923 resultados para Linear mixed effect models


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Purpose: More than five hundred million direct dental restorations are placed each year worldwide. In about 55% of the cases, resin composites or compomers are used, and in 45% amalgam. The longevity of posterior resin restorations is well documented. However, data on resin composites that are placed without enamel/dentin conditioning and resin composites placed with self-etching adhesive systems are missing. Material and Methods: The database SCOPUS was searched for clinical trials on posterior resin composites without restricting the search to the year of publication. The inclusion criteria were: (1) prospective clinical trial with at least 2 years of observation; (2) minimum number of restorations at last recall = 20; (3) report on dropout rate; (4) report of operative technique and materials used; (5) utilization of Ryge or modified Ryge evaluation criteria. For amalgam, only those studies were included that directly compared composite resin restorations with amalgam. For the statistical analysis, a linear mixed model was used with random effects to account for the heterogeneity between the studies. P-values under 0.05 were considered significant. Results: Of the 373 clinical trials, 59 studies met the inclusion criteria. In 70% of the studies, Class II and Class I restorations had been placed. The overall success rate of composite resin restorations was about 90% after 10 years, which was not different from that of amalgam. Restorations with compomers had a significantly lower longevity. The main reason for replacement were bulk fractures and caries adjacent to restorations. Both of these incidents were infrequent in most studies and accounted only for about 6% of all replaced restorations after 10 years. Restorations with macrofilled composites and compomer suffered significantly more loss of anatomical form than restorations with other types of material. Restorations that were placed without enamel acid etching and a dentin bonding agent showed significantly more marginal staining and detectable margins compared to those restorations placed using the enamel-etch or etch-and-rinse technique; restorations with self-etching systems were between the other groups. Restorations with compomer suffered significantly more chippings (repairable fracture) than restorations with other materials, which did not statistically differ among each other. Restorations that were placed with a rubber-dam showed significantly fewer material fractures that needed replacement, and this also had a significant effect on the overall longevity. Conclusion: Restorations with hybrid and microfilled composites that were placed with the enamel-etching technique and rubber-dam showed the best overall performance; the longevity of these restorations was similar to amalgam restorations. Compomer restorations, restorations placed with macrofilled composites, and resin restorations with no-etching or self-etching adhesives demonstrated significant shortcomings and shorter longevity.

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Aim. Several software packages (SWP) and models have been released for quantification of myocardial perfusion (MP). Although they all are validated against something, the question remains how well their values agree. The present analysis focused on cross-comparison of three SWP for MP quantification of 13N-ammonia PET studies. Materials & Methods. 48 rest and stress MP 13N-ammonia PET studies of hypertrophic cardiomyopathy (HCM) patients (Sciagrà et al., 2009) were analysed with three SW packages - Carimas, PMOD, and FlowQuant - by three observers blinded to the results of each other. All SWP implement the one-tissue-compartment model (1TCM, DeGrado et al. 1996), and first two - the two-tissue-compartment model (2TCM, Hutchins et al. 1990) as well. Linear mixed model for the repeated measures was fitted to the data. Where appropriate we used Bland-Altman plots as well. The reproducibility was assessed on global, regional and segmental levels. Intraclass correlation coefficients (ICC), differences between the SWPs and between models were obtained. ICC≥0.75 indicated excellent reproducibility, 0.4≤ICC<0.75 indicated fair to good reproducibility, ICC<0.4 - poor reproducibility (Rosner, 2010). Results. When 1TCM MP values were compared, the SW agreement on global and regional levels was excellent, except for Carimas vs. PMOD at RCA: ICC=0.715 and for PMOD vs. FlowQuant at LCX:ICC=0.745 which were good. In segmental analysis in five segments: 7,12,13, 16, and 17 the agreement between all SWP was excellent; in the remaining 12 segments the agreement varied between the compared SWP. Carimas showed excellent agreement with FlowQuant in 13 segments and good in four - 1, 5, 6, 11: 0.687≤ICCs≤0.73; Carimas had excellent agreement with PMOD in 11 segments, good in five_4, 9, 10, 14, 15: 0.682≤ICCs≤0.737, and poor in segment 3: ICC=0.341. PMOD had excellent agreement with FlowQuant in eight segments and substantial-to-good in nine_1, 2, 3, 5, 6,8-11: 0.585≤ICCs≤0.738. Agreement between Carimas and PMOD for 2TCM was good at a global level: ICC=0.745, excellent at LCX (0.780) and RCA (0.774), good at LAD (0.662); agreement was excellent for ten segments, fair-to-substantial for segments 2, 3, 8, 14, 15 (0.431≤ICCs≤0.681), poor for segments 4 (0.384) and 17 (0.278). Conclusions. The three SWP used by different operators to analyse 13N-ammonia PET MP studies provide results that agree well at a global level, regional levels, and mostly well even at a segmental level. Agreement is better for 1TCM. Poor agreement at segments 4 and 17 for 2TCM needs further clarification.

