Speculative bubbles and contagion: analysis of volatility’s clusters during the DotCom bubble based on the dynamic conditional correlation model

Revendo a definição e determinação de bolhas especulativas no contexto de contágio, este estudo analisa a bolha do DotCom nos mercados acionistas americanos e europeus usando o modelo de correlação condicional dinâmica (DCC) proposto por Engle e Sheppard (2001) como uma explicação econométrica e, por outro lado, as finanças comportamentais como uma explicação psicológica. Contágio é definido, neste contexto, como a quebra estatística nos DCC’s estimados, medidos através das alterações das suas médias e medianas. Surpreendentemente, o contágio é menor durante bolhas de preços, sendo que o resultado principal indica a presença de contágio entre os diferentes índices dos dois continentes e demonstra a presença de alterações estruturais durante a crise financeira.

Speculative bubbles and contagion: analysis of volatility's clusters during the DotCom bubble based on the dynamic conditional correlation model

Reviewing the de nition and measurement of speculative bubbles in context of contagion, this paper analyses the DotCom bubble in American and European equity markets using the dynamic conditional correlation (DCC) model proposed by (Engle and Sheppard 2001) as on one hand as an econometrics explanation and on the other hand the behavioral nance as an psychological explanation. Contagion is de ned in this context as the statistical break in the computed DCCs as measured by the shifts in their means and medians. Even it is astonishing, that the contagion is lower during price bubbles, the main nding indicates the presence of contagion in the di¤erent indices among those two continents and proves the presence of structural changes during nancial crisis

Correlation between semen analysis by motile sperm organelle morphology examination and sperm DNA damage

Regression analysis of 538 semen samples demonstrated that percentages of normal nuclear sperm and all spermatozoa with abnormalities of nuclear form at high magnification had significant negative correlation with percentages of DNA fragmentation. on the other hand, there was a positive correlation between percentages of spermatozoa with nuclear vacuoles and those with DNA fragmentation. (Fertil Steril (R) 2010;94:1937-40. (C) 2010 by American Society for Reproductive Medicine.)

Characteristics of seminal plasma proteins and their correlation with canine semen analysis

The objectives were to separate canine seminal plasma proteins (with SDS-PAGE) and to determine the correlation between specific proteins and semen characteristics. Three ejaculates from 20 mixed-breed dogs, of unknown fertility, were collected by digital manipulation. Ejaculate volume and color, sperm motility, sperm vigor, percentage of morphologically normal spermatozoa, and membrane integrity (hypoosmotic swelling test and fluorescent staining) were assessed. For each dog, seminal plasma was pooled from all three ejaculates and proteins were separated with SDS-PAGE, using polyacrylamide concentrations of 13% and 22% in the separation gels. After staining, gel images were digitized to estimate molecular weights (MW) and integrated optical density (IOD) of each lane and of individual bands. Total seminal plasma protein concentration was 2.19 +/- 1.56 g/dL (mean +/- SD; range 1.12-5.19 g/dL). A total of 37 protein bands were identified (although no dog had all 37 bands). In the 13% gel, molecular weights ranged from 100.6 to 17.1 kDa, with four bands (49.7, 33.2, 26.4, and 19.5 kDa) present in samples from all dogs. In the 22% gel, molecular weights ranged from 15.6 to 3.6 kDa, with nine bands (15.6, 13.5, 12.7, 11.7, 10.5, 8.7, 7.8, 5.6, and 4.9 kDa) present in samples from all dogs. Combined for both gels, the majority of bands (85%) had molecular weights < 17 kDa, with B20 (15.6 kDa) in high concentrations in samples from all dogs. There were positive correlations (P <= 0.01) between two bands, 134 (67 kDa) and B5 (58.6 kDa), and sperm motility (r = 0.66 and r = 0.46), sperm vigor (r = 0.56 and r = 0.66), percentage of morphologically normal spermatozoa (r = 0.55 and r = 0.59), the hypoosmotic swelling test (r = 0.76 and r 0.68), and fluorescent staining (r = 0.56 and r = 0.59), respectively. In conclusion, 37 proteins were identified in seminal plasma; two were significantly correlated with semen characteristics. (c) 2007 Elsevier B.V. All rights reserved.

Ultrasonographic analysis of senile cataractous lens of dogs and its correlation to phacoemulsification

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Aggregation in the generalized transportation problem

Aggregation disaggregation is used to reduce the analysis of a large generalized transportation problem to a smaller one. Bounds for the actual difference between the aggregated objective and the original optimal value are used to quantify the error due to aggregation and estimate the quality of the aggregation. The bounds can be calculated either before optimization of the aggregated problem (a priori) or after (a posteriori). Both types of the bounds are derived and numerically compared. A computational experiment was designed to (a) study the correlation between the bounds and the actual error and (b) quantify the difference of the error bounds from the actual error. The experiment shows a significant correlation between some a priori bounds, the a posteriori bounds and the actual error. These preliminary results indicate that calculating the a priori error bound is a useful strategy to select the appropriate aggregation level, since the a priori bound varies in the same way that the actual error does. After the aggregated problem has been selected and optimized, the a posteriori bound provides a good quantitative measure for the error due to aggregation.

Quantitative structural analysis of the transition from LT-LixCoO2 to HT-LixCoO2 using the rietveld method: correlation between structure and electrochemical performance

A quantitative phase analysis was made of LiXCoO2 powders obtained by two distinct chemical methodologies at different temperatures (from 400 to 700degreesC). A phase analysis was made using Rietveld refinements based on X-ray diffraction data, considering the LiXCoO2 powders as a multiphase system that simultaneously contained two main phases with distinct, layered and spinel-type structures. The sults showed the coexistence of both structures in LiXCoO2 obtained at low temperature (400 and 500degreesC), although only the layered structure was detected at higher temperatures (600 and 700degreesC, regardless of the chemical powder process employed. The electrochemical performance, evaluated mainly by the cycling reversibility of LiXCoO2 in the form of cathode insertion electrodes, revealed that there is a close correlation between structural features and the electrochemical response, with one of the redox processes (3.3 v/3.9 v) associated only with the presence of the spinel-type structure. (C) 2003 Elsevier B.V. All rights reserved.

