Empirical Evidence of Conditional Heteroskedasticity in Vietnam’s Stock Returns Time Series

This paper confirms presence of GARCH(1,1) effect on stock return time series of Vietnam’s newborn stock market. We performed tests on four different time series, namely market returns (VN-Index), and return series of the first four individual stocks listed on the Vietnamese exchange (the Ho Chi Minh City Securities Trading Center) since August 2000. The results have been quite relevant to previously reported empirical studies on different markets.

Investigation of the shape of the R(0) absorption line in ν3, N2O recorded from an axisymmetric supersonic free jet expansion

The hydrodynamic structure of an axisymmetric supersonic expansion can be regarded as a series of concentric divergent cones, with decreasing particle densities as the cone angle increases. Different groups of molecules therefore contribute to high-resolution absorption line shapes when optically probing the expansion in a direction perpendicular to the jet axis. These groups are distinguished by the cone angle, inducing a specific Doppler shift, and by the particle density, contributing a specific weight to the absorption intensity. As a result different broader line profiles are observed compared to room temperature spectra. This effect is investigated here selecting as the working example the R(0), ν3 absorption line in N2O recorded using a Fourier transform interferometer. Independent impact pressure and quadrupole mass spectrometric measurements are performed leading to two complementary maps of the expansion, allowing the recorded absorption line shape to be quantitatively modeled. © 2006 Elsevier Ltd. All rights reserved.

Superresolution: an ill-posed problem in Fourier optics

info:eu-repo/semantics/published

Mapping 2-D defects in a conductive half-space by eigenfunction expansions in K-space of Fourier-Laplace transforms

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On the regularization of linear inverse problems in Fourier optics

info:eu-repo/semantics/published

New high-resolution analysis of the ν7 and ν9 fundamental bands of trans-formic acid by IR Fourier transform and millimeterwave spectroscopies

info:eu-repo/semantics/published

Laboratory Fourier transform spectroscopy of the water absorption continuum from 2500 to 22500 cm-1

info:eu-repo/semantics/published