Realized volatility: evidence from Brazil

Using intraday data for the most actively traded stocks on the São Paulo Stock Market (BOVESPA) index, this study considers two recently developed models from the literature on the estimation and prediction of realized volatility: the Heterogeneous Autoregressive Model of Realized Volatility (HAR-RV), developed by Corsi (2009), and the Mixed Data Sampling model (MIDAS-RV), developed by Ghysels et al. (2004). Using measurements to compare in-sample and out-of-sample forecasts, better results were obtained with the MIDAS-RV model for in-sample forecasts. For out-of-sample forecasts, however, there was no statistically signi cant di¤erence between the models. We also found evidence that the use of realized volatility induces distributions of standardized returns that are closer to normal

Does mixed frequency vector error correction model add relevant information to exchange misalignment calculus? Evidence for United States

Real exchange rate is an important macroeconomic price in the economy and a ects economic activity, interest rates, domestic prices, trade and investiments ows among other variables. Methodologies have been developed in empirical exchange rate misalignment studies to evaluate whether a real e ective exchange is overvalued or undervalued. There is a vast body of literature on the determinants of long-term real exchange rates and on empirical strategies to implement the equilibrium norms obtained from theoretical models. This study seeks to contribute to this literature by showing that it is possible to calculate the misalignment from a mixed ointegrated vector error correction framework. An empirical exercise using United States' real exchange rate data is performed. The results suggest that the model with mixed frequency data is preferred to the models with same frequency variables

High-resolution electrocardiography in the diagnosis of arrhythmogenic right ventricular cardiomyopathy in Boxer dogs

Com o objetivo de avaliar a importância da eletrocardiografia de alta resolução no diagnóstico da cardiomiopatia arritmogênica do ventrículo direito do Boxer, 20 cães sem evidências de doença cardíaca estrutural à avaliação ecodopplercardiográfica foram agrupados de acordo com a frequência de arritmias ventriculares, avaliadas pela eletrocardiografia ambulatorial de 24 horas, e submetidos ao exame eletrocardiográfico de alta resolução. Duração do complexo QRS filtrado, duração dos sinais de baixa amplitude (menor que 40µV) dos últimos 40 milissegundos do complexo QRS e raiz quadrada média da voltagem ao quadrado dos últimos 40 milissegundos do complexo QRS (RMS40) foram as variáveis avaliadas. Não foram observadas diferenças significativas entre os grupos em relação às variáveis estudadas. Sendo assim, os resultados do presente estudo sugerem que a eletrocardiografia de alta resolução não é uma ferramenta útil no auxílio diagnóstico da cardiomiopatia arritmogênica do ventrículo direito dos cães da raça Boxer que não apresentam alterações miocárdicas evidentes ou disfunção sistólica.

Método dinâmico aplicado para antenas cilíndricas

Nowadays there has been a major breakthrough in the aerospace area, with regard to rocket launches to research, experiments, telemetry system, remote sensing, radar system (tracking and monitoring), satellite communications system and insertion of satellites in orbit. This work aims at the application of a circular cylindrical microstrip antenna, ring type, and other cylindrical rectangular in structure of a rocket or missile to obtain telemetry data, operating in the range of 2 to 4 GHz, in S-band. Throughout this was developed just the theoretical analysis of the Transverse transmission line method which is a method of rigorous analysis in spectral domain, for use in rockets and missiles. This analyzes the spread in the direction "ρ" , transverse to dielectric interfaces "z" and "φ", for cylindrical coordinates, thus taking the general equations of electromagnetic fields in function of e [1]. It is worth mentioning that in order to obtain results, simulations and analysis of the structure under study was used HFSS program (High Frequency Structural Simulator) that uses the finite element method. With the theory developed computational resources were used to obtain the numerical calculations, using Fortran Power Station, Scilab and Wolfram Mathematica ®. The prototype was built using, as a substrate, the ULTRALAM ® 3850, of Rogers Corporation, and an aluminum plate as a cylindrical structure used to support. The agreement between the measured and simulated results validate the established processes. Conclusions and suggestions are presented for continuing this work

