OXIDATIVE STRESS BIOMARKER RESPONSES TO AN ACUTE SESSION OF HYPERTROPHY-RESISTANCE TRADITIONAL INTERVAL TRAINING AND CIRCUIT TRAINING

Deminice, R, Sicchieri, T, Mialich, MS, Milani, F, Ovidio, PP, and Jordao, AA. Oxidative stress biomarker responses to an acute session of hypertrophy-resistance traditional interval training and circuit training. J Strength Cond Res 25(3): 798-804, 2011-We have studied circuit resistance schemes with high loads as a time-effective alternative to hypertrophy-traditional resistance training. However, the oxidative stress biomarker responses to high-load circuit training are unknown. The aim of the present study was to compare oxidative stress biomarker response with an acute session of hypertrophy-resistance circuit training and traditional interval training. A week after the 1 repetition maximum (1RM) test, 11 healthy and well-trained male participants completed hypertrophy-resistance acute sessions of traditional interval training (3 x 10 repetitions at 75% of the 1RM, with 90-second passive rest) and circuit training (3 x 10 repetitions at 75% of the 1RM, in alternating performance of 2 exercises with different muscle groups) in a randomized and cross-over design. Venous blood samples were collected before (pre) and 10 minutes after (post) the resistance training sessions for oxidative stress biomarker assays. As expected, the time used to complete the circuit training (20.2 +/- 1.6) was half of that needed to complete the traditional interval training (40.3 +/- 1.8). Significant increases (p < 0.05) in thiobarbituric acid reactive substances (40%), creatine kinase (CK) (67%), glutathione (14%), and uric acid (25%) were detected posttraditional interval training session in relation to pre. In relation to circuit training, a significant increase in CK (33%) activity postsession in relation to pre was observed. Statistical analysis did not reveal any other change in the oxidative stress biomarker after circuit training. In conclusion, circuit resistance-hypertrophy training scheme proposed in the current study promoted lower oxidative stress biomarkers and antioxidant modulations compared with resistance traditional interval training.

Yorta Yorta: The effect of changes in traditional laws and customs in native title determinations

Members of the Yorta Yorta Aboriginal Community v State of Victoria was the first case in which a claim for native title was lodged in a non-remote area of the Australian mainland which was the subject of European settlement at an early stage in Australian history - highlights the difficulties in establishing native title claims in long settled regions of Australia - a failure to recognise the strength of oral tradition in establishing Aboriginal connection with the land.

Extreme Value Theory versus traditional GARCH approaches applied to financial data: a comparative evaluation

Although stock prices fluctuate, the variations are relatively small and are frequently assumed to be normal distributed on a large time scale. But sometimes these fluctuations can become determinant, especially when unforeseen large drops in asset prices are observed that could result in huge losses or even in market crashes. The evidence shows that these events happen far more often than would be expected under the generalized assumption of normal distributed financial returns. Thus it is crucial to properly model the distribution tails so as to be able to predict the frequency and magnitude of extreme stock price returns. In this paper we follow the approach suggested by McNeil and Frey (2000) and combine the GARCH-type models with the Extreme Value Theory (EVT) to estimate the tails of three financial index returns DJI,FTSE 100 and NIKKEI 225 representing three important financial areas in the world. Our results indicate that EVT-based conditional quantile estimates are much more accurate than those from conventional AR-GARCH models assuming normal or Student’s t-distribution innovations when doing out-of-sample estimation (within the insample estimation, this is so for the right tail of the distribution of returns).