共价氢化物发生-光度分析法高选择性的研究与应用——Ⅱ.砷、锡、锑共价氢化物的还原性及锡的高选择性测定

本文在共价氢化物发生-光度分析体系中设置固体氧化剂氢化物气体分离柱,以AsH_3、SbH_3和SnH_4为研究对象探讨了氢化物之间的干扰消除及高选择性测定问题。成功地建立了锡测定时其它共价氢化物元素干扰的消除方法,具有简便、高效、实用的特点。

Application of forecasting structural cracks technique of 3D move in Chengdao buried hill

3DMove software, based on the three-dimension structural model of geologic interpretation, can forecast reservoir cracks from the point of view of formation of the structural geology, and analyze the characteristics of the cracks. 3DMove software dominates in forecasting cracks. We forecast the developments and directions of the cracks in Chengbei buried hill with the application of forecasting technique in 3DMove software, and obtain the chart about strain distributing on top in buried hill and the chart about relative density and orientation and the chart about the analysis of crack unsealing. In Chengbei 30 buried hill zone, north-west and north-east and approximately east-west cracks in Cenozoic are very rich and the main directions in every fault block are different. Forecasting results that are also verified by those of drilling approximately accord with the data from well logging, the case of which shows that the technique has the better ability in forecasting cracks, and takes more effects on exploration and exploitation of crack reservoir beds in ancient buried hill reservoirs.

藏药材石榴籽超临界CO_2萃取成分的GC-MS分析

目的：用新方法提取藏药材石榴籽油,并对其进行化学成分分析,为石榴籽的药理研究和应用提供实验依据。方法：采用超临界CO_2萃取方法提取石榴籽的可溶性成分,并用气相色谱-质谱联用法对提取部位进行化学成分分析,峰面积归一化法计算各组分的相对含量。结果：共分离鉴定了10种化合物,主要成分含量为亚油酸40.0%、油酸22.7%、棕榈酸17.5%、硬脂酸9.0%及共轭亚油酸5.7%。结论：藏药材石榴籽的主要化学成分为亚油酸和油酸,两者含量共占全部提取物的62.7%。

Endothelial microparticles released in thrombotic thrombocytopenic purpura express von Willebrand factor and markers of endothelial activation

It has been suggested that endothelial apoptosis is a primary lesion in the pathogenesis of thrombotic thrombocytopenic purpura (TTP). We tested this hypothesis by examining the phenotypic signatures of endothelial microparticles (EMP) in TTP patients. In addition, the effect of TTP plasma on microvascular endothelial cells (MVEC) in culture was further delineated. EMP released by endothelial cells (EC) express markers of the parent EC; EMP released in activation carry predominantly CD54 and CD62E, while those in apoptosis CD31 and CD105. We investigated EMP release in vitro and in TTP patients. Following incubation of MVEC with TTP plasma, EMP and EC were analysed by flow cytometry for the expression of CD31, CD51, CD54, CD62E, CD105, CD106 and von Willebrand factor (VWF) antigen. EMP were also analysed in 12 TTP patients. In both EC and EMP, CD62E and CD54 expression were increased 3- to 10-fold and 8- to 10-fold respectively. However, CD31 and CD105 were reduced 40-60% in EC but increased twofold in EMP. VWF expression was found in 55 +/- 15% of CD62E(+) EMP. Markers of apoptosis were negative. In TTP patients, CD62E(+) and CD31(+)/CD42b(-) EMP were markedly elevated, and preceded and correlated well with a rise in platelet counts and a fall in lactate dehydrogenase. CD62E(+) EMP (60 +/- 20%) co-expressed VWF and CD62E. The ratio of CD31(+)/42b(-) to CD62E(+) EMP exhibited a pattern consistent with activation. In conclusion, our studies indicate endothelial activation in TTP. EMP that co-express VWF and CD62E could play a role in the pathogenesis of TTP.

我国制造业面临的内外形势及对策研究──抓住机遇,参加全球化敏捷生产体系

：本文从信息时代对人们认识上的影响，讨论了信息时代对生产、对统一的世界市场、对社会的影响。列举了世界经济进入新的繁荣期的特征。讨论了世界生产的形成和发展，市场竞争的三准则，市场竞争的各个历史阶段及全球化敏捷制造体系迅速发展的原因。分析了二十一世纪制造业面临的形势。详细地讨论了我国国有大中型企业的主要问题：1．产品问题；2．企业结构不合理；3．管理问题；4．质量问题；5．工艺手段和装备落后；6．历史包袱沉重等。提出了利用世界全球化生产体系发展的大好形势的三条对策：1．利用敏捷制造原理对企业进行重组；2．加速产品设计队伍的重建，增强新产品的设计能力；3．利用现代化手段实现现代化管理。

