Search results for "Frequency scaling"

showing 2 items of 2 documents

Anharmonicity modeling in hydrogen bonded solvent dimers

2021

Abstract Harmonic and anharmonic frequencies of dimers and mixed dimers of water, methanol and benzene were computed and the results were critically analysed to investigate the anharmonicity of the normal mode vibrations within density functional theory (DFT) with empirically included Grimme correction for dispersion (D3). From several options, the B3LYP-D3/6-31++G* level of theory was selected as a good compromise between accuracy and calculation speed, suitable for future modeling of larger solvent clusters. The obtained raw harmonic and anharmonic second-order perturbation theory of vibrational frequencies (VPT2) were additionally scaled using a two-range procedure (below and above 2000 …

Hydrogenchemistry.chemical_element02 engineering and technology010402 general chemistryDFT01 natural sciencesMolecular physicsQuality (physics)Normal modePhysics::Atomic and Molecular ClustersMaterials ChemistryVPT2Physics::Chemical PhysicsPhysical and Theoretical ChemistryPerturbation theorySpectroscopyPhysicsAnharmonicity021001 nanoscience & nanotechnologyCondensed Matter PhysicsAtomic and Molecular Physics and OpticsFrequency scaling0104 chemical sciencesElectronic Optical and Magnetic MaterialsVibrationchemistrySolvent dimersHarmonicH-BondingDensity functional theoryAnharmonic vibrational frequencies0210 nano-technologyJournal of Molecular Liquids
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How Tick Size Affects the High Frequency Scaling of Stock Return Distributions

2014

We study the high frequency scaling of the distributions of returns for stocks traded at NASDAQ market as a function of the tick-to-price ratio. The tick-to-price ratio is a measure of an effective tick size. We find dramatic differences between distributions for assets with large and small tick-to-price ratio. The presence of returns clustering is evident for large tick size assets. The statistical differences between large and small tick size assets appear to reduce at higher time scales of observation. A possible way to explain returns dynamics for large tick size assets is the coupling of returns with bid-ask spread dynamics. A simple Markov- switching model is able to reproduce the pro…

Tick sizeFinancial economicsReturns distributionMarkov-switching modelStock returnReturns clusteringScalingBid–ask spreadTick sizeEconometricsBid-ask spreadFrequency scalingScalingMathematics
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