Microscopic evaluation of proliferative disorders in the gerbil female prostate: Evidence of aging and the influence of multiple pregnancies

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Sleep Deprivation Alters Rat Ventral Prostate Morphology, Leading to Glandular Atrophy: A Microscopic Study Contrasted with the Hormonal Assays

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Characterization of a novel freshwater gigartinalean red alga from Belize, with a description of Sterrocladia belizeana sp nov (Rhodophyta)

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Root surface treatment using diode laser in delayed tooth replantation: radiographic and histomorphometric analyses in rats

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Confocal Laser Microscopic Analysis of Biofilm on Newer Feldspar Ceramic

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Microtensile bond strengths and scanning electron microscopic evaluation of self-adhesive and self-etch resin cements to intact and etched enamel

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Microscopic origin of non-Gaussian distributions of financial returns

In this paper we study the possible microscopic origin of heavy-tailed probability density distributions for the price variation of financial instruments. We extend the standard log-normal process to include another random component in the so-called stochastic volatility models. We study these models under an assumption, akin to the Born-Oppenheimer approximation, in which the volatility has already relaxed to its equilibrium distribution and acts as a background to the evolution of the price process. In this approximation, we show that all models of stochastic volatility should exhibit a scaling relation in the time lag of zero-drift modified log-returns. We verify that the Dow-Jones Industrial Average index indeed follows this scaling. We then focus on two popular stochastic volatility models, the Heston and Hull-White models. In particular, we show that in the Hull-White model the resulting probability distribution of log-returns in this approximation corresponds to the Tsallis (t-Student) distribution. The Tsallis parameters are given in terms of the microscopic stochastic volatility model. Finally, we show that the log-returns for 30 years Dow Jones index data is well fitted by a Tsallis distribution, obtaining the relevant parameters. (c) 2007 Elsevier B.V. All rights reserved.

Search for microscopic black hole signatures at the Large Hadron Collider

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Dielectric Spectroscopy Analyses of SrBi4Ti4O15 Films Obtained from Soft Chemical Solution

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Analyses of the genotoxic and mutagenic potential of the products formed after the biotransformation of the azo dye Disperse Red 1

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Carbon nuclear magnetic resonance spectroscopic fingerprinting of commercial gasoline: Pattern-recognition analyses for screening quality control purposes

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Classification of Aristolochia species based on GC-MS and chemometric analyses of essential oils

Essential oils were obtained from roots of 10 Aristolochia species by hydrodistillation and analysed by GC MS. A total of 75 compounds were identified in the analysed oils. Multivariate analyses of the chemical constituents of the roots enabled classification of the species into four morphological groups. These forms of analysis represent an aid in identification of further specimens belonging to these species. (C) 2007 Elsevier Ltd. All rights reserved.

Chemometrics in fuel science: demonstration of the feasibility of chemometrics analyses applied to physicochemical parameters to screen solvent tracers in Brazilian commercial gasoline

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)