Altos hornos y fábrica de hierros de la Sociedad Metalúrgica Duro y Compañía, La Felguera (provincia de Oviedo) : contestación al interrogatorio hecho por la Comisión Especial Arancelaria /

Autor tomado de p. 64.

Impact of Supreme Court's ruling in Duro v. Reina : hearing before the Select Committee on Indian Affairs, United States Senate, One Hundred Second Congress, first session, on S. 962 ... S. 963 ... May 9, 1991, Washington, DC.

"June 12, 1991, Washington, DC"--Pt. 2.

Una charla con José Gutiérrez Gómez : y en el poder ser más duro con los de arriba y más blando con los de abajo

Fondo Margaritainés Restrepo

Simulação computacional de medidas estereológicas em estruturas de metal duro (WC-Co)

This work focuses on the creation and applications of a dynamic simulation software in order to study the hard metal structure (WC-Co). The technological ground used to increase the GPU hardware capacity was Geforce 9600 GT along with the PhysX chip created to make games more realistic. The software simulates the three-dimensional carbide structure to the shape of a cubic box where tungsten carbide (WC) are modeled as triangular prisms and truncated triangular prisms. The program was proven effective regarding checking testes, ranging from calculations of parameter measures such as the capacity to increase the number of particles simulated dynamically. It was possible to make an investigation of both the mean parameters and distributions stereological parameters used to characterize the carbide structure through cutting plans. Grounded on the cutting plans concerning the analyzed structures, we have investigated the linear intercepts, the intercepts to the area, and the perimeter section of the intercepted grains as well as the binder phase to the structure by calculating the mean value and distribution of the free path. As literature shows almost consensually that the distribution of the linear intercepts is lognormal, this suggests that the grain distribution is also lognormal. Thus, a routine was developed regarding the program which made possible a more detailed research on this issue. We have observed that it is possible, under certain values for the parameters which define the shape and size of the Prismatic grain to find out the distribution to the linear intercepts that approach the lognormal shape. Regarding a number of developed simulations, we have observed that the distribution curves of the linear and area intercepts as well as the perimeter section are consistent with studies on static computer simulation to these parameters.

Electronic states of trans-polyacetylene, poly(p-phenylene vinylene) and sp-hybridised carbon species in amorphous hydrogenated carbon probed by resonant Raman scattering

Inclusions of sp-hybridised, trans-polyacetylene [trans-(CH)x] and poly(p-phenylene vinylene) (PPV) chains are revealed using resonant Raman scattering (RRS) investigation of amorphous hydrogenated carbon (a-C:H) films in the near IR – UV range. The RRS spectra of trans-(CH)x core Ag modes and the PPV CC-H phenylene mode are found to transform and disperse as the laser excitation energy ћωL is increased from near IR through visible to UV, whereas sp-bonded inclusions only become evident in UV. This is attributed to ћωL probing of trans-(CH)x chain inhomogeneity and the distribution of chains with varying conjugation length; for PPV to the resonant probing of phelynene ring disorder; and for sp segments, to ћωL probing of a local band gap of end-terminated polyynes. The IR spectra analysis confirmed the presence of sp, trans-(CH)x and PPV inclusions. The obtained RRS results for a-C:H denote differentiation between the core Ag trans-(CH)x modes and the PPV phenylene mode. Furthermore, it was found that at various laser excitation energies the changes in Raman spectra features for trans-(CH)x segments included in an amorphous carbon matrix are the same as in bulk trans-polyacetylene. The latter finding can be used to facilitate identification of trans-(CH)x in the spectra of complex carbonaceous materials.

Are combination forecasts of S&P 500 volatility statistically superior?

Forecasting volatility has received a great deal of research attention, with the relative performances of econometric model based and option implied volatility forecasts often being considered. While many studies find that implied volatility is the pre-ferred approach, a number of issues remain unresolved, including the relative merit of combining forecasts and whether the relative performances of various forecasts are statistically different. By utilising recent econometric advances, this paper considers whether combination forecasts of S&P 500 volatility are statistically superior to a wide range of model based forecasts and implied volatility. It is found that a combination of model based forecasts is the dominant approach, indicating that the implied volatility cannot simply be viewed as a combination of various model based forecasts. Therefore, while often viewed as a superior volatility forecast, the implied volatility is in fact an inferior forecast of S&P 500 volatility relative to model-based forecasts.

The jump component of S&P 500 volatility and the VIX index

Much research has investigated the differences between option implied volatilities and econometric model-based forecasts. Implied volatility is a market determined forecast, in contrast to model-based forecasts that employ some degree of smoothing of past volatility to generate forecasts. Implied volatility has the potential to reflect information that a model-based forecast could not. This paper considers two issues relating to the informational content of the S&P 500 VIX implied volatility index. First, whether it subsumes information on how historical jump activity contributed to the price volatility, followed by whether the VIX reflects any incremental information pertaining to future jump activity relative to model-based forecasts. It is found that the VIX index both subsumes information relating to past jump contributions to total volatility and reflects incremental information pertaining to future jump activity. This issue has not been examined previously and expands our understanding of how option markets form their volatility forecasts.