8 resultados para EGARCH-GED

em CentAUR: Central Archive University of Reading - UK


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Gallaborane (GaBH6, 1), synthesized by the metathesis of LiBH4 with [H2GaCl]n at ca. 250 K, has been characterized by chemical analysis and by its IR and 1H and 11B NMR spectra. The IR spectrum of the vapor at low pressure implies the presence of only one species, viz. H2Ga(μ-H)2BH2, with a diborane-like structure conforming to C2v symmetry. The structure of this molecule has been determined by gas-phase electron diffraction (GED) measurements afforced by the results of ab initio molecular orbital calculations. Hence the principal distances (rα in Å) and angles ( α in deg) are as follows: r(Ga•••B), 2.197(3); r(Ga−Ht), 1.555(6); r(Ga−Hb), 1.800(6); r(B−Ht), 1.189(7); r(B−Hb), 1.286(7); Hb−Ga−Hb, 71.6(4); and Hb−B−Hb, 110.0(5) (t = terminal, b = bridging). Aggregation of the molecules occurs in the condensed phases. X-ray crystallographic studies of a single crystal at 110 K reveal a polymeric network with helical chains made up of alternating pseudotetrahedral GaH4 and BH4 units linked through single hydrogen bridges; the average Ga•••B distance is now 2.473(7) Å. The compound decomposes in the condensed phases at temperatures exceeding ca. 240 K with the formation of elemental Ga and H2 and B2H6. The reactions with NH3, Me3N, and Me3P are also described.

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Gas-phase electron diffraction (GED) data together with results from ab initio molecular orbital calculations (HF and MP2/6-311+G(d,p)) have been used to determine the structure of hexamethyldigermane ((CH3)3Ge-Ge(CH3)3). The equilibrium symmetry is D3d, but the molecule has a very low-frequency, largeamplitude, torsional mode (φCGeGeC) that lowers the thermal average symmetry. The effect of this largeamplitude mode on the interatomic distances was described by a dynamic model which consisted of a set of pseudoconformers spaced at even intervals. The amount of each pseudoconformer was obtained from the ab initio calculations (HF/6-311+G(d,p)). The results for the principal distances (ra) and angles (∠h1) obtained from the combined GED/ab initio (with estimated 1σ uncertainties) are r(Ge-Ge) ) 2.417(2) Å, r(Ge-C) ) 1.956(1) Å, r(C-H) ) 1.097(5) Å, ∠GeGeC ) 110.5(2)°, and ∠GeCH ) 108.8(6)°. Theoretical calculations were performed for the related molecules ((CH3)3Si-Si(CH3)3 and (CH3)3C-C(CH3)3).

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The structure of 2,5-dihydropyrrole (C4NH7) has been determined by gas-phase electron diffraction (GED), augmented by the results from ab initio calculations employing third-order Moller-Plesset (MP3) level of theory and the 6-311+G(d,p) basis set. Several theoretical calculations were performed. From theoretical calculations using MP3/6-311+G(d,p) evidence was obtained for the presence of an axial (63%) (N-H bond axial to the CNC plane) and an equatorial conformer (37%) (N-H bond equatorial to the CNC plane). The five-membered ring was found to be puckered with the CNC plane inclined at 21.8 (38)° to the plane of the four carbon atoms.

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The structures of trimethylchlorogermane ((CH3)(3)GeCl) and trimethylbromogermane ((CH3)(3)GeBr) have been determined by gas-phase electron diffraction (GED), augmented by the results from ab initio calculations employing second-order Moller-Plesset (MP2) level of theory and the 6-311+G(d) basis set. All the electrons were included in the correlation calculation. The results from the ab initio calculations indicated that these molecules have C-3v symmetry, and models with this symmetry were used in the electron diffraction analysis. The results for the principal distances (r(g)) and angles (angle(alpha)) from the combined GED/ab initio study of trimethylchlorogermane (with estimated 2sigma uncertainties) are: r(Ge-C) = 1.950(4) Angstrom, r(Ge-Cl) = 2.173(4) Angstrom, r(C-H) = 1.090(9) Angstrom, angleCGeC = 112.7(7)degrees, angleCGeCl = 106.0(8)degrees, angleGeCH = 107.8(12)degrees. The results for the principal distances (r(g)) and angles (angle(alpha)) from the combined GED/ab initio study of trimethylbromogermane (with estimated 2sigma uncertainties) are: r(Ge-C) = 1.952(7) Angstrom, r(Ge-Br) = 2.325(4) Angstrom, r(C-H) = 1. 140(28) Angstrom, angleCGeC = 114.2(11)degrees, angleCGeBr = 104.2(13)degrees, angleGeCH 106.9(43)degrees. Local C-3v symmetry and staggered conformation were assumed for the methyl groups.