Application of ionospheric corrections in the equatorial region for L1 GPS users

In the absence of the selective availability, which was turned off on May 1, 2000, the ionosphere can be the largest source of error in GPS positioning and navigation. Its effects on GPS observable cause a code delays and phase advances. The magnitude of this error is affected by the local time of the day, season, solar cycle, geographical location of the receiver and Earth's magnetic field. As it is well known, the ionosphere is the main drawback for high accuracy positioning, when using single frequency receivers, either for point positioning or relative positioning of medium and long baselines. The ionosphere effects were investigated in the determination of point positioning and relative positioning using single frequency data. A model represented by a Fourier series type was implemented and the parameters were estimated from data collected at the active stations of RBMC (Brazilian Network for Continuous Monitoring of GPS satellites). The data input were the pseudorange observables filtered by the carrier phase. Quality control was implemented in order to analyse the adjustment and to validate the significance of the estimated parameters. Experiments were carried out in the equatorial region, using data collected from dual frequency receivers. In order to validate the model, the estimated values were compared with ground truth. For point and relative positioning of baselines of approximately 100 km, the values of the discrepancies indicated an error reduction better than 80% and 50% respectively, compared to the processing without the ionospheric model. These results give an indication that more research has to be done in order to provide support to the L1 GPS users in the Equatorial region.

RINEX_HO: second- and third-order ionospheric corrections for RINEX observation files

When GNSS receivers capable of collecting dual-frequency data are available, it is possible to eliminate the first-order ionospheric effect in the data processing through the ionosphere-free linear combination. However, the second- and third-order ionospheric effects still remain. The first-, second- and third-order ionospheric effects are directly proportional to the total electron content (TEC), although the second- and third-order effects are influenced, respectively, by the geomagnetic field and the maximum electron density. In recent years, the international scientific community has given more attention to these kinds of effects and some works have shown that for high precision GNSS positioning these effects have to be taken into consideration. We present a software tool called RINEX_HO that was developed to correct GPS observables for second- and third-order ionosphere effects. RINEX_HO requires as input a RINEX observation file, then computes the second- and third-order ionospheric effects, and applies the corrections to the original GPS observables, creating a corrected RINEX file. The mathematical models implemented to compute these effects are presented, as well as the transformations involving the earth's magnetic field. The use of TEC from global ionospheric maps and TEC calculated from raw pseudorange measurements or pseudoranges smoothed by phase is also investigated.

Lesões desportivas na ginástica artística: estudo a partir de morbidade referida

INTRODUÇÃO: Os níveis de exigência biomecânica devidos ao alto grau de dificuldade na realização de gestos fazem da ginástica artística (GA) uma modalidade com elevado risco de lesões. Assim, é necessário que os aspectos a elas relacionados sejam controlados. OBJETIVO: Analisar a ocorrência de lesões na Ginástica Artística, associando-as a fatores de risco específicos da modalidade e do atleta, a partir de inquérito de morbidade referida. MÉTODOS: Foram entrevistados 54 ginastas, recrutados ao acaso, classificados segundo o nível competitivo em duas categorias: regional e nacional. Utilizou-se o inquérito de morbidade referida (IMR) com a finalidade de reunir dados sobre a natureza da lesão, região corporal e aparelho ginástico. Os dados foram organizados e apresentados sob a forma de distribuição de freqüências e as variáveis, analisadas segundo nível de associação a partir do teste de Goodman para contrastes entre populações multinomiais, considerando significante o valor P < 0,05. RESULTADOS: Presença de lesão durante a temporada foi relatada por 39 (71,70%) atletas, sendo 22 (56,41%) mulheres e 17 (43,59%) homens. Nas categorias regional masculino e feminino e nacional feminino, a maior ocorrência de lesões foi de origem articular, correspondendo a 55,56%, 50% e 45,45% do total, respectivamente. Para o sexo feminino nacional, os membros inferiores foram os mais referidos (68,18%) e, em ambas as categorias, as lesões ocorreram nos aparelhos de saltos (79,41%), enquanto que no sexo masculino nacional o maior número de agravos foi verificado nos aparelhos de apoio e suspensão (72%). CONCLUSÕES: Há elevada freqüência de lesões, acometendo principalmente articulações e membros inferiores, sendo os aparelhos de saltos os mais referidos quanto à ocorrência de acometimentos. Foi observado também que, quanto maiores as exigências de desempenho técnico, maior a freqüência de lesões.

