929 resultados para CHIRAL STATIONARY PHASES
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Magdeburg, Univ., Fak. für Verfahrens- und Systemtechnik, Diss., 2010
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Magdeburg, Univ., Fak. für Verfahrens- und Systemtechnik, Diss., 2014
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One of the main implications of the efficient market hypothesis (EMH) is that expected future returns on financial assets are not predictable if investors are risk neutral. In this paper we argue that financial time series offer more information than that this hypothesis seems to supply. In particular we postulate that runs of very large returns can be predictable for small time periods. In order to prove this we propose a TAR(3,1)-GARCH(1,1) model that is able to describe two different types of extreme events: a first type generated by large uncertainty regimes where runs of extremes are not predictable and a second type where extremes come from isolated dread/joy events. This model is new in the literature in nonlinear processes. Its novelty resides on two features of the model that make it different from previous TAR methodologies. The regimes are motivated by the occurrence of extreme values and the threshold variable is defined by the shock affecting the process in the preceding period. In this way this model is able to uncover dependence and clustering of extremes in high as well as in low volatility periods. This model is tested with data from General Motors stocks prices corresponding to two crises that had a substantial impact in financial markets worldwide; the Black Monday of October 1987 and September 11th, 2001. By analyzing the periods around these crises we find evidence of statistical significance of our model and thereby of predictability of extremes for September 11th but not for Black Monday. These findings support the hypotheses of a big negative event producing runs of negative returns in the first case, and of the burst of a worldwide stock market bubble in the second example. JEL classification: C12; C15; C22; C51 Keywords and Phrases: asymmetries, crises, extreme values, hypothesis testing, leverage effect, nonlinearities, threshold models
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Els bacteris són la forma dominant de vida del planeta: poden sobreviure en medis molt adversos, i en alguns casos poden generar substàncies que quan les ingerim ens són tòxiques. La seva presència en els aliments fa que la microbiologia predictiva sigui un camp imprescindible en la microbiologia dels aliments per garantir la seguretat alimentària. Un cultiu bacterià pot passar per quatre fases de creixement: latència, exponencial, estacionària i de mort. En aquest treball s’ha avançat en la comprensió dels fenòmens intrínsecs a la fase de latència, que és de gran interès en l’àmbit de la microbiologia predictiva. Aquest estudi, realitzat al llarg de quatre anys, s’ha abordat des de la metodologia Individual-based Modelling (IbM) amb el simulador INDISIM (INDividual DIScrete SIMulation), que ha estat millorat per poder fer-ho. INDISIM ha permès estudiar dues causes de la fase de latència de forma separada, i abordar l’estudi del comportament del cultiu des d’una perspectiva mesoscòpica. S’ha vist que la fase de latència ha de ser estudiada com un procés dinàmic, i no definida per un paràmetre. L’estudi de l’evolució de variables com la distribució de propietats individuals entre la població (per exemple, la distribució de masses) o la velocitat de creixement, han permès distingir dues etapes en la fase de latència, inicial i de transició, i aprofundir en la comprensió del que passa a nivell cel•lular. S’han observat experimentalment amb citometria de flux diversos resultats previstos per les simulacions. La coincidència entre simulacions i experiments no és trivial ni casual: el sistema estudiat és un sistema complex, i per tant la coincidència del comportament al llarg del temps de diversos paràmetres interrelacionats és un aval a la metodologia emprada en les simulacions. Es pot afirmar, doncs, que s’ha verificat experimentalment la bondat de la metodologia INDISIM.
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We propose a new method, based on inertial sensors, to automatically measure at high frequency the durations of the main phases of ski jumping (i.e. take-off release, take-off, and early flight). The kinematics of the ski jumping movement were recorded by four inertial sensors, attached to the thigh and shank of junior athletes, for 40 jumps performed during indoor conditions and 36 jumps in field conditions. An algorithm was designed to detect temporal events from the recorded signals and to estimate the duration of each phase. These durations were evaluated against a reference camera-based motion capture system and by trainers conducting video observations. The precision for the take-off release and take-off durations (indoor < 39 ms, outdoor = 27 ms) can be considered technically valid for performance assessment. The errors for early flight duration (indoor = 22 ms, outdoor = 119 ms) were comparable to the trainers' variability and should be interpreted with caution. No significant changes in the error were noted between indoor and outdoor conditions, and individual jumping technique did not influence the error of take-off release and take-off. Therefore, the proposed system can provide valuable information for performance evaluation of ski jumpers during training sessions.
