Koncepcja ideowo-artystyczna zdjęć do filmu Tam i z powrotem. Opis autorski

.Koncepcja ideowo-artystyczna zdjęć do filmu Tam i z powrotem. Opis autorsk

Long memory of volatility measures in time series

The authors analyse relations between the long memory parameter of conditional variance and estimates of the long memory in squared residuals in FIGARCH models. The investigations are performed by means of simulations FIGARCH(0, d, 0) and FIGARCH(1, d, 1) models for selected parameters. Simulation results suggest, that estimates of the conditional variance long memory and the long memory in squared residuals can considerable differ. Moreover, only for small d positive relationship between the long memory estimates of squared residuals and the fractional integration parameter d of FIGARCH model can be observed.FIGARCH, long memory, simulations

Nanoscale spin-polarization in dilute magnetic semiconductor (In,Mn)Sb

Results of point contact Andreev reflection (PCAR) experiments on (In,Mn)Sb are presented and analyzed in terms of current models of charge conversion at a superconductor-ferromagnet interface. We investigate the influence of surface transparency, and study the crossover from ballistic to diffusive transport regime as contact size is varied. Application of a Nb tip to a (In,Mn)Sb sample with Curie temperature Tc of 5.4 K allowed the determination of spin-polarization when the ferromagnetic phase transition temperature is crossed. We find a striking difference between the temperature dependence of the local spin polarization and of the macroscopic magnetization, and demonstrate that nanoscale clusters with magnetization close to the saturated value are present even well above the magnetic phase transition temperature.Comment: 4 page