59 research outputs found
Financial correlations at ultra-high frequency: theoretical models and empirical estimation
A detailed analysis of correlation between stock returns at high frequency is
compared with simple models of random walks. We focus in particular on the
dependence of correlations on time scales - the so-called Epps effect. This
provides a characterization of stochastic models of stock price returns which
is appropriate at very high frequency.Comment: 22 pages, 8 figures, 1 table, version to appear in EPJ
Structure and apparent topography of TiO2 (110) surfaces
We present self-consistent ab-initio total-energy and electronic-structure
calculations on stoichiometric and non-stoichiometric TiO2 (110) surfaces.
Scanning tunneling microscopy (STM) topographs are simulated by calculating the
local electronic density of states over an energy window appropriate for the
experimental positive-bias conditions. We find that under these conditions the
STM tends to image the undercoordinated Ti atoms, in spite of the physical
protrusion of the O atoms, giving an apparent reversal of topographic contrast
on the stoichiometric 1x1 or missing-row 2x1 surface. We also show that both
the interpretation of STM images and the direct comparison of surface energies
favor an added-row structure over the missing-row structure for the
oxygen-deficient 2x1 surface.Comment: 6 pages, two-column style with 5 postscript figures embedded. Uses
REVTEX and epsf macros. Also available at
http://www.physics.rutgers.edu/~dhv/preprints/index.html#ng_tio
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