Long Memory Features in Return and Volatility of the Malaysian Stock Market

This study aims to investigate the existence of long memory in the Malaysian stock market utilizing daily stock price index from the period 1998:09 to 2009:12. Various ARFIMA-G(ARCH)-type models have been taken into consideration to address this issue, which has led to several interesting conclusions. Firstly, the long memory property exists in both the return and volatility, with and without incorporating the crisis impact. Secondly, the stock volatility is found to be experiencing significant leverage effect especially with the inclusion of the impact of crisis. This implies that the volatility has the tendency to respond to bad news more than good news as compared to the other periods under study. Thirdly, among the various G(ARCH)-type models with different innovation distributions, the Student-t distribution provides better specifications in terms of the long memory volatility processes. In summary, ARFIMA-FIAPARCH model is found to be the most appropriate method of presenting the stylized facts of stock return and volatility in Malaysia.long memory property, leverage effect, ARFIMA-G(ARCH) models

Wideband L-Probe Fed Inverted Hybrid E-H Microstrip Patch Antennas For IMT-2000 Band

This Paper Presents A Novel Wideband L-Probe Fed Inverted Hybrid E-H Shaped Microstrip Patch Antenna (LIEH) Covering The International Mobile Telecommunications - 2000 (IMT-2000) Band. The Design Adopts Contemporary Techniques; L-Probe Feeding, Inverted Patch Structure With Air-Filled Dielectric, And Slotted Patch. The Composite Effect Of Integrating These Techniques And Introducing The Novel E-H Patch Shaped Offers A Low Profile, Broadband, High Gain, Low Crosspolarization, And Compact Antenna Element. Measurement Result Showed Satisfactory Performance With An Achievable Bandwidth Of 17.20% At 14 Db Return Loss (SWR = 1.5), Maximum Achievable Gain Of 8 Dbi With 1 Db Gain Variations, And Crosspolarization Level Of 23 Db Below The Main Lobe Level. The LIEH Patch Has A Compact Dimension Of 79 × 41 Mm2. The Design Is Suitable For Array Applications Especially For IMT-2000 Base Station Antenna

Stacked microstrip patch antenna for high gain application

A novel design technique for enhancing gain that improves the performance of a conventional microstrip patch antenna is proposed. This research addresses a novel wideband probe fed inverted stacked multiple slotted microstrip patch antenna. The design adopts contemporary techniques; probe feeding, inverted patch structure and stacked multiple slotted patch. The composite effect of integrating these techniques and by introducing the novel multiple shaped patch, offer a low profile, broadband, high gain and compact antenna element. The result showed satisfactory performance with maximum achievable gain of about 11.42 dBi. The design is suitable for array applications especially for base station

Study on EM Absorption Analysis of Mobile Handset Antenna

The development of the low SAR handset antenna with the apparition of advanced handset devices is presented in this paper. The main objective of the paper is to give an overview of the development of handset antenna with reducing specific absorption rate (SAR) and satisfying market demand in the last years. The development of handset antenna with higher efficiency, compact size, cost effective, multiband and Low SAR are studied for several types of antenn

Analysis of Mobile Phone Antenna Performance within the Head and Hand Phantoms

This paper proposes the effect of the hand-hold position on the electromagnetic (EM) wave interaction of a candy bar type and clamshell type cellular handset and a human head and hand is investigated. The human hand influences the performance of terminal antennas, and it is the main cause for absorption and  detuning. In spite of its importance in mobile-phone design and validation processes, it is still complicated to take it into account because a lack of knowledge in the area. In this paper, a rigorous investigation methodology is described for the study of candy bar, and clam shell mobile phone CAD model is used to numerically investigate the effect of hand phantom of mobile phone antenna radiation performance. The simulation results show that mobile phone grip styles of the hand phantom material properties, wrist and length, and hand phantom sizes and different positions is the important parameter to antenna performance. The grip style has direct implications in  the definition of phantom head. The preference of the handset with respect to the side of the user’s head depends on the mobile phone form factor and size. The results established high reliability and suitability for providing decision rationale for the design of complex high-end multi-band mobile phones

Design of a microstrip antenna on Duroid 5870 substrate material for Ku and K-band applications

U ovom je radu prikazana mikrostrip antena na podlozi Duroid 5870 za aplikacije Ku i K pojasa. Predložena se antena sastoji od kružnih i pravokutnih nizova tiskanih na dielektričnom materijalu podloge Duroid 5870, a pobuđuje ju 50 Ω mikrostrip dalekovod. HFSS elektromagnetski solver visoke frekvencije uzet u obzir u ovoj studiji temelji se na metodi konačnih elemenata (MKE). Antena generira dvije odvojene rezonantne frekvencije za pokrivanje Ku i K-pojasa. Ima područje impedancije (2:1 VSWR) od 1,11 GHz (16,14 ÷ 15,03 GHz) na donjem pojasu i širinu pojasa od 1,15 GHz (20,99 ÷ 19,84 GHz) na gornjem pojasu. Postigla je stabilan kružni dijagram zraćenja u operativnom frekvencijskom pojasu. Predstavljeni su i detaljno raspravljeni učinkovitost, raspodjela struje, VSWR te povratni gubitci predložene antene.A microstrip antenna on Duroid 5870 substrate material has been presented for Ku and K-band applications in this paper. The proposed antenna has consisted of circular and rectangular slots printed on Duroid 5870 dielectric substrate material and excited by a 50 Ω microstrip transmission line. High frequency electromagnetic solver HFSS has been taken into account in this study based on the Finite Element Method (FEM). The antenna has generated two separate resonant frequencies to cover Ku and K-band. It has an impedance bandwidth (2:1 VSWR) of 1,11 GHz (16,14 ÷ 15,03 GHz) on the lower band and a bandwidth of 1,15 GHz (20,99 ÷ 19,84 GHz) on the upper band. It has achieved a stable omni-directional radiation pattern in the operating frequency band. The efficiency, current distribution, VSWR, return loss of the proposed antenna have been presented and discussed in detail