153 resultados para Fat Tails
em Repositório Institucional UNESP - Universidade Estadual Paulista "Julio de Mesquita Filho"
Resumo:
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
Resumo:
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.
Resumo:
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
Resumo:
Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
Resumo:
Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
Resumo:
Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
Resumo:
The aim of the study was to determine the percentage of crude protein, crude fiber and crude fat (ether extract) of 25 genotypes of kale from the Germplasm Bank of Instituto Agronomico de Campinas and of one genotype grown in the region of Jaboticabal-SP. The plants were cultivated in the field, and the leaves after collection were pre-dried in a convection oven at 65 degrees C for 72 h. Afterward, the leaves were analyzed for crude protein, crude fiber and crude fat (ether-soluble materials). Significant differences were detected among the different genotypes for all the characteristics examined. of the genotypes studied, six showed more than 30% crude protein: HS-20 (32.56%), Comum (31.70%), Couve de Arthur Nogueira 2 (31.16%), Pires 2 de Campinas (30.63%), Manteiga 1-916 (30.36%), and Manteiga de Ribeirao Pires I-2446 (30.03%). In relation to crude fiber, the highest percentage was seen in the genotype Manteiga de Mococa (10.92%), differing significantly from the other genotypes studied. With regard to crude fat, the highest percentage was found in the genotype HS-20 (3.72%), and Pires 1 de Campinas (3.34%). of the genotypes tested, HS-20 stood out among the others, showing both the highest percentage of protein and fat.
Resumo:
This study was designed to evaluate the effects of different fat sources on the performance, egg quality, and lipid profile of the egg yolks of layers in their second production cycle. The fat sources were cottonseed oil, soybean oil, lard, sunflower oil, or canola oil. Experimental diets were fed to postmolt ISA Brown layers at 70 wk of age and the experimental period was 74 to 86 wk of age. The different fat sources did not influence performance or eggshell quality, but lipid profile of the egg yolk changed as a function of dietary fat sources. In general, the best changes, such as lower level of saturated fatty acids, higher levels of alpha-linolenic acid and DHA, and lower linoleic acid levels, were promoted by the addition of canola oil, but it did not promote enrichment of the eggs with polyunsaturated fatty acids.
Resumo:
Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
Resumo:
Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
Resumo:
Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
Resumo:
Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
Resumo:
The aim of this study was to investigate the effect of high fat diet and different frequencies of swimming programs in the tibial anterior muscle in male Wistar rats. In conclussion, the aerobic training during two days/week and five days/week caused injuries in muscle fibers and the high fat diet did not cause statically significant results compared to normal diet.
Resumo:
Objective: To assess viability of the development of percentage body fat cutoffs based on blood pressure values in Brazilian adolescents.Methods: A cross-sectional study was conducted with a sample of 358 male subjects from 8 to 18 years old. Blood pressure was measured by the oscilometric method, and body composition was measured by dual-energy X-ray absorptiometry (DXA).Results: For the identification of elevated blood pressure, these nationally developed body fat cutoffs presented relative accuracy. The cutoffs were significantly associated with elevated blood pressure [odds ratio = 5.91 (95% confidence interval: 3.54-9.86)].Conclusions: Development of national body fat cutoffs is viable, because presence of high accuracy is an indication of elevated blood pressure.