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Alteration of natural habitats as a result of agricultural intensification is detrimental for wildlife. There is, however, growing evidence that land use and management can be wildlife friendly. In Europe, agricultural areas cover two-thirds of the land and therefore play a major role in maintaining biodiversity. Agricultural land use is very intense in vineyard-dominated landscapes but there are no refuges for wildlife in the form of ecological compensation areas. In our study, we assessed spatial variation in abundance of salamander (Salamandra salamandra) larvae in relation to land use and stream characteristics in vineyard-dominated landscapes. Abundance of larval salamanders depended positively on weirs, amount of riparian vegetation along the streams and environment-friendly agricultural practice in the vineyards. Surprisingly, road density also had positive effects, presumably through indirect effects (stone walls along roads may serve as refugia). Thus, abundance is determined by characteristics of both the aquatic and terrestrial habitats. Our results suggest that fire salamanders can persist in landscapes dominated by intensive agriculture like viticulture, indicate wildlife-friendly management options and highlight that man-made habitat can be valuable for wildlife.

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Somatostatin analogues (SAs) are potential anticancer agents. This study was designed to investigate the expression of somatostatin receptors (SSTRs) in melanoma cells and the effect of two SAs on cell proliferation and viability. Eighteen primary and metastatic human cutaneous melanoma cell lines were treated with octreotide and SOM230. Expression of SSTR1, SSTR2, SSTR3 and SSTR5 was assessed by real-time polymerase chain reaction. Proliferation, viability and cell death were assessed using standard assays. Inhibition was modelled by mixed-effect regression. Melanoma cells expressed one or more SSTR. Both SAs inhibited proliferation of most melanoma cell lines, but inhibition was less than 50%. Neither SA affected cell viability or induced cell death. The results suggest that melanoma cell lines express SSTRs. The SAs investigated, under the conditions used in this study, did not, however, significantly inhibit melanoma growth or induce cell death. Novel SAs, combination therapy with SAs and their anti-angiogenic properties should be further investigated.

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AIM: Longitudinal studies that have examined cognitive performance in children with intellectual disability more than twice over the course of their development are scarce. We assessed population and individual stability of cognitive performance in a clinical sample of children with borderline to mild non-syndromic intellectual disability. METHOD: Thirty-six children (28 males, eight females; age range 3-19y) with borderline to mild intellectual disability (Full-scale IQ [FSIQ] 50-85) of unknown origin were examined in a retrospective clinical case series using linear mixed models including at least three assessments with standardized intelligence tests. RESULTS: Average cognitive performance remained remarkably stable over time (high population stability, drop of only 0.38 IQ points per year, standard error=0.39, p=0.325) whereas individual stability was at best moderate (intraclass correlation of 0.58), indicating that about 60% of the residual variation in FSIQ scores can be attributed to between-child variability. Neither sex nor socio-economic status had a statistically significant impact on FSIQ. INTERPRETATION: Although intellectual disability during childhood is a relatively stable phenomenon, individual stability of IQ is only moderate, likely to be caused by test-to-test reliability (e.g. level of child's cooperation, motivation, and attention). Therefore, clinical decisions and predictions should not rely on single IQ assessments, but should also consider adaptive functioning and previous developmental history.