Efeito da técnica de oscilação oral de alta freqüência aplicada em diferentes pressões expiratórias sobre a função autonômica do coração e os parâmetros cardiorrespiratórios

O objetivo deste estudo foi avaliar o efeito da técnica de oscilação oral de alta freqüência (com o aparelho Shaker), aplicada em diferentes pressões expiratórias (PE), sobre a função autonômica e parâmetros cardiorrespiratórios. Foram coletados dados de 20 voluntários jovens saudáveis (21,6±1,3 anos), que permaneceram em repouso inicial por 10 minutos e, em seguida, fizeram três séries de dez expirações no aparelho (com intervalo de descanso de 2 minutos entre as séries) em três diferentes PE - pressão livre (PL), de 10 (P10) e de 20 (P20) cmH2O - permanecendo por mais 10 minutos em repouso final. Os dados foram analisados estatisticamente, com nível de significância de 5%. Após a aplicação da técnica, constatou-se diferença significante nos índices de variabilidade da freqüência cardíaca em PL e um aumento significante na pressão arterial sistólica em P20. Na pressão arterial diastólica, freqüência respiratória e saturação periférica de oxigênio não foram encontradas diferenças antes, durante e após a técnica, nas diferentes PE. A percepção do esforço aumentou significantemente ao longo das séries em PL e P20 e entre P10 e P20 em cada série. A freqüência cardíaca (FC) aumentou e diminuiu em sincronia com os movimentos de inspiração e expiração, respectivamente. Foram observadas modificações na modulação autonômica do coração em PL. A aplicação da técnica nessa população, nas diferentes PE analisadas, promoveu modificações no comportamento da FC, no esforço percebido e, em PL, na modulação autonômica do coração.

Fractal correlation property of heart rate variability in chronic obstructive pulmonary disease

Background: It was reported that autonomic nervous system function is altered in subjects with chronic obstructive pulmonary disease (COPD). We evaluated short-and long-term fractal exponents of heart rate variability (HRV) in COPD subjects.Patients and methods: We analyzed data from 30 volunteers, who were divided into two groups according to spirometric values: COPD (n = 15) and control (n = 15). For analysis of HRV indices, HRV was recorded beat by beat with the volunteers in the supine position for 30 minutes. We analyzed the linear indices in the time (SDNN [standard deviation of normal to normal] and RMSSD [root-mean square of differences]) and frequency domains (low frequency [LF], high frequency [HF], and LF/HF), and the short-and long-term fractal exponents were obtained by detrended fluctuation analysis. We considered P < 0.05 to be a significant difference.Results: COPD patients presented reduced levels of all linear exponents and decreased short-term fractal exponent (alpha-1: 0.899 +/- 0.18 versus 1.025 +/- 0.09, P = 0.026). There was no significant difference between COPD and control groups in alpha-2 and alpha-1/alpha-2 ratio.Conclusion: COPD subjects present reduced short-term fractal correlation properties of HRV, which indicates that this index can be used for risk stratification, assessment of systemic disease manifestations, and therapeutic procedures to monitor those patients.

Caracterização dos acoplamentos fase-amplitude na região CA1 do hopocampo

Brain oscillation are not completely independent, but able to interact with each other through cross-frequency coupling (CFC) in at least four different ways: power-to-power, phase-to-phase, phase-to-frequency and phase-to-power. Recent evidence suggests that not only the rhythms per se, but also their interactions are involved in the execution of cognitive tasks, mainly those requiring selective attention, information flow and memory consolidation. It was recently proposed that fast gamma oscillations (60 150 Hz) convey spatial information from the medial entorhinal cortex to the CA1 region of the hippocampus by means of theta (4-12 Hz) phase coupling. Despite these findings, however, little is known about general characteristics of CFCs in several brain regions. In this work we recorded local field potentials using multielectrode arrays aimed at the CA1 region of the dorsal hippocampus for chronic recording. Cross-frequency coupling was evaluated by using comodulogram analysis, a CFC tool recently developted (Tort et al. 2008, Tort et al. 2010). All data analyses were performed using MATLAB (MathWorks Inc). Here we describe two functionally distinct oscillations within the fast gamma frequency range, both coupled to the theta rhythm during active exploration and REM sleep: an oscillation with peak activity at ~80 Hz, and a faster oscillation centered at ~140 Hz. The two oscillations are differentially modulated by the phase of theta depending on the CA1 layer; theta-80 Hz coupling is strongest at stratum lacunosum-moleculare, while theta-140 Hz coupling is strongest at stratum oriens-alveus. This laminar profile suggests that the ~80 Hz oscillation originates from entorhinal cortex inputs to deeper CA1 layers, while the ~140 Hz oscillation reflects CA1 activity in superficial layers. We further show that the ~140 Hz oscillation differs from sharp-wave associated ripple oscillations in several key characteristics. Our results demonstrate the existence of novel theta-associated high-frequency oscillations, and suggest a redefinition of fast gamma oscillations

