropy density (MED) as an alternative method, which circumvents some of the issues prevalent in these common approaches. 相似文献
45.
The main approach to deal with regressor endogeneity is instrumental variable estimator (IVE), where an instrumental variable (IV) m is required to be uncorrelated to the regression model error term u (COR(m,u)=0) and correlated to the endogenous regressor. If COR(m,u)≠0 is likely, then m gets discarded. But even when COR(m,u)≠0, often one has a good idea on the sign of COR(m,u). This article shows how to make use of the sign information on COR(m,u) to obtain an one‐sided bound on the endogenous regressor coefficient, calling m a ‘generalized instrument’ or ‘generalized instrumental variable (GIV)’. If there are two GIV's m1 and m2, then a two‐sided bound or an improved one‐sided bound can be obtained. Our approach is simple, needing only IVE; no non‐parametrics, nor any ‘tuning constants’. Specifically, the usual IVE is carried out, and the only necessary modification is that the estimate for the endogenous regressor coefficient is interpreted as a lower/upper bound depending on the prior notion on the sign of COR(m,u) and some estimable moment. A real data application is done to Korean household data with two or more children to illustrate our approach for the issue of child quantity–quality trade‐off. 相似文献
46.
在力学中动量守恒和角动量守恒是学生容易出错的问题。本文分析了子弹击入木棒问题与子弹击入沙袋问题的区别,指出什么情况下系统的角动量守恒,什么情况下系统的动量守恒,从而说明了理论上的实际应用。 相似文献
47.
Discrete discrepancy in factorial designs 总被引：3，自引：0，他引：3
Discrepancy measure can be utilized as a uniformity measure for comparing factorial designs. A so-called discrete discrepancy has been used to evaluate the uniformity of factorials. In this paper we give linkages among uniformity measured by the discrete discrepancy, generalized minimum aberration, minimum moment aberration and uniformity measured by the centered L2-discrepancy/the wrap-around L2-discrepancy. These close linkages provide a significant justification for the discrete discrepancy used to measure uniformity of factorial designs. 相似文献
48.
《Business Horizons》2017,60(6):855-863
The automotive industry is experiencing a moment of innovation. With electronics gaining importance, the need to find sustainable solutions and the rampant availability of sharing platforms, the dynamics of this sector is witnessing a paradigm shift. A host of startups is colonizing every niche of what seems to be the new architecture: shared and self-driven electric vehicles. Old incumbents and emerging startups are interacting to control key technologies and the user interfaces of the future. The mechanical machine is being converted into a computer. The connected car is creating a new ecosystem for entrepreneurial opportunities. This study analyzes a set of 156 venture-backed startups: the nature of the firms, their founders’ profiles, their origins, their technological capabilities, and their investors. Our findings and conclusions are: (1) a phase of instability and vibrancy is beginning wherein multiple emerging firms compete to impose their standards, (2) the competitive battle is conducted in the digital arena, (3) disruption is led by outsiders with entrepreneurial experience and deep knowledge of digital technologies, and (4) a final winning dominant design may emerge. Entrepreneurial outsiders and outsiders coming from consumer electronics, electrical companies, and/or digital platforms have a window of opportunity to enter this new market. 相似文献
49.
Consider options on a nonnegative underlying random variable with arbitrary distribution. In the absence of arbitrage, we show that at any maturity T , the large-strike tail of the Black-Scholes implied volatility skew is bounded by the square root of 2| x |/ T , where x is log-moneyness. The smallest coefficient that can replace the 2 depends only on the number of finite moments in the underlying distribution. We prove the moment formula , which expresses explicitly this model-independent relationship. We prove also the reciprocal moment formula for the small-strike tail, and we exhibit the symmetry between the formulas. The moment formula, which evaluates readily in many cases of practical interest, has applications to skew extrapolation and model calibration. 相似文献
50.
Using mutual fund data in Thailand, this study shows that fund managers can time the market-wide liquidity in the higher moment framework. High-performing fund managers demonstrate significantly positive liquidity timing ability, while low-performing fund managers do not. Thus, high-performing fund managers increase (decrease) the funds' exposure to the market during a high (low) market liquidity period, while low-performing fund managers do not show the liquidity timing ability. Moreover, only top-performing bank-related mutual funds possess the liquidity timing ability, supporting the information advantage hypothesis. Nonbank-related funds do not possess the liquidity timing ability at both the aggregate and portfolio levels. Several robustness tests confirm the findings. 相似文献