Two novel bis-azomethines derived from quinoxaline-2-carbaldehyde

The Schiff base compounds N,N0-bis[(E)-quinoxalin-2-ylmethylidene] propane-1,3-diamine, C21H18N6, (I), and N,N0-bis[(E)- quinoxalin-2-ylmethylidene]butane-1,4-diamine, C22H20N6, (II), crystallize in the monoclinic crystal system. These molecules have crystallographically imposed symmetry. Compound (I) is located on a crystallographic twofold axis and (II) is located on an inversion centre. The molecular conformations of these crystal structures are stabilized by aromatic pye stacking interactions.

N,N'-Bis[(E )-quinoxalin-2-ylmethylidene]ethane-1,2-diamine

In the molecule of the title compound, C20H16N6, the central C—C bond lies on a crystallographic inversion centre. The quinoxalidine ring is nearly planar, with a maximum deviation of 0.021 (2) A ˚ from the mean plane. The crystal structure is stabilized by intermolecular C—H....N interactions, leading to the formation of a layer-like structure, which extends along the a axis

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.