Results 71 to 80 of about 4,490,241 (206)

Tempered stable and tempered infinitely divisible GARCH models [PDF]

In this paper, we introduce a new GARCH model with an infinitely divisible distributed innovation, referred to as the rapidly decreasing tempered stable (RDTS) GARCH model.
Rachev, Svetlozar T., Bianchi, Michele Leonardo, Kim, Young Shin, Fabozzi, Frank J.   +3 more
core   +1 more source

Influence and Mechanism of Crack Morphology on Post-Fracture Stiffening Effect of SG-laminated Glass

Shanghai Jiaotong Daxue xuebao
The effect of tension stiffening allows SG-laminated tempered glass to preserve specific post-fracture mechanical performance, which is significantly influenced by crack morphology, including fragment density and distribution.
PENG Shennan, YANG Jian, WANG Xing’er, LU Mincheng, ZHU Yuhan
doaj   +1 more source

Use of tempered stable distributions in GARCH(1, 1) models

Журнал Белорусского государственного университета: Математика, информатика, 2018
Use of classical and modified tempered stable distributions for GARCH models is considered in the paper. Such models are applied for the analysis of financial and economic time series, which have several special properties: volatility clustering, heavy ...
Uladzimir S. Tserakh
doaj  

Fitting Accumulated Stock Returns with Tempered Skew t-Distribution

We analyze the distributions of historic S&P500 multi-day returns for the number of days of accumulation from 20 to 120. With the increase in the number of days of accumulation, we observe clear tempering of power-law tails toward a seemingly finite ...
Siqi Shao, Rostislav Serota
core   +1 more source

Effect of Rare Earth Y on Microstructure and Mechanical Properties of High-Carbon Chromium Bearing Steel

Metals
The effect of rare earth Y on the microstructure and properties of high-carbon chromium bearing steel in different heat treatment processes has been studied. The microstructure and mechanical properties of the bearing steel under hot rolled, annealed and
Wenwen Xu, Luhua Liu, Qing Yang, Wei Zhou, Diqiang Luo, Cunchang Jiang, Binbing Yin, Chaobin Lai   +7 more
doaj   +1 more source

Effect of Quenching and Partitioning on Microstructure, Impact Toughness and Wear Resistance of a Gray Cast Iron

Metals
This study investigates the influence of quenching and partitioning (Q&P) on the microstructure, hardness, wear resistance, and impact toughness of GG25 gray cast iron, in comparison with as-cast, quenched, quenched-and-tempered, and austempered ...
Edson Luiz da Silva Junior, Fábio Edson Mariani, Selauco Vurobi Junior, Camila Yuri Negrão Konno, Adriano Corrêa Batista, Tiago Manoel de Oliveira Santos, Mariana Botelho Barbosa, Kahl Dick Zilnyk   +7 more
doaj   +1 more source

Effects of ultrasonic treatment on the microstructures and hardening of Al–Cu–Mg–Ag alloys

Journal of Materials Research and Technology
The influence of ultrasonic treatment (UT) on the microstructure morphology and hardness of Al–Cu–Mg–Ag alloy is systematically investigated by a combination of electron backscatter diffraction (EBSD), x-ray diffraction (XRD), scanning electron ...
Pan Mao, Jixiang Wang, Song Bai, Zhiyi Liu   +3 more
doaj   +1 more source

Experimental study on single value fluctuation of impact work in 700 MPa low-alloy tempering plate

Journal of Materials Research and Technology
The single value fluctuation of impact work occurs frequently in high strength steel, especially for medium or super thick plates. With respect to the single value fluctuation of impact work in 700 MPa low alloy thin tempered plate, the present study ...
Qing Yuan, Le Xiong, Wen Liang, Ning Liu, Zhongbo Li, Guang Xu   +5 more
doaj   +1 more source

Low-Temperature Tempering to Tailor Microstructure, Mechanical and Contact Fatigue Performance in the Carburized Layer of an Alloy Steel for Heavy-Duty Gears

Metals
Taking a typical carburized alloy steel for heavy-duty gears as the research object, this work regulates carburizing–quenching and tempering processes to conduct a layer-by-layer analysis of gradient-distributed microstructures and mechanical properties ...
Qingliang Li, Jian Wang, Gang Cheng, Qing Tao   +3 more
doaj   +1 more source

Modelling Income Using the Generalised Lambda Distribution

, 2008
In the present article we propose the generalised lambda distribution as a model for income data. The quantile measures of location, dispersion, skewness, and kurtosis of the distribution are matched against the corresponding measures derived from the ...
Nair, K.R. Muraleedharan, Nair, N. Unnikrishnan, Haridas, Haritha N.   +2 more
core