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BACKGROUND: Frequent emergency department users represent a small number of patients but account for a large number of emergency department visits. They should be a focus because they are often vulnerable patients with many risk factors affecting their quality of life (QoL). Case management interventions have resulted in a significant decrease in emergency department visits, but association with QoL has not been assessed. One aim of our study was to examine to what extent an interdisciplinary case management intervention, compared to standard emergency care, improved frequent emergency department users' QoL. METHODS: Data are part of a randomized, controlled trial designed to improve frequent emergency department users' QoL and use of health-care resources at the Lausanne University Hospital, Switzerland. In total, 250 frequent emergency department users (≥5 attendances during the previous 12 months; ≥ 18 years of age) were interviewed between May 2012 and July 2013. Following an assessment focused on social characteristics; social, mental, and somatic determinants of health; risk behaviors; health care use; and QoL, participants were randomly assigned to the control or the intervention group (n=125 in each group). The final sample included 194 participants (20 deaths, 36 dropouts, n=96 in the intervention group, n=99 in the control group). Participants in the intervention group received a case management intervention by an interdisciplinary, mobile team in addition to standard emergency care. The case management intervention involved four nurses and a physician who provided counseling and assistance concerning social determinants of health, substance-use disorders, and access to the health-care system. The participants' QoL was evaluated by a study nurse using the WHOQOL-BREF five times during the study (at baseline, and at 2, 5.5, 9, and 12 months). Four of the six WHOQOL dimensions of QoL were retained here: physical health, psychological health, social relationship, and environment, with scores ranging from 0 (low QoL) to 100 (high QoL). A linear, mixed-effects model with participants as a random effect was run to analyze the change in QoL over time. The effects of time, participants' group, and the interaction between time and group were tested. These effects were controlled for sociodemographic characteristics and health-related variables (i.e., age, gender, education, citizenship, marital status, type of financial resources, proficiency in French, somatic and mental health problems, and behaviors at risk).

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OBJECTIVE: Systolic blood pressure (BP) has been associated with urinary caffeine and its metabolites such as paraxanthine and theophylline. Caffeine and caffeine metabolites could influence arterial pulse pressure (PP) via sympathomimetic effects, smooth muscle relaxation, and phosphodiesterase inhibition. The purpose of this analysis was to explore the association of ambulatory PP with urinary caffeine and its related metabolites in a large population-based sample. DESIGN AND METHOD: Families were randomly selected from the general population of three Swiss cities (2009-2013). Ambulatory BP monitoring was conducted using validated Diasys Integra devices. PP was defined as the difference between the systolic and diastolic ambulatory BP. Urinary caffeine, paraxanthine, theophylline, and theobromine excretions were measured in 24 h urine using ultra-high performance liquid chromatography tandem mass spectrometry. Urinary excretions were log-transformed to satisfy regression assumptions. We used linear mixed models to explore the associations of urinary caffeine and caffeine metabolite excretions with 24-hour, day- and night-time PP while adjusting for major confounders. RESULTS: The 836 participants (48.9% men) included in this analysis had mean (±SD) age of 47.8 (±17.5), and mean 24-hour systolic and diastolic BP of 120.1 mmHg (±13.9) and 78.0 (±8.6). Except theobromine, log transformed urinary caffeine and caffeine metabolite excretions were associated negatively with 24-hour, daytime and night-time ambulatory PP. 24-hour, daytime, and night-time ambulatory PP decreased by -0.804 mmHg (SE, 0.209), -0.749 (0.215), and -0.968 (0.243) (all P values <0.005), for each doubling excretion of caffeine. Strong negative associations with night-time ambulatory PP were observed for paraxanthine and theophylline.(Figure is included in full-text article.) CONCLUSIONS: : The negative associations of PP with caffeine, paraxanthine, and theophylline excretions suggest that caffeine and its metabolites do lower BP, possibly by modifying arterial stiffness.

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OBJECTIVE: The objective was to compare a brief interdisciplinary psychotherapeutic intervention to standard care as treatments for patients recently diagnosed with severe motor conversion disorder or nonepileptic attacks. METHODS: This randomized controlled trial of 23 consecutive patients compared (a) an interdisciplinary psychotherapeutic intervention group receiving four to six sessions by a consultation liaison psychiatrist, the first and last sessions adding a neurological consultation and a joint psychiatric and neurological consultation, and (b) a standard care group. After intervention, patients were assessed at 2, 6 and 12 months with the Somatoform Dissociation Questionnaire (SDQ-20), Clinical Global Impression scale, Rankin scale, use of medical care, global mental health [Montgomery and Asberg Depression Rating Scale, Beck Depression Inventory, mental health component of Short Form (SF)-36] and quality of life (SF-36). We calculated linear mixed models. RESULTS: Our intervention brought a statistically significant improvement of physical symptoms [as measured by the SDQ-20 (P<.02) and the Clinical Global Impression scale (P=.02)] and psychological symptoms [better scores on the mental health component of the SF-36 (P<.05) and on the Beck Depression Inventory (P<.05)] and a reduction in new hospital stays after intervention (P<.05). CONCLUSION: A brief psychotherapeutic intervention taking advantage of a close collaboration with neurology consultants in the setting of consultation liaison psychiatry appears effective.