黔东—湘西早古生代岩石圈热状态与高产热率HHPRM型地幔源区

岩石圈热结构和热状态的研究对于大陆裂解、变质作用及活化构造形成机制等大陆动力学问题的研究十分重要。通过地球化学、构造地质学和综合分析，以贵州省镇远地区金伯利岩-钾镁煌斑岩和黔东-湘西一带的晚元古代地层为例，研究了扬子地块东南缘早古生代岩石圈热结构与热状态。提出高放射性元素产热率的HHPRM型地幔源区，进一步讨论HHPRM型地幔源区形成与演化的大陆动力学机制。认为古富集无幔（HHPRM型地幔源区）是镇远一带的早古生代钾镁煌斑岩-金伯利岩的岩浆源区，镇远地区金伯利岩-钾镁煌斑岩岩浆源区深度（H）在208-244km，形成温度在1547-1403℃间，该温度和深度范围属软流层，具有形成金刚石太床的地质条件。建议在贵州244km，形成温度在1547-1403℃间，该温度和深度范围属软流层，具有形成金刚石矿床的地质条件。建议在贵州-湖南-广西三省交界区的金伯利岩和钾镁煌斑岩岩群中应进一步开展金刚石矿床研究与勘查工作。

International market selection : Measuring actions instead of intentions

Alexander, N.; Rhodes, M.; and Myers, H. (2007). International market selection: measuring actions instead of intentions. Journal of Services Marketing. 21(6), pp.424-434 RAE2008

Characteristic Functions for Ergodic Tuples

Gohm, Rolf; Dey, S., 'Characteristic function for ergodic tuples', Integral Equations and Operator Theory 58(1) pp.43-63 RAE2008

Estimation of long-run parameters in unbalanced cointegration

This paper analyses the asymptotic properties of nonlinear least squares estimators of the long run parameters in a bivariate unbalanced cointegration framework. Unbalanced cointegration refers to the situation where the integration orders of the observables are different, but their corresponding balanced versions (with equal integration orders after filtering) are cointegrated in the usual sense. Within this setting, the long run linkage between the observables is driven by both the cointegrating parameter and the difference between the integration orders of the observables, which we consider to be unknown. Our results reveal three noticeable features. First, superconsistent (faster than √ n-consistent) estimators of the difference between memory parameters are achievable. Next, the joint limiting distribution of the estimators of both parameters is singular, and, finally, a modified version of the ‘‘Type II’’ fractional Brownian motion arises in the limiting theory. A Monte Carlo experiment and the discussion of an economic example are included.

Estimating stochastic volatility diffusion using conditional moments of integrated volatility

We exploit the distributional information contained in high-frequency intraday data in constructing a simple conditional moment estimator for stochastic volatility diffusions. The estimator is based on the analytical solutions of the first two conditional moments for the latent integrated volatility, the realization of which is effectively approximated by the sum of the squared high-frequency increments of the process. Our simulation evidence indicates that the resulting GMM estimator is highly reliable and accurate. Our empirical implementation based on high-frequency five-minute foreign exchange returns suggests the presence of multiple latent stochastic volatility factors and possible jumps. © 2002 Elsevier Science B.V. All rights reserved.

Long-term equity anticipation securities and stock market volatility dynamics

Recent empirical findings suggest that the long-run dependence in U.S. stock market volatility is best described by a slowly mean-reverting fractionally integrated process. The present study complements this existing time-series-based evidence by comparing the risk-neutralized option pricing distributions from various ARCH-type formulations. Utilizing a panel data set consisting of newly created exchange traded long-term equity anticipation securities, or leaps, on the Standard and Poor's 500 stock market index with maturity times ranging up to three years, we find that the degree of mean reversion in the volatility process implicit in these prices is best described by a Fractionally Integrated EGARCH (FIEGARCH) model. © 1999 Elsevier Science S.A. All rights reserved.

Volume, volatility, and leverage: A dynamic analysis

This paper uses dynamic impulse response analysis to investigate the interrelationships among stock price volatility, trading volume, and the leverage effect. Dynamic impulse response analysis is a technique for analyzing the multi-step-ahead characteristics of a nonparametric estimate of the one-step conditional density of a strictly stationary process. The technique is the generalization to a nonlinear process of Sims-style impulse response analysis for linear models. In this paper, we refine the technique and apply it to a long panel of daily observations on the price and trading volume of four stocks actively traded on the NYSE: Boeing, Coca-Cola, IBM, and MMM.

Nonparametric estimation of structural models for high-frequency currency market data

Empirical modeling of high-frequency currency market data reveals substantial evidence for nonnormality, stochastic volatility, and other nonlinearities. This paper investigates whether an equilibrium monetary model can account for nonlinearities in weekly data. The model incorporates time-nonseparable preferences and a transaction cost technology. Simulated sample paths are generated using Marcet's parameterized expectations procedure. The paper also develops a new method for estimation of structural economic models. The method forces the model to match (under a GMM criterion) the score function of a nonparametric estimate of the conditional density of observed data. The estimation uses weekly U.S.-German currency market data, 1975-90. © 1995.