Duration,Ultra-High-Frequency Volatility and Value-at-Risk:Forecasting Financial Market Risk Using Intraday Information

By using ultrasonic frequency,pulse transmission technique was used to probe the dispersion and attenuation mechanism of flu- id-saturated rock in laboratory.

The desulfurization rate presented a positive relationship with the ultrasonic power,but a negative relationship with ultrasonic frequency within the range of 25 kHz to 60 kHz.

The effects of distance between the feedback mirrors (plane mirror or phase conjugate mirror) and laser on the laser intensity fluctuation and fluctuation frequency are abserved.

In this paper, after considering Kerr nonlinear effect,group velocity dispersion of host,gain spectrum,gain saturation of amplifying medium and frequency fluctuation of optic pulse.

For the unsynchronized sampling sequence caused by frequency fluctuation of power system,the simulation is performed via MATLAB code on the conventional FFT algorithm the interpolation algorithm with Blackman window,and the interpolation algorithm with Blackman-Harris window,respectively.

Simulation results show that Kaiser window function can be designed and realized neatly and restrains spectral leakage well;the influences of fundamental frequency fluctuation on harmonic analysis are restrained by using the approach presented in this paper;the relative errors of calculating fundamental frequencies with 21 order harmonics are no more than 1.