Gamma stochastic volatility models

This paper presents gamma stochastic volatility models and investigates its distributional and time series properties. The parameter estimators obtained by the method of moments are shown analytically to be consistent and asymptotically normal. The simulation results indicate that the estimators behave well. The insample analysis shows that return models with gamma autoregressive stochastic volatility processes capture the leptokurtic nature of return distributions and the slowly decaying autocorrelation functions of squared stock index returns for the USA and UK. In comparison with GARCH and EGARCH models, the gamma autoregressive model picks up the persistence in volatility for the US and UK index returns but not the volatility persistence for the Canadian and Japanese index returns. The out-of-sample analysis indicates that the gamma autoregressive model has a superior volatility forecasting performance compared to GARCH and EGARCH models.

Induction of Mitotic Chromosomal Aberrations by Lasers in Comparison to Gamma Radiations

Laser irradiation at wavelength 514 nm was used to study the effect, of lasers in inducing chromosomal aberrations at mitosis. This study offers a new radiation system which could be used for the induction of mutations. Results are compared with those obtained from studies using y-rays as irradiation source.

Studies On Vulcanization, Rheology And Reinforcement Of Natural Rubber Latex With Special Reference To Accelerator Combinations, Surface Active Agents And Gamma Irradiation

In the present work, studies on vulcanization, rheology and reinforcement of natural rubber latex with special reference to accelerator combinations, surface active agents and gamma irradiation have been undertaken. In vulcanization, the choice of vulcanization system, the extent and mc-zie of vulcanization and network structure of the vulcanizate are important factors contributing to the overall quality of the product. The vulcanization system may be conventional type using elemental sulfur or a system involving sulfur donors. The latter type is used mainly in the manufacture of heat resistant products. For improving the technical properties of the products such as modulus and tensile strength, different accelerator combinations are used. It is known that accelerators have a strong effect on the physical properties of rubber vulcanizates. A perusal of the literature indicates that fundamental studies on the above aspects of latex technology are very limited. Thereforea systematic study on vulcanization, rheology and reinforcement of natural rubber latex with reference to the effect of accelerator combinations, surface active agents and gamma irradiation has been undertaken. The preparation and evaluation of some products like latex thread was also undertaken as a part of the study. The thesis consists of six chapter

Development of pure and doped gamma ferric oxide

Optimum conditions and experimental details for the formation of v-Fe203 from goethite have been worked out. In another method, a cheap complexing medium of starch was employed for precipitating acicular ferrous oxalate, which on decomposition in nitrogen and subsequent oxidation yielded acicular y-Fe203. On the basis of thermal decomposition in dry and moist nitrogen, DTA, XRD, GC and thermodynamic arguments, the mechanism of decomposition was elucidated. New materials obtained by doping ~'-Fe203 with 1-16 atomic percent magnesium, cobalt, nickel and copper, were synthesised and characterized