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PURPOSE: To meta-analyze the literature on the clinical performance of Class V restorations to assess the factors that influence retention, marginal integrity, and marginal discoloration of cervical lesions restored with composite resins, glass-ionomer-cement-based materials [glass-ionomer cement (GIC) and resin-modified glass ionomers (RMGICs)], and polyacid-modified resin composites (PMRC). MATERIALS AND METHODS: The English literature was searched (MEDLINE and SCOPUS) for prospective clinical trials on cervical restorations with an observation period of at least 18 months. The studies had to report about retention, marginal discoloration, marginal integrity, and marginal caries and include a description of the operative technique (beveling of enamel, roughening of dentin, type of isolation). Eighty-one studies involving 185 experiments for 47 adhesives matched the inclusion criteria. The statistical analysis was carried out by using the following linear mixed model: log (-log (Y /100)) = β + α log(T ) + error with β = log(λ), where β is a summary measure of the non-linear deterioration occurring in each experiment, including a random study effect. RESULTS: On average, 12.3% of the cervical restorations were lost, 27.9% exhibited marginal discoloration, and 34.6% exhibited deterioration of marginal integrity after 5 years. The calculation of the clinical index was 17.4% of failures after 5 years and 32.3% after 8 years. A higher variability was found for retention loss and marginal discoloration. Hardly any secondary caries lesions were detected, even in the experiments with a follow-up time longer than 8 years. Restorations placed using rubber-dam in teeth whose dentin was roughened showed a statistically significantly higher retention rate than those placed in teeth with unprepared dentin or without rubber-dam (p < 0.05). However, enamel beveling had no influence on any of the examined variables. Significant differences were found between pairs of adhesive systems and also between pairs of classes of adhesive systems. One-step self-etching had a significantly worse clinically index than two-step self-etching and three-step etch-and-rinse (p = 0.026 and p = 0.002, respectively). CONCLUSION: The clinical performance is significantly influenced by the type of adhesive system and/or the adhesive class to which the system belongs. Whether the dentin/enamel is roughened or not and whether rubberdam isolation is used or not also significantly influenced the clinical performance. Composite resin restorations placed with two-step self-etching and three-step etch-and-rinse adhesive systems should be preferred over onestep self-etching adhesive systems, GIC-based materials, and PMRCs.

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The use of private funding and management is enjoying an increasing trend in airports. The literature has not paid enough attention to the mixed management models in this industry, although many European airports take the form of mixed public-private companies, where ownership is shared between public and private sectors. We examine the determinants of the degree of private participation in the European airport sector. Drawing on a sample of the 100 largest European airports, we estimate a multivariate equation in order to determine the role of airport characteristics, fiscal variables, and political factors on the extent of private involvement. Our results confirm the alignment between public and private interests in partially privatized airports. Fiscal constraints and market attractiveness promote private participation. Integrated governance models and the share of network carriers prevent the presence of private ownership, while the degree of private participation appears to be pragmatic rather than ideological.

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The viscoelastic properties of edible films can provide information at the structural level of the biopolymers used. The objective of this work was to test three simple models of linear viscoelastic theory (Maxwell, Generalized Maxwell with two units in parallel, and Burgers) using the results of stress relaxation tests in edible films of myofibrillar proteins of Nile Tilapia. The films were elaborated according to a casting technique and pre-conditioned at 58% relative humidity and 22ºC for 4 days. The testing sample (15mm x 118mm) was submitted to tests of stress relaxation in an equipment of physical measurements, TA.XT2i. The deformation, imposed to the sample, was 1%, guaranteeing the permanency in the domain of the linear viscoelasticity. The models were fitted to experimental data (stress x time) by nonlinear regression. The Generalized Maxwell model with two units in parallel and the Burgers model represented the relaxation curves of stress satisfactorily. The viscoelastic properties varied in a way that they were less dependent on the thickness of the films.

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In the context of multivariate regression (MLR) and seemingly unrelated regressions (SURE) models, it is well known that commonly employed asymptotic test criteria are seriously biased towards overrejection. in this paper, we propose finite-and large-sample likelihood-based test procedures for possibly non-linear hypotheses on the coefficients of MLR and SURE systems.