Stability analysis of the attitude of artificial satellites subject to gravity gradient torque

Using a canonical formulation, the stability of the rotational motion of artificial satellites is analyzed considering perturbations due to the gravity gradient torque. Here Andoyer's variables are used to describe the rotational motion. One of the approaches that allow the analysis of the stability of Hamiltonian systems needs the reduction of the Hamiltonian to a normal form. Firstly equilibrium points are found. Using generalized coordinates, the Hamiltonian is expanded in the neighborhood of the linearly stable equilibrium points. In a next step a canonical linear transformation is used to diagonalize the matrix associated to the linear part of the system. The quadratic part of the Hamiltonian is normalized. Based in a Lie-Hori algorithm a semi-analytic process for normalization is applied and the Hamiltonian is normalized up to the fourth order. Once the Hamiltonian is normalized up to order four, the analysis of stability of the equilibrium point is performed using the theorem of Kovalev and Savichenko. This semi-analytical approach was applied considering some data sets of hypothetical satellites. For the considered satellites it was observed few cases of stable motion. This work contributes for space missions where the maintenance of spacecraft attitude stability is required.

Quantitative structural analysis of the transition from LT-Li xCoO2 to HT-LixCoO2 using the rietveld method: Correlation between structure and electrochemical performance

A quantitative phase analysis was made of LixCoO2 powders obtained by two distinct chemical methodologies at different temperatures (from 400 to 700°C). A phase analysis was made using Rietveld refinements based on X-ray diffraction data, considering the Li xCoO2 powders as a multiphase system that simultaneously contained two main phases with distinct, layered and spinel-type structures. The results showed the coexistence of both structures in LixCoO 2 obtained at low temperature (400 and 500°C), although only the layered structure was detected at higher temperatures (600 and 700°C), regardless of the chemical powder process employed. The electrochemical performance, evaluated mainly by the cycling reversibility of Li xCoO2 in the form of cathode insertion electrodes, revealed that there is a close correlation between structural features and the electrochemical response, with one of the redox processes (3.3 v/3.9 v) associated only with the presence of the spinel-type structure. © 2003 Elsevier B.V. All rights reserved.

Analysis of hybrid layer thickness, resin tag length and their correlation with microtensile bond strength using a total etch adhesive to intact dentin.

The objective of this study was to evaluate the use of a two-step total etch and rinse adhesive, the correlation between the hyybrid layer thickness (HL) and bond strength (BS), and between resin tag length (RT) and bond strength in the same teeth, and also to evaluate the fracture patterns of the tested specimens. Ten human molars were used for the restorative procedure and then sectioned in two halves (mesio-distally). The materials used were Adper Single Bond 2, 3M ESPE, Ultra etch gel, Ultradent and Filtek Z250, 3M ESPE. One half were utilized to measure the HL thickness and RT length through light microscopy analysis (400x), and the other half was subject to a microtensile test to measure the BS. The fractured surfaces were analyzed by scanning electron microscopy and fracture patterns classified. The Pearson correlation test was applied (p = 0.05). The results of the analyses of each specimen then were correlated: mean HL thickness = 4.39 (0.48) microm, mean length of RT = 9.94 (1.69) microm, mean BS = 23.98 (10.24) MPa. A statistically significant correlation between HL thickness and bond strength was found (r = 0.93). The two step etch and rinse adhesive system, showed a strong correlation between HL thickness and bond strength. The most common fractures were adhesive, followed by cohesive in resin.

An analysis of Generalized Symmetrical Components in non sinusoidal three phase systems

This paper presents the study of the so called Generalized Symmetrical Components, proposed by Tenti et. al. to the analysis of unbalanced periodic non sinusoidal three phase systems. As a result, it was possible to establish a proper relationship between such of generalized symmetrical components and Fortescue symmetrical components to the harmonic frequencies that compose a generic periodic non sinusoidal three phase system. © 2011 IEEE.

Assessment of the Correlation Between Insertion Torque and Resonance Frequency Analysis of Implants Placed in Bone Tissue of Different Densities

The primary stability of dental implants is fundamental for osseointegration. Therefore, this study aimed to assess the correlation between insertion torque (IT) and resonance frequency analysis (RFA) of implants placed in mandibles and maxillas of different bone densities. Eighty dental implants were placed in maxillas and mandibles, and IT and the implant stability quotient (ISQ) were measured at the time of implant insertion. Bone density was assessed subjectively by the Lekholm and Zarb index. The type I and II densities were grouped together (group A)as were the type III and IV densities (group B). The IT in group A was higher (Student t test, P = .0013) than in group B (46.27 +/- 18.51 Ncm, 33.62 +/- 14.74 Ncm, respectively). The implants placed in group A showed higher ISQ (Student t test, P = .0004) than those placed in group B (70.09 +/- 7.50, 63.66 +/- 8.00, respectively). A significant correlation between IT and the ISQ value was observed for group A (Pearson correlation test; r = 0.35; P = .0213) and for group B (r = 0.37; P = .0224). Within the limitations of this study, it was possible to conclude that there is a correlation between IT and RFA of implants placed in mandibles and maxillas of different bone densities.

Large-scale analysis of the SDSS-III DR8 photometric luminous galaxies angular correlation function

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)