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  • 1
    Electronic Resource
    Electronic Resource
    MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY (1994)
    Oxford, UK : Blackwell Publishing Ltd
    Mathematical finance 4 (1994), S. 0 
    Details
    ISSN: 1467-9965
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Mathematics , Economics
    Notes: Diffusion models for volatility have been used to price options while ARCH models predominate in descriptive studies of asset volatility. This paper compares a discrete-time approximation of a popular diffusion model with ARCH models. These volatility models have many siimilarities but the models make different assumptions about how the magnitude of price responses to information alters volatility and the amount of subsequent information. Several volatility models are estimated for daily DM/ exchange rates from 1978 to 1990.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1111/j.1467-9965.1994.tb00057.x
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  • 2
    Electronic Resource
    Electronic Resource
    THE EFFICIENCY OF THE INTERNATIONAL MONEY MARKETS: A COMMENT (1984)
    Oxford, UK : Blackwell Publishing Ltd
    Journal of business finance & accounting 11 (1984), S. 0 
    Details
    ISSN: 1468-5957
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Economics
    Notes: McInish and Puglisi reccntly claimed that weak form efficiency should be tested by runs tests and not autocorrelation tests, when returns are not Normal. It is the opinion of this author however, that autocorrelation tests are not invalidated by a non-Normal distribution. Furthermore, it can be shown that the runs test has lower power than autocorrelation tests and ihat the runs test is not preferable.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1111/j.1468-5957.1984.tb00773.x
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  • 3
    Electronic Resource
    Electronic Resource
    Discussion of On the Existence of Visual Technical Patterns in the UK Stock Market (2003)
    Oxford, UK : Blackwell Science Ltd
    Journal of business finance & accounting 30 (2003), S. 0 
    Details
    ISSN: 1468-5957
    Source: Blackwell Publishing Journal Backfiles 1879-2005
    Topics: Economics
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1111/1468-5957.00002
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  • 4
    Electronic Resource
    Electronic Resource
    Correlations for damage in diffused-junction InP solar cells induced by electron and proton irradiation (1997)
    [S.l.] : American Institute of Physics (AIP)
    Journal of Applied Physics 81 (1997), S. 6013-6018 
    Details
    ISSN: 1089-7550
    Source: AIP Digital Archive
    Topics: Physics
    Notes: The damage to diffused-junction n+-p InP solar cells induced by electron and proton irradiations over a wide range of energy from 0.5 to 3 MeV and 0.015 to 20 MeV, respectively, has been examined. The experimental electron and proton damage coefficients have been analyzed in terms of displacement damage dose, which is the product of the particle fluence and the calculated nonionizing energy loss [G. P. Summers, E. A. Burke, R. Shapiro, S. R. Messenger, and R. J. Walters, IEEE Trans. Nucl. Sci. 40, 1300 (1993).] Degradation of InP cells due to irradiation with electrons and protons with energies of more than 0.5 MeV show a single curve as a function of displacement damage dose. Based on the deep-level transient spectroscopy analysis, damage equivalence between electron and proton irradiation is discussed. InP solar cells are confirmed to be substantially more radiation resistant than Si and GaAs-on-Ge cells. © 1997 American Institute of Physics.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1063/1.364449
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  • 5
    Electronic Resource
    Electronic Resource
    Deep level analysis of radiation-induced defects in Si crystals and solar cells (1999)
    [S.l.] : American Institute of Physics (AIP)
    Journal of Applied Physics 86 (1999), S. 217-223 
    Details
    ISSN: 1089-7550
    Source: AIP Digital Archive
    Topics: Physics
    Notes: Deep level transient spectroscopy (DLTS) analysis of radiation-induced defects in p-type Si crystals and solar cells has been carried out to clarify the mechanism of the anomalous degradation of Si n+–p–p+ structure space cells induced by high-energy, high-fluence electron/proton irradiations. A large concentration of a minority-carrier trap with an activation energy of about 0.18 eV has been observed in irradiated p-Si using DLTS measurements, as well as the majority-carrier traps at around Ev+0.18 eV and Ev+0.36 eV, Correlations between DLTS data and solar-cell properties for irradiated and annealed Si diodes and solar cells have shown that type conversion of p-Si base layer from p-type to n-type is found to be mainly caused by introduction of the 0.18 eV minority-carrier trap center, that is, this center acts as a deep-donor center. The Ev+0.36 eV majority-carrier trap center is thought to also act as a recombination center that decreases minority-carrier lifetime (diffusion length). Moreover, origins of radiation-induced defects in heavily irradiated p-Si and generation of deep-donor defect has also been discussed. © 1999 American Institute of Physics.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1063/1.370698
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  • 6
    Electronic Resource
    Electronic Resource
    Analysis of structure change of Si solar cells irradiated with high fluence electrons (1999)
    [S.l.] : American Institute of Physics (AIP)
    Journal of Applied Physics 85 (1999), S. 1916-1920 
    Details
    ISSN: 1089-7550
    Source: AIP Digital Archive
    Topics: Physics
