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International Journal on Advances in Information Sciences and Service Sciences最新文献

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A DCT-based Dual Watermark Scheme for Image Authentication and Recovery 一种基于dct的图像认证与恢复双水印方案
Pub Date : 2013-07-31 DOI: 10.4156/AISS.VOL5.ISSUE12.7
Chinchen Chang, Chia-Chen Lin, Li-Ting Liao
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引用次数: 0
Relationship between returns volatility and trading activity: Evidence from Chinese non-ferrous metals futures market 收益波动率与交易活动的关系:来自中国有色金属期货市场的证据
Pub Date : 2013-07-31 DOI: 10.4156/AISS.VOL5.ISSUE12.13
Yi-ding Yue, Duchi Liu, Shangkun Xu
As one of the largest non-ferrous metals futures trading markets, Chinese non-ferrous metals futures market plays an important part in the world. However, research based on Chinese futures market of the price-volume relation is rather sparse. This paper studies the relation between returns volatility and trading activity of copper and aluminum futures in Chinese non-ferrous metals futures market on the basis of mixture distribution hypothesis. In addition, we divide the daily volatility of futures market into overnight volatility and trading volatility to distinguish between international market and local market. To discriminate between the impact of the market trends and of innovation on returns volatility, we also divide trading activity into expected and unexpected part on the basis of Gallant et al. and Bessembinder et al. The results show that the returns volatility increases when the trading is frequent, whereas it decreases when open interest increases. Furthermore, the trading activity and international market have a greater influence on aluminum futures than on copper futures.
中国有色金属期货市场是世界上最大的有色金属期货交易市场之一,在世界有色金属期货市场中占有重要地位。然而,基于中国期货市场的价量关系研究却相当稀少。本文在混合分布假设的基础上,研究了中国有色金属期货市场铜铝期货的收益波动与交易活跃度的关系。此外,我们将期货市场的每日波动率分为隔夜波动率和交易波动率,以区分国际市场和本地市场。为了区分市场趋势和创新对收益波动的影响,我们还在Gallant et al.和Bessembinder et al.的基础上将交易活动分为预期部分和非预期部分。结果表明,当交易频繁时,收益率波动率增大,而当持仓量增加时,收益率波动率减小。此外,交易活动和国际市场对铝期货的影响大于对铜期货的影响。
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引用次数: 1
Measuring the Government Support for Tourism Governance 测度政府对旅游治理的支持
Pub Date : 2013-07-31 DOI: 10.4156/AISS.VOL5.ISSUE12.28
Wang Yan, Zhang Hui
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引用次数: 0
Productivity Level, Export Variety of Differentiated Goods and Number of Export Destination Countries 生产率水平、差别化商品出口品种与出口目的国数量
Pub Date : 2013-07-31 DOI: 10.4156/AISS.VOL5.ISSUE12.15
B. Hu, F. Li, Meiyang Yuan
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引用次数: 0
Analysis of the Realm of Quality-oriented Education based on the Integration of Sciences and Humanities 基于科学与人文融合的素质教育领域分析
Pub Date : 2013-07-31 DOI: 10.4156/AISS.VOL5.ISSUE12.12
Jiang Guoju, Huang Chuan
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引用次数: 0
Performance Analysis of Mobile IP Extension with Hybrid Paging Support 支持混合寻呼的移动IP扩展性能分析
Pub Date : 2013-07-31 DOI: 10.4156/AISS.VOL5.ISSUE12.4
Jihoon Lee, Eugene Rhee
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引用次数: 0
Effective Sequence Representation in Predicting Web Page Accessibility 预测网页可访问性的有效序列表示
Pub Date : 2013-07-31 DOI: 10.4156/aiss.vol5.issue12.20
Thanakorn Pamutha, S. Chimphlee, C. Kimpan, P. Sanguansat
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引用次数: 0
City Tourism Competitiveness Evaluation by Analytic Hierarchy Process 基于层次分析法的城市旅游竞争力评价
Pub Date : 2013-07-31 DOI: 10.4156/AISS.VOL5.ISSUE12.16
Qi Dan
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引用次数: 0
A Study on Distribution Problems of Emergency Logistics Network with Dynamic Changes in Nodes' Demand 考虑节点需求动态变化的应急物流网络分布问题研究
Pub Date : 2013-07-31 DOI: 10.4156/aiss.vol5.issue12.14
Y. Qu, Yong Li, Ge Huang, Ze Ren
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引用次数: 0
Performance influence of LED beam on indoor visible light communication LED光束对室内可见光通信性能的影响
Pub Date : 2013-07-31 DOI: 10.4156/AISS.VOL5.ISSUE12.30
Jinguo Quan, Weihao Liu, Shuang Jin, Yan Zhang
{"title":"Performance influence of LED beam on indoor visible light communication","authors":"Jinguo Quan, Weihao Liu, Shuang Jin, Yan Zhang","doi":"10.4156/AISS.VOL5.ISSUE12.30","DOIUrl":"https://doi.org/10.4156/AISS.VOL5.ISSUE12.30","url":null,"abstract":"","PeriodicalId":161961,"journal":{"name":"International Journal on Advances in Information Sciences and Service Sciences","volume":"145 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132194957","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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International Journal on Advances in Information Sciences and Service Sciences
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