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This paper applies recently developed heterogeneous nonlinear and linear panel unit root tests that account for cross-sectional dependence to 24 OECD and 33 non-OECD countries’ consumption-income ratios over the period 1951–2003. We apply a recently developed methodology that facilitates the use of panel tests to identify which individual cross-sectional units are stationary and which are nonstationary. This extends evidence provided in the recent literature to consider both linear and nonlinear adjustment in panel unit root tests, to address the issue of cross-sectional dependence, and to substantially expand both time-series and cross sectional dimensions of the data analysed. We find that the majority (65%) of the series are nonstationary with slightly fewer OECD countries’ (61%) series exhibiting a unit root than non-OECD countries (68%).
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Matrix effects, which represent an important issue in liquid chromatography coupled to mass spectrometry or tandem mass spectrometry detection, should be closely assessed during method development. In the case of quantitative analysis, the use of stable isotope-labelled internal standard with physico-chemical properties and ionization behaviour similar to the analyte is recommended. In this paper, an example of the choice of a co-eluting deuterated internal standard to compensate for short-term and long-term matrix effect in the case of chiral (R,S)-methadone plasma quantification is reported. The method was fully validated over a concentration range of 5-800 ng/mL for each methadone enantiomer with satisfactory relative bias (-1.0 to 1.0%), repeatability (0.9-4.9%) and intermediate precision (1.4-12.0%). From the results obtained during validation, a control chart process during 52 series of routine analysis was established using both intermediate precision standard deviation and FDA acceptance criteria. The results of routine quality control samples were generally included in the +/-15% variability around the target value and mainly in the two standard deviation interval illustrating the long-term stability of the method. The intermediate precision variability estimated in method validation was found to be coherent with the routine use of the method. During this period, 257 trough concentration and 54 peak concentration plasma samples of patients undergoing (R,S)-methadone treatment were successfully analysed for routine therapeutic drug monitoring.
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"Vegeu el resum a l'inici del document del fitxer adjunt."
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Salivary glad lysates of the sand fly Lutzomia longipalpis have been shown to enhance the infectivity of Leishmania in mice. As shown herein, the simultaneous inoculation of Leishmania chagasi stationary-phase promastigotes and L. longipalpis salivary gland by the intradermal route in a group of mongrel dogs induced a statistically significant eosinophilia, in relation to dogs inoculated with Leishmania or with salivary gland lysate only. These dogs had no evidence of infection, in spite of the infectivity of the promastigotes when inoculated by the intravenous route.
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Oenocytes of adult workers and queens of Apis mellifera L. were studied in different ages or life stages, by means of morphometric and histologic techniques. In workers, the oenocytes were found in the head, near the mandibles and in the abdomen, immersed in the parietal fat body mainly below the sterna, close to the wax gland. In queens, two populations of oenocytes different in size and localization were found within the parietal and visceral fat body, respectively. The oenocytes of workers and queens show the presence of acid lipids and acid phosphatase. The role of these cells in the castes differences is discussed.
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Night vision requires signaling from rod photoreceptors to adjacent bipolar cells in the retina. Mutations in the genes NYX and GRM6, expressed in ON bipolar cells, lead to a disruption of the ON bipolar cell response. This dysfunction is present in patients with complete X-linked and autosomal-recessive congenital stationary night blindness (CSNB) and can be assessed by standard full-field electroretinography (ERG), showing severely reduced rod b-wave amplitude and slightly altered cone responses. Although many cases of complete CSNB (cCSNB) are caused by mutations in NYX and GRM6, in approximately 60% of the patients the gene defect remains unknown. Animal models of human diseases are a good source for candidate genes, and we noted that a cCSNB phenotype present in homozygous Appaloosa horses is associated with downregulation of TRPM1. TRPM1, belonging to the family of transient receptor potential channels, is expressed in ON bipolar cells and therefore qualifies as an excellent candidate. Indeed, mutation analysis of 38 patients with CSNB identified ten unrelated cCSNB patients with 14 different mutations in this gene. The mutation spectrum comprises missense, splice-site, deletion, and nonsense mutations. We propose that the cCSNB phenotype in these patients is due to the absence of functional TRPM1 in retinal ON bipolar cells.
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This paper explores the homogeneity of the functional form, the parameters, and the turning point, when appropriate, of the relationship between CO2 emissions and economic activity for 31 countries (28 OECD, Brazil, China, and India) during the period 1950 to 2006 using cointegration analysis. With a sample highly overlapped over time between countries, the result reveals that the homogeneity across countries is rejected, both in functional form and in the parameters of long term relationship. This confirms the relevance of considering the heterogeneity in exploring the relationship between air pollution and economic activity to avoid spurious parameter estimates and infer a wrong behavior of the functional form, which could lead to induce that the relationship is reversed when in fact it is direct.
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We use historical data that cover more than one century on real GDP for industrial countries and employ the Pesaran panel unit root test that allows for cross-sectional dependence to test for a unit root on real GDP. We find strong evidence against the unit root null. Our results are robust to the chosen group of countries and the sample period. Key words: real GDP stationarity, cross-sectional dependence, CIPS test. JEL Classification: C23, E32