Estudo e análise estatística no mercado de ações brasileiro

The objective of this paper is to verify and analyze the existence in Brazil of stylized facts observed in financial time series: volatility clustering, probability distributions with fat tails, the presence of long run memory in absolute return time series, absence of linear return autocorrelation, gain/loss asymmetry, aggregative gaussianity, slow absolute return autocorrelation decay, trading volume/volatility correlation and leverage effect. We analyzed intraday prices for 10 stocks traded at the BM&FBovespa, responsible for 52.1% of the Ibovespa portfolio on Sept. 01, 2009. The data analysis confirms the stylized facts, whose behavior is consistent with what is observed in international markets.

Lateral pterygoid muscle volume and migraine in patients with temporomandibular disorders

Lateral pterygoid muscle (LPM) plays an important role in jaw movement and has been implicated in Temporomandibular disorders (TMDs). Migraine has been described as a common symptom in patients with TMDs and may be related to muscle hyperactivity. This study aimed to compare LPM volume in individuals with and without migraine, using segmentation of the LPM in magnetic resonance (MR) imaging of the TMJ. Twenty patients with migraine and 20 volunteers without migraine underwent a clinical examination of the TMJ, according to the Research Diagnostic Criteria for TMDs. MR imaging was performed and the LPM was segmented using the ITK-SNAP 1.4.1 software, which calculates the volume of each segmented structure in voxels per cubic millimeter. The chi-squared test and the Fisher's exact test were used to relate the TMD variables obtained from the MR images and clinical examinations to the presence of migraine. Logistic binary regression was used to determine the importance of each factor for predicting the presence of a migraine headache. Patients with TMDs and migraine tended to have hypertrophy of the LPM (58.7%). In addition, abnormal mandibular movements (61.2%) and disc displacement (70.0%) were found to be the most common signs in patients with TMDs and migraine. In patients with TMDs and simultaneous migraine, the LPM tends to be hypertrophic. LPM segmentation on MR imaging may be an alternative method to study this muscle in such patients because the hypertrophic LPM is not always palpable.