Características sociodemográficas, hábitos de sono, estado cognitivo e funcional após acidente vascular cerebral

ABSTRACT Introduction: The cerebrovascular accident (CVA) is an important cause of neurological impairment. Few data about the factors associated with morbidity of cerebrovascular accident are found in Brazil. Objectives: Evaluate sociodemographic characteristics, sleep habits, cognitive and functional status of patients with cerebrovascular accident. Methods: The patients evaluated through questionnaire Step 1 to survey the sociodemographic characteristics and Modified Rankin Scale for functional assessment. The neurological degree was evaluated by the National Institutes of Health Stroke Scale (NIHSS), the sleep Habits questionnaire for sleep and cognitive status by the Mini-Examination of the Mental State (MEMS). The data were analyzed using the chi-square test to determine differences in proportions of variables and linear regression analysis. Results: 305 patients were evaluated and the larger number of subjects was between 50 and 69 years (40%), most patients had no formal education (40.3%) and had ischemic type of cerebrovascular accident (72.5%). In the analysis of the functionality it was found that most patients had moderate impairment (55.1%). The results of the sleep habits showed that 63,6% of patients had one more person in the bedroom,12,3% complained about too much noise in the 11 room and 35% of too much light. From these patients 5,8% were smokers, 7,8% and 70,1% drank coffee drinkers, 28,6% had difficulty in initiate to sleep and woke up 37,6% in the middle of the night. Were showed complaints about nightmares (11%), feeling of suffocation (37,7%) and 35% felt very sleepy during the day. In addition, 95% were unemployed, 80,5% did not perform physical activities and 95,4% did not perform mental activities. The cognitive screening conducted a determined association of cognitive status with age and education level and neurological status. Conclusion: The study showed a high frequency of cases of cerebrovascular accident with functional dependence in a moderate degree, identified that many patients do not follow hygienic measures of sleep and found that the assessment of cognitive deficits must take into consideration the age, educational level and degree of neurological patients. We suggest the need for programs of assistance to victims of cerebrovascular accident patients, with a multidimensional approach including the rehabilitation team, the role of sleep medicine and Neuropsychology, so that patients have access to a more appropriate functional rehabilitation, develop a lifestyle that ensures a good sleep quality and are evaluated and rehabilitated with regard to cognitive impairment

Uso de habitat e comportamento do boto-cinza sotalia guianensis em uma zona estuarina do estado de Sergipe, nordeste do Brasil a biotecnologia vegetal como alternativa para a cotonicu

To clarify the functional mechanisms of habitat use is necessary to analyze it in conjunction with the conduct performed by animals. The occurrence, distribution and use of space are characteristic of a species resulting from habitat selection that is in search of conditions favorable to its survival. One can relate the physical and biological factors of the environment with the ecological characteristics of the species, since these factors act by regulating the ecological success of organisms, and from there you can get important information about the habitat use and behavior of individuals. This study aimed to characterize the use of habitat and diurnal activity expressed by the Guiana dolphin, Sotalia guianensis in an estuarine area of Sergipe state, Brazil, analyzing the influence of tide and time days on the occurrence of animals and behavior s state, and group s size and composition in this cetacean species. From March 2009 to February 2010, focal groups observations of dolphins were made from fixed - point and records snapshots of data taken every 5 min. in the interval from 6 a.m to 6 p.m, in alternating shifts. The results showed that the constant presence of animals in the area of the Sergipe River estuary indicates that this is an important area of occurrence of S. guianensis, which use the region mainly in the morning, at low tide and as a feeding. As in other regions of northeastern Brazil, small groups formed 2-12 individuals were most common, with adults and immatures. The high frequency of immature animals may indicate that this area of the estuary is used as brood area and parental care of pups and young animals, since the immature animals were very associated with adults and monitoring the activities of foraging / feeding may be related to a form of learning or training of such behavior