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La méthode que nous présentons pour modéliser des données dites de "comptage" ou données de Poisson est basée sur la procédure nommée Modélisation multi-niveau et interactive de la régression de Poisson (PRIMM) développée par Christiansen et Morris (1997). Dans la méthode PRIMM, la régression de Poisson ne comprend que des effets fixes tandis que notre modèle intègre en plus des effets aléatoires. De même que Christiansen et Morris (1997), le modèle étudié consiste à faire de l'inférence basée sur des approximations analytiques des distributions a posteriori des paramètres, évitant ainsi d'utiliser des méthodes computationnelles comme les méthodes de Monte Carlo par chaînes de Markov (MCMC). Les approximations sont basées sur la méthode de Laplace et la théorie asymptotique liée à l'approximation normale pour les lois a posteriori. L'estimation des paramètres de la régression de Poisson est faite par la maximisation de leur densité a posteriori via l'algorithme de Newton-Raphson. Cette étude détermine également les deux premiers moments a posteriori des paramètres de la loi de Poisson dont la distribution a posteriori de chacun d'eux est approximativement une loi gamma. Des applications sur deux exemples de données ont permis de vérifier que ce modèle peut être considéré dans une certaine mesure comme une généralisation de la méthode PRIMM. En effet, le modèle s'applique aussi bien aux données de Poisson non stratifiées qu'aux données stratifiées; et dans ce dernier cas, il comporte non seulement des effets fixes mais aussi des effets aléatoires liés aux strates. Enfin, le modèle est appliqué aux données relatives à plusieurs types d'effets indésirables observés chez les participants d'un essai clinique impliquant un vaccin quadrivalent contre la rougeole, les oreillons, la rub\'eole et la varicelle. La régression de Poisson comprend l'effet fixe correspondant à la variable traitement/contrôle, ainsi que des effets aléatoires liés aux systèmes biologiques du corps humain auxquels sont attribués les effets indésirables considérés.

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Cette thèse présente des méthodes de traitement de données de comptage en particulier et des données discrètes en général. Il s'inscrit dans le cadre d'un projet stratégique du CRNSG, nommé CC-Bio, dont l'objectif est d'évaluer l'impact des changements climatiques sur la répartition des espèces animales et végétales. Après une brève introduction aux notions de biogéographie et aux modèles linéaires mixtes généralisés aux chapitres 1 et 2 respectivement, ma thèse s'articulera autour de trois idées majeures. Premièrement, nous introduisons au chapitre 3 une nouvelle forme de distribution dont les composantes ont pour distributions marginales des lois de Poisson ou des lois de Skellam. Cette nouvelle spécification permet d'incorporer de l'information pertinente sur la nature des corrélations entre toutes les composantes. De plus, nous présentons certaines propriétés de ladite distribution. Contrairement à la distribution multidimensionnelle de Poisson qu'elle généralise, celle-ci permet de traiter les variables avec des corrélations positives et/ou négatives. Une simulation permet d'illustrer les méthodes d'estimation dans le cas bidimensionnel. Les résultats obtenus par les méthodes bayésiennes par les chaînes de Markov par Monte Carlo (CMMC) indiquent un biais relatif assez faible de moins de 5% pour les coefficients de régression des moyennes contrairement à ceux du terme de covariance qui semblent un peu plus volatils. Deuxièmement, le chapitre 4 présente une extension de la régression multidimensionnelle de Poisson avec des effets aléatoires ayant une densité gamma. En effet, conscients du fait que les données d'abondance des espèces présentent une forte dispersion, ce qui rendrait fallacieux les estimateurs et écarts types obtenus, nous privilégions une approche basée sur l'intégration par Monte Carlo grâce à l'échantillonnage préférentiel. L'approche demeure la même qu'au chapitre précédent, c'est-à-dire que l'idée est de simuler des variables latentes indépendantes et de se retrouver dans le cadre d'un modèle linéaire mixte généralisé (GLMM) conventionnel avec des effets aléatoires de densité gamma. Même si l'hypothèse d'une connaissance a priori des paramètres de dispersion semble trop forte, une analyse de sensibilité basée sur la qualité de l'ajustement permet de démontrer la robustesse de notre méthode. Troisièmement, dans le dernier chapitre, nous nous intéressons à la définition et à la construction d'une mesure de concordance donc de corrélation pour les données augmentées en zéro par la modélisation de copules gaussiennes. Contrairement au tau de Kendall dont les valeurs se situent dans un intervalle dont les bornes varient selon la fréquence d'observations d'égalité entre les paires, cette mesure a pour avantage de prendre ses valeurs sur (-1;1). Initialement introduite pour modéliser les corrélations entre des variables continues, son extension au cas discret implique certaines restrictions. En effet, la nouvelle mesure pourrait être interprétée comme la corrélation entre les variables aléatoires continues dont la discrétisation constitue nos observations discrètes non négatives. Deux méthodes d'estimation des modèles augmentés en zéro seront présentées dans les contextes fréquentiste et bayésien basées respectivement sur le maximum de vraisemblance et l'intégration de Gauss-Hermite. Enfin, une étude de simulation permet de montrer la robustesse et les limites de notre approche.

