Expectativas y volatilidad condicionada: los tipos de interés en el mercado interbancario

En este trabajo examinamos si la teoría de expectativas con primas de liquidez constantes puede explicar la estructura temporal de los tipos de interés de pequeños vencimientos en el mercado interbancario de depósitos español, para datos mensuales desde 1977 hasta 1995. Utilizamos el contraste de Campbell y Shiller (1987) basado en un modelo VAR cointegrado. A partir de las estimaciones consistentes de dicho modelo obtenemos la magnitud y persistencia de los shocks a través de la simulación de la respuesta al impulso, y estimaciones eficientes de los parámetros modelizando la varianza condicional que es variable en el tiempo. En este sentido, se proponen varios esquemas de volatilidad que permiten plantear distintas aproximaciones de laincertidumbre en un entorno multiecuacional GARCH y que están basadas en el modelo de expectativas propuesto. La evidencia empírica muestra que se incumple la teoría de las expectativas, que existe una dinámica conjunta a corto plazo para los tipos de interés y el diferencial que está definida por un modelo VAR(4)-GARCH( 1,1)-BEKK (que está próximo a la integrabilidad en varianza), y que existen distintos factores de riesgo que afectan a las primas en los plazos estudiados

New approximation to the third-order density : application to the calculation of correlated multicenter indices

In this work we present the formulas for the calculation of exact three-center electron sharing indices (3c-ESI) and introduce two new approximate expressions for correlated wave functions. The 3c-ESI uses the third-order density, the diagonal of the third-order reduced density matrix, but the approximations suggested in this work only involve natural orbitals and occupancies. In addition, the first calculations of 3c-ESI using Valdemoro's, Nakatsuji's and Mazziotti's approximation for the third-order reduced density matrix are also presented for comparison. Our results on a test set of molecules, including 32 3c-ESI values, prove that the new approximation based on the cubic root of natural occupancies performs the best, yielding absolute errors below 0.07 and an average absolute error of 0.015. Furthemore, this approximation seems to be rather insensitive to the amount of electron correlation present in the system. This newly developed methodology provides a computational inexpensive method to calculate 3c-ESI from correlated wave functions and opens new avenues to approximate high-order reduced density matrices in other contexts, such as the contracted Schrödinger equation and the anti-Hermitian contracted Schrödinger equation

Identification of acetates in elasmopalpulus lignosellus pheromone glands using a newly created mass spectral database and kóvats retention indices

Based on a specially created mass spectral database utilizing 23 tetradecenyl and 22 hexadecenyl acetate standards along with Kóvats retention indices obtained on a very polar stationary phase [poly (biscyanopropyl siloxane)] (SP 2340), (Z)-9-hexadecenyl acetate, (Z)-11-hexadecenyl acetate and (E)-8-hexadecenyl acetate were identified in active pheromone extracts of Elasmopalpus lignosellus. This identification was more efficient than our previous study using gas chromatography/mass spectrometry with a dimethyl disulfide derivative where we could only identify the first two acetates. The acetate composition of the pheromone gland differed from region to region in Brazil and from that from the Tifton (GA, USA) population, suggesting polymorphism or a different sub-species.

Concepções e ações de formadores de professores de química sobre o estágio supervisionado: propostas brasileiras e portuguesas

The purpose of this paper is to investigate lecturers'actions and conceptions about pre-service teaching practices in chemistry. In this sense, it takes into account several theoretical references concerned with teacher education, which support the qualitative analysis of 18 interviews, gathered with 14 brazilian and 4 portuguese lecturers. Results reveal that the pre-service teaching practices in chemistry have been performed far from a technical approach, showing a paradigmatic rupture and presenting another logic related with teacher education in chemistry, which have improved the comprehension of the teachers' real practices, since these have been shaped by complex and unprescribed factors.

Fotoprotetores derivados de produtos naturais: perspectivas de mercado e interações entre o setor produtivo e centros de pesquisa

Ultraviolet radiation is the major exogenous mediators of skin damage. To prevent such damage, sunscreen products are used. New research aims at both the elucidation of new sunscreen compounds, as well as new assets for supporting and synergistic action. In this article it is presented a systematic data of innovation for sunscreen and a discussion on prospects for partnership between universities and enterprises, where it is believed that the innovations in cosmetics, driven by the constant demand of the market in new products, may be a stimulus for the interactions between university and company in Brazil.

Application of GA-PLS and GA-KPLS calculations for the prediction of the retention indices of essential oils

Genetic algorithm and partial least square (GA-PLS) and kernel PLS (GA-KPLS) techniques were used to investigate the correlation between retention indices (RI) and descriptors for 117 diverse compounds in essential oils from 5 Pimpinella species gathered from central Turkey which were obtained by gas chromatography and gas chromatography-mass spectrometry. The square correlation coefficient leave-group-out cross validation (LGO-CV) (Q²) between experimental and predicted RI for training set by GA-PLS and GA-KPLS was 0.940 and 0.963, respectively. This indicates that GA-KPLS can be used as an alternative modeling tool for quantitative structure-retention relationship (QSRR) studies.

Ações de divulgação de química na Casa da Descoberta - centro de divulgação de ciência da Universidade Federal Fluminense

This paper describes the main activities regarding scientific dissemination in the field of Chemistry at Casa da Descoberta (CD) - a Scientific Dissemination Center of the Fluminense Federal University. It presents a brief history of CD and discusses the difficulties concerning the dissemination of Chemistry at Scientific Dissemination Centers. This work also approaches some activities developed throughout the years: experiments performed in relation to the visitors' daily life, training of monitors to act as mediators in the non-formal teaching of Chemistry, production of dissemination materials, elaboration of books, as well as activities that relate formal to non-formal education.

De aromas e perfumes, o mercado da indústria do "cheiro"

Several flavors and fragrances (F&F) companies hold the economic leadership in the market, although not always have also the leadership in patent applications. The ranking of technological production in the fragrance area still remains with industries while scientific knowledge is equally shared between industries and academia. Contextualizing Brazil in this scene, despite all scientific expertise gained over the years, brazilian technological park is still at the beginning of the production of technologies applied directly to the F&F industries. The dependence on foreign technologies is remarkable as indicated by the great trade deficit in this sector.