Ocupação de área e interações de golfinhos-rotadores (Stenella longirostris) com o turismo náutico no Arquipélago de Noronha/PE, Brasil

Several works characterize the presence of spinner dolphins at Fernando de Noronha Archipelago in the Dolphins Bay. Though, the dolphins abidance inside this cove has decreased and a new area has been occupied by the animals to achieve the same behaviors, that are resting, breeding and nursing. This area comprises the Inside Sea northeast border of Fernando s de Noronha Island, including the opposing Middle and Dog shore area, the San Antonio Bay and the Between Islands region. The aim was to characterize the dolphins occupation and describe their interactions with the tourism in this area. Data were collected in 2008 and 2009 through a fixed point observation. The study area was divided into seven sub-areas, recording: presence/absence of dolphins, days abidance endurance, abidance length in each area, estimated number of individuals, dolphins direction and speed of displacement, boats presence, interaction period, monitoring, boats attitude and velocity. The dolphins abidance time displayed the same pattern during both years of study, with the higher occupancy in the Between Islands region. Groups with farther than 200 individuals were more frequent both 2008 (46.2%) and 2009 (42.3%). Thus the displacement s slow speed as the preferred direction towards Rat Island also showed the same pattern in both years. The Between Islands region also presented the boats major abidance near the dolphins groups. Boats moved farther in slow speed (95%) than at high speed (5%). The legislation s compliance for the cetaceans protection occurred in 89.7% of 2.839 interactions between boats and spinners, in which this variable was recorded. Whenever boats moved at a slow speed during the meetings with spinner dolphins groups, animals also moved at a slow speed (n = 337), significantly more than the fast displacements (n = 128) ix or "porpoise" (n = 4) (X2 = 318.543, p = -0.001). When boats quickly passed by groups, a significant difference between the dolphins displacement speeds was observed (X2 = 18.264, p =- 0.001), however, the slow (47%) and fast (47% ) displacements frequency was equal, noted the difference with the porpoise displacements (6%), which had the lowest frequency. Data indicate the establishment of a new occupation pattern of the spinner dolphins at Fernando de Noronha, with the Between Islands area being of great importance to the dolphins habits and currently the main area of the boats meeting with the dolphins, showing the need of new conservation measures in this area

Frequência de fatores de risco cardiovascular em voluntários participantes de evento de educação em saúde

INTRODUCTION. Cardiovascular diseases (CVD) are the main cause of death in Brazil.OBJECTIVE. To evaluate the frequency of CVD risk factors In a population attending a health education community event.METHODS. Retrospective study that included 428 completed forms with clinical and demographic information of volunteers attending a public event, in May, 2006. Data were expressed by means and standard deviation or proportions and compared by Student's t test or Chi-square test. Associations between Arterial Hypertension (AH), Diabetes Mellitus (DM) and clinical variables were analyzed by multinomial logistic regression. Significance level was p<0.05.RESULTS. Mean age was 57 +/- 14years, and women represented 58% of the total population. The main cardiovascular risk factors were AH (39.5%), DM (15.4%) and dyslipidemia (25.89%). The frequency of unawareness about these risk factors was respectively 8.4%, 17.5% and 33.1%.. Family history of CVD was reported by 41% while only 67% reported having any information about DM or dyslipidemia. Among obese individuals (IMC >= 30 Kg/m2, 27.3% of the population), systolic blood pressure (133 +/- 16mmHg), diastolic blood pressure (84 +/- 11.5mmHg) and casual glycemia (124 +/- 52.5mg/dl) were higher when compared to non-obese (p<0.05). There was a significant association between obesity and dyslipidemia (p=0.04). Age and IMC were independently associated with AH and DM.CONCLUSION. The high frequency of modifiable cardiovascular risk factors in this population suggests the need for educational programs to promote primary prevention, mainly for the elderly and overweight. [Rev Assoc Med Bras 2009; 55(5): 606-10]