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Ma thèse est composée de trois chapitres reliés à l'estimation des modèles espace-état et volatilité stochastique. Dans le première article, nous développons une procédure de lissage de l'état, avec efficacité computationnelle, dans un modèle espace-état linéaire et gaussien. Nous montrons comment exploiter la structure particulière des modèles espace-état pour tirer les états latents efficacement. Nous analysons l'efficacité computationnelle des méthodes basées sur le filtre de Kalman, l'algorithme facteur de Cholesky et notre nouvelle méthode utilisant le compte d'opérations et d'expériences de calcul. Nous montrons que pour de nombreux cas importants, notre méthode est plus efficace. Les gains sont particulièrement grands pour les cas où la dimension des variables observées est grande ou dans les cas où il faut faire des tirages répétés des états pour les mêmes valeurs de paramètres. Comme application, on considère un modèle multivarié de Poisson avec le temps des intensités variables, lequel est utilisé pour analyser le compte de données des transactions sur les marchés financières. Dans le deuxième chapitre, nous proposons une nouvelle technique pour analyser des modèles multivariés à volatilité stochastique. La méthode proposée est basée sur le tirage efficace de la volatilité de son densité conditionnelle sachant les paramètres et les données. Notre méthodologie s'applique aux modèles avec plusieurs types de dépendance dans la coupe transversale. Nous pouvons modeler des matrices de corrélation conditionnelles variant dans le temps en incorporant des facteurs dans l'équation de rendements, où les facteurs sont des processus de volatilité stochastique indépendants. Nous pouvons incorporer des copules pour permettre la dépendance conditionnelle des rendements sachant la volatilité, permettant avoir différent lois marginaux de Student avec des degrés de liberté spécifiques pour capturer l'hétérogénéité des rendements. On tire la volatilité comme un bloc dans la dimension du temps et un à la fois dans la dimension de la coupe transversale. Nous appliquons la méthode introduite par McCausland (2012) pour obtenir une bonne approximation de la distribution conditionnelle à posteriori de la volatilité d'un rendement sachant les volatilités d'autres rendements, les paramètres et les corrélations dynamiques. Le modèle est évalué en utilisant des données réelles pour dix taux de change. Nous rapportons des résultats pour des modèles univariés de volatilité stochastique et deux modèles multivariés. Dans le troisième chapitre, nous évaluons l'information contribuée par des variations de volatilite réalisée à l'évaluation et prévision de la volatilité quand des prix sont mesurés avec et sans erreur. Nous utilisons de modèles de volatilité stochastique. Nous considérons le point de vue d'un investisseur pour qui la volatilité est une variable latent inconnu et la volatilité réalisée est une quantité d'échantillon qui contient des informations sur lui. Nous employons des méthodes bayésiennes de Monte Carlo par chaîne de Markov pour estimer les modèles, qui permettent la formulation, non seulement des densités a posteriori de la volatilité, mais aussi les densités prédictives de la volatilité future. Nous comparons les prévisions de volatilité et les taux de succès des prévisions qui emploient et n'emploient pas l'information contenue dans la volatilité réalisée. Cette approche se distingue de celles existantes dans la littérature empirique en ce sens que ces dernières se limitent le plus souvent à documenter la capacité de la volatilité réalisée à se prévoir à elle-même. Nous présentons des applications empiriques en utilisant les rendements journaliers des indices et de taux de change. Les différents modèles concurrents sont appliqués à la seconde moitié de 2008, une période marquante dans la récente crise financière.