Estimation and tests for power-transformed and threshold GARCH models

Consider a class of power transformed and threshold GARCH(p,q) (PTTGRACH(p,q)) model, which is a natural generalization of power-transformed and threshold GARCH(1,1) model in Hwang and Basawa (2004) and includes the standard GARCH model and many other models as special cases. We ¯rst establish the asymptotic normality for quasi-maximum likelihood estimators (QMLE) of the parameters under the condition that the error distribution has ¯nite fourth moment. For the case of heavy-tailed errors, we propose a least absolute deviations estimation (LADE) for PTTGARCH(p,q) model, and prove that the LADE is asymptotically normally distributed under very weak moment conditions. This paves the way for a statistical inference based on asymptotic normality for heavy-tailed PTTGARCH(p,q) models. As a consequence, we can construct the Wald test for GARCH structure and discuss the order selection problem in heavy-tailed cases. Numerical results show that LADE is more accurate than QMLE for heavy tailed errors. Furthermore the theory is applied to the daily returns of the Hong Kong Hang Seng Index, which suggests that asymmetry and nonlinearity could be present in the ¯nancial time series and the PTTGARCH model is capable of capturing these characteristics. As for the probabilistic structure of PTTGARCH(p,q), we give in the appendix a necessary and su±cient condition for the existence of a strictly stationary solution of the model, the existence of the moments and the tail behavior of the strictly stationary solution

Suppression of low-energy Andreev states by a supercurrent in YBa_2Cu_3O_7-delta

We report a coherence-length scale phenomenon related to how the high-Tc order parameter (OP) evolves under a directly-applied supercurrent. Scanning tunneling spectroscopy was performed on current-carrying YBa_2Cu_3O_7-delta thin-film strips at 4.2K. At current levels well below the theoretical depairing limit, the low-energy Andreev states are suppressed by the supercurrent, while the gap-like structures remain unchanged. We rule out the likelihood of various extrinsic effects, and propose instead a model based on phase fluctuations in the d-wave BTK formalism to explain the suppression. Our results suggest that a supercurrent could weaken the local phase coherence while preserving the pairing amplitude. Other possible scenarios which may cause the observed phenomenon are also discussed.Comment: 6 pages, 4 figures, to appear in Physical Review

Microphase transitions of block copolymer/homopolymer under shear flow

Cell dynamics simulation is used to investigate the phase behavior of block copolymer/homopolymer mixture subjected to a steady shear flow. Phase transitions occur from transverse to parallel and then to perpendicular lamellar structure with an increase of shear rate and this is the result of interaction between the shear flow and the concentration fluctuation. Rheological properties, such as normal stress differences and shear viscosity, are all closely related with the direction of the lamellae. Furthermore, we specifically explore the phase behavior and the order parameter under weak and strong shear of two different initial states, and realize the importance of the thermal history. It is necessary to apply the shear field at the appropriate time if we want to get what we want. These results provide an easy method to create ordered, defect-free materials in experiment and engineering technology through imposing shear flow.Comment: 14 pages, 9 figure

Tackling Challenges in Seebeck Coefficient Measurement of Ultra-High Resistance Samples with an AC Technique

Seebeck coefficient is a widely studied semiconductor property. Conventional Seebeck coefficient measurements are based on DC voltage measurement. Normally this is performed on samples with moderate resistances (e.g., below a few MΩ level). Certain semiconductors are intrinsic and highly resistive. Many examples can be found in optical and photovoltaic materials. The hybrid halide perovskites that have gained extensive attention recently are a good example. Despite great attention from the materials and physics communities, few successful studies exist of the Seebeck coefficient of these compounds, for example CH3NH3PbI3. An AC-technique-based Seebeck coefficient measurement is reported, which makes high-quality Seebeck voltage measurements on samples with resistances up to the 100 GΩ level. This is achieved through a specifically designed setup to enhance sample isolation and increase capacitive impedance. As a demonstration, Seebeck coefficient measurement of a CH3NH3PbI3 thin film is performed at dark, with sample resistance 150 GΩ, and found S = +550 µV K−1. The strategy reported could be applied to the studies of fundamental transport parameters of all intrinsic semiconductors that have not been feasible

Carbon-doped ZnO: A New Class of Room Temperature Dilute Magnetic Semiconductor

We report magnetism in carbon doped ZnO. Our first-principles calculations based on density functional theory predicted that carbon substitution for oxygen in ZnO results in a magnetic moment of 1.78 $\mu_B$ per carbon. The theoretical prediction was confirmed experimentally. C-doped ZnO films deposited by pulsed laser deposition with various carbon concentrations showed ferromagnetism with Curie temperatures higher than 400 K, and the measured magnetic moment based on the content of carbide in the films ($1.5 - 3.0 \mu_B$ per carbon) is in agreement with the theoretical prediction. The magnetism is due to bonding coupling between Zn ions and doped C atoms. Results of magneto-resistance and abnormal Hall effect show that the doped films are $n$-type semiconductors with intrinsic ferromagnetism. The carbon doped ZnO could be a promising room temperature dilute magnetic semiconductor (DMS) and our work demonstrates possiblity of produing DMS with non-metal doping.Comment: REVtex source with 4 figures in eps forma