    Notes: An anomalous increase in short-circuit current of Si space solar cells, followed by an abrupt decrease and cell failure has been induced by fluences greater than 1016 cm−2 of 1 MeV electrons. This can be explained by a reduction in carrier concentration of the base region, in addition to a decrease of minority-carrier diffusion length. A change in the spectral response has been observed along the change in the short-circuit current. The spectral response has been modeled to account for radiation-induced changes in the cell structure. The results show that the junction depth increases when the degradation occurs. Also, spectral response after cell failure has been explained by conduction-type conversion of the base layer. This conversion is confirmed by a cross-sectional electron-beam-induced current signal. A mechanism for these phenomena has been proposed, which consists of the generation of vacancies and the vacancy-mediated diffusion of phosphorous. © 1999 American Institute of Physics.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1063/1.369184
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  • 7
    Electronic Resource
    Electronic Resource
    Minority-carrier injection-enhanced annealing of radiation damage to InGaP solar cells (1997)
    Woodbury, NY : American Institute of Physics (AIP)
    Applied Physics Letters 70 (1997), S. 2180-2182 
    Details
    ISSN: 1077-3118
    Source: AIP Digital Archive
    Topics: Physics
    Notes: The observation of minority-carrier injection-enhanced annealing of radiation-induced defects in InGaP is reported. 1-MeV electron irradiation results demonstrate superior radiation-resistance of InGa0.5P0.5 solar cells compared to GaAs-on-Ge cells. Moreover, minority-carrier injection under forward bias conditions is shown to enhance defect annealing in InGaP and to result in the recovery of InGaP solar cell properties. These results suggest that the radiation-resistance of InGaP-based devices such as InGaP/GaAs(/Ge) multijunction solar cells and InGaP(As) light-emitting devices is further improved under minority-carrier injection condition. © 1997 American Institute of Physics.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1063/1.119034
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  • 8
    Electronic Resource
    Electronic Resource
    High-energy and high-fluence proton irradiation effects in silicon solar cells (1996)
    [S.l.] : American Institute of Physics (AIP)
    Journal of Applied Physics 80 (1996), S. 4916-4920 
    Details
    ISSN: 1089-7550
    Source: AIP Digital Archive
    Topics: Physics
    Notes: We have examined proton irradiation damage in high-energy (1–10 MeV) and high-fluence ((approximately-greater-than)1013 cm−2) Si n+-p-p+ structure space solar cells. Radiation testing has revealed an anomalous increase in short-circuit current Isc followed by an abrupt decrease and cell failure, induced by high-fluence proton irradiation. We propose a model to explain these phenomena by expressing the change in carrier concentration p of the base region as a function of the proton fluence in addition to the well-known model where the short-circuit current is decreased by minority-carrier lifetime reduction after irradiation. The reduction in carrier concentration due to majority-carrier trapping by radiation-induced defects has two effects. First, broadening of the depletion layer increases both the generation–recombination current and also the contribution of the photocurrent generated in this region to the total photocurrent. Second, the resistivity of the base layer is increased, resulting in the abrupt decrease in the short circuit current and failure of the solar cells. © 1996 American Institute of Physics.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1063/1.363534
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  • 9
    Electronic Resource
    Electronic Resource
    Type conversion in irradiated silicon diodes (1997)
    Woodbury, NY : American Institute of Physics (AIP)
    Applied Physics Letters 70 (1997), S. 2165-2167 
    Details
    ISSN: 1077-3118
    Source: AIP Digital Archive
    Topics: Physics
    Notes: We have observed conversion from p- to n-type of the base layer of n+(backward-slash)p(backward-slash)p+ silicon diodes irradiated with more than roughly 5×1016 cm−2 1 MeV electrons. Annealing for 15 min at 200 °C results in a recovery of p-type conduction in diodes in which type conversion had been induced. Solar cells which employ the same diode structure are severely degraded by irradiation with more than 1016 cm−2 1 MeV electrons and show only a weak infrared response after irradiation with 1017 cm−2 1 MeV electrons, consistent with the creation of an n+(backward-slash)n(backward-slash)p structure due to type conversion. © 1997 American Institute of Physics.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1063/1.118946
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  • 10
    Electronic Resource
    Electronic Resource
    Superior radiation-resistant properties of InGaP/GaAs tandem solar cells (1997)
    Woodbury, NY : American Institute of Physics (AIP)
    Applied Physics Letters 70 (1997), S. 1566-1568 
    Details
    ISSN: 1077-3118
    Source: AIP Digital Archive
    Topics: Physics
    Notes: The observation of minority-carrier injection-enhanced annealing of radiation damage to InGa0.5P0.5/GaAs tandem solar cells is reported. Radiation resistance of InGaP/GaAs tandem solar cells as is similar with GaAs-on-Ge cells have been confirmed with 1 MeV electron irradiations. Moreover, minority-carrier injection under light illumination and forward bias conditions is shown to enhance defect annealing in InGaP and to result in the recovery of InGaP/GaAs tandem solar cell properties. These results suggest that the InGaP/GaAs(/Ge) multijunction solar cells and InGaP-based devices have great potential for space applications. © 1997 American Institute of Physics.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1063/1.118618
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