Processamento e interpretação de dados 2D e 3D de GPR :aplicações no imageamento de feições kársticas e estruturas de dissolução no campo de petróleo de Fazenda Belém-CE

In Fazenda Belém oil field (Potiguar Basin, Ceará State, Brazil) occur frequently sinkholes and sudden terrain collapses associated to an unconsolidated sedimentary cap covering the Jandaíra karst. This research was carried out in order to understand the mechanisms of generation of these collapses. The main tool used was Ground Penetrating Radar (GPR). This work is developed twofold: one aspect concerns methodology improvements in GPR data processing whilst another aspect concerns the geological study of the Jandaíra karst. This second aspect was strongly supported both by the analysis of outcropping karst structures (in another regions of Potiguar Basin) and by the interpretation of radargrams from the subsurface karst in Fazenda Belém. It was designed and tested an adequate flux to process GPR data which was adapted from an usual flux to process seismic data. The changes were introduced to take into account important differences between GPR and Reflection Seismic methods, in particular: poor coupling between source and ground, mixed phase of the wavelet, low signal-to-noise ratio, monochannel acquisition, and high influence of wave propagation effects, notably dispersion. High frequency components of the GPR pulse suffer more pronounced effects of attenuation than low frequency components resulting in resolution losses in radargrams. In Fazenda Belém, there is a stronger need of an suitable flux to process GPR data because both the presence of a very high level of aerial events and the complexity of the imaged subsurface karst structures. The key point of the processing flux was an improvement in the correction of the attenuation effects on the GPR pulse based on their influence on the amplitude and phase spectra of GPR signals. In low and moderate losses dielectric media the propagated signal suffers significant changes only in its amplitude spectrum; that is, the phase spectrum of the propagated signal remains practically unaltered for the usual travel time ranges. Based on this fact, it is shown using real data that the judicious application of the well known tools of time gain and spectral balancing can efficiently correct the attenuation effects. The proposed approach can be applied in heterogeneous media and it does not require the precise knowledge of the attenuation parameters of the media. As an additional benefit, the judicious application of spectral balancing promotes a partial deconvolution of the data without changing its phase. In other words, the spectral balancing acts in a similar way to a zero phase deconvolution. In GPR data the resolution increase obtained with spectral balancing is greater than those obtained with spike and predictive deconvolutions. The evolution of the Jandaíra karst in Potiguar Basin is associated to at least three events of subaerial exposition of the carbonatic plataform during the Turonian, Santonian, and Campanian. In Fazenda Belém region, during the mid Miocene, the Jandaíra karst was covered by continental siliciclastic sediments. These sediments partially filled the void space associated to the dissolution structures and fractures. Therefore, the development of the karst in this region was attenuated in comparison to other places in Potiguar Basin where this karst is exposed. In Fazenda Belém, the generation of sinkholes and terrain collapses are controlled mainly by: (i) the presence of an unconsolidated sedimentary cap which is thick enough to cover completely the karst but with sediment volume lower than the available space associated to the dissolution structures in the karst; (ii) the existence of important structural of SW-NE and NW-SE alignments which promote a localized increase in the hydraulic connectivity allowing the channeling of underground water, thus facilitating the carbonatic dissolution; and (iii) the existence of a hydraulic barrier to the groundwater flow, associated to the Açu-4 Unity. The terrain collapse mechanisms in Fazenda Belém occur according to the following temporal evolution. The meteoric water infiltrates through the unconsolidated sedimentary cap and promotes its remobilization to the void space associated with the dissolution structures in Jandaíra Formation. This remobilization is initiated at the base of the sedimentary cap where the flow increases its abrasion due to a change from laminar to turbulent flow regime when the underground water flow reaches the open karst structures. The remobilized sediments progressively fill from bottom to top the void karst space. So, the void space is continuously migrated upwards ultimately reaching the surface and causing the sudden observed terrain collapses. This phenomenon is particularly active during the raining season, when the water table that normally is located in the karst may be temporarily located in the unconsolidated sedimentary cap