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The molecular structures of NbOBr3, NbSCl3, and NbSBr3 have been determined by gas-phase electron diffraction (GED) at nozzle-tip temperatures of 250 degreesC, taking into account the possible presence of NbOCl3 as a contaminant in the NbSCl3 sample and NbOBr3 in the NbSBr3 sample. The experimental data are consistent with trigonal-pyramidal molecules having C-3v symmetry. Infrared spectra of molecules trapped in argon or nitrogen matrices were recorded and exhibit the characteristic fundamental stretching modes for C-3v species. Well resolved isotopic fine structure (Cl-35 and Cl-37) was observed for NbSCl3, and for NbOCl3 which occurred as an impurity in the NbSCl3 spectra. Quantum mechanical calculations of the structures and vibrational frequencies of the four YNbX3 molecules (Y = O, S; X = Cl, Br) were carried out at several levels of theory, most importantly B3LYP DFT with either the Stuttgart RSC ECP or Hay-Wadt (n + 1) ECP VDZ basis set for Nb and the 6-311 G* basis set for the nonmetal atoms. Theoretical values for the bond lengths are 0.01-0.04 Angstrom longer than the experimental ones of type r(a), in accord with general experience, but the bond angles with theoretical minus experimental differences of only 1.0-1.5degrees are notably accurate. Symmetrized force fields were also calculated. The experimental bond lengths (r(g)/Angstrom) and angles (angle(alpha)/deg) with estimated 2sigma uncertainties from GED are as follows. NbOBr3: r(Nb=O) = 1.694(7), r(Nb-Br) = 2.429(2), angle(O=Nb-Br) = 107.3(5), angle(Br-Nb-Br) = 111.5(5). NbSBr3: r(Nb=S) = 2.134(10), r(Nb-Br) = 2.408(4), angle(S=Nb-Br) = 106.6(7), angle(Br-Nb-Br) = 112.2(6). NbSCl3: Nb=S) = 2.120(10), r(Nb-Cl) = 2.271(6), angle(S=Nb-Cl) = 107.8(12), angle(Cl-Nb-Cl) = 111.1(11).

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Gas-phase electron-diffraction (GED) data together with results from ab initio molecular orbital calculations have been used to determine the structure of propylene sulphide. Values found for the main structural parameters for the molecule are consistent with those obtained from microwave studies and are compared here with those found for similar sulphur containing rings of general formula S(CH2)n (n = 2–5). A high ring strain enthalpy was calculated for propylene sulphide which is consistent with the small C–S–C angle (48.2(6)degrees) and the relatively long C–S bond lengths (ra = 1.831(2) Å). This is thought to account for the ease of ring opening in propylene sulphide observed in MOCVD reactions and the ready polymerisation of the molecule.

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This paper reviews nine software packages with particular reference to their GARCH model estimation accuracy when judged against a respected benchmark. We consider the numerical consistency of GARCH and EGARCH estimation and forecasting. Our results have a number of implications for published research and future software development. Finally, we argue that the establishment of benchmarks for other standard non-linear models is long overdue.

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This paper explores a number of statistical models for predicting the daily stock return volatility of an aggregate of all stocks traded on the NYSE. An application of linear and non-linear Granger causality tests highlights evidence of bidirectional causality, although the relationship is stronger from volatility to volume than the other way around. The out-of-sample forecasting performance of various linear, GARCH, EGARCH, GJR and neural network models of volatility are evaluated and compared. The models are also augmented by the addition of a measure of lagged volume to form more general ex-ante forecasting models. The results indicate that augmenting models of volatility with measures of lagged volume leads only to very modest improvements, if any, in forecasting performance.