780 resultados para DCC-GARCH
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Includes indexes.
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The continuation by J.V.N. Yates (p. 391-507) covers the period from 1732 to 1747, the events of 1748-1814 being merely summarized.
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Title varies slightly.
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Mode of access: Internet.
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Mode of access: Internet.
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DCC (deleted in colorectal cancer)-the receptor of the netrin-1 neuronal guidance factor-is expressed and is active in the central nervous system (CNS) during development, but is down-regulated during maturation. The substantia nigra contains the highest level of netrin-1 mRNA in the adult rodent brain, and corresponding mRNA for DCC has also been detected in this region but has not been localized to any particular neuron type. In this study, an antibody raised against DCC was used to determine if the protein was expressed by adult dopamine neurons, and identify their distribution and projections. Significant DCC-immunoreactivity was detected in midbrain, where it was localized to ventrally displaced A9 dopamine neurons in the substantia nigra, and ventromedial A10 dopamine neurons predominantly situated in and around the interfascicular nucleus. Strong immunoreactivity was not detected in dopamine neurons found elsewhere, or in non-dopamine-containing neurons in the midbrain. Terminal fields selectively labeled with DCC antibody corresponded to known nigrostriatal projections to the dorsolateral striatal patches and dorsomedial shell of the accumbens, and were also detected in prefrontal cortex, septum, lateral habenular and ventral pallidum. The unique distribution of DCC-immunoreactivity in adult ventral midbrain dopamine neurons suggests that netrin-1/DCC signaling could function in plasticity and remodeling previously identified in dopamine projection pathways. In particular, a recent report that DCC is regulated through the ubiquitin-proteosome system via Siah/Sina proteins, is consistent with a potential involvement in genetic and sporadic forms of Parkinson's disease. (c) 2005 IBRO. Published by Elsevier Ltd. All rights reserved.
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In this chapter, the authors use an EGARCH-ECM to estimate the pass-through effects of Foreign Exchange (FX) rate changes and changes in producers' prices for 20 U.K. export sectors. The long-run adjustments of export prices to FX rate changes and changes in producers' prices are within the range of -1.02% (for the Textiles sector) and -17.22% (for the Meat sector). The contemporaneous Pricing-To-Market (PTM) coefficients are within the range of -72.84% (for the Fuels sector) and -8.05% (for the Textiles sector). Short-run FX rate pass-through is not complete even after several months. Rolling EGARCH-ECMs show that the short and long-run effects of changes in FX rate and producers' prices vary substantially, as do asymmetry and volatility estimates before equilibrium is achieved.
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2000 Mathematics Subject Classification: Primary: 62M10, 62J02, 62F12, 62M05, 62P05, 62P10; secondary: 60G46, 60F15.
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The paper considers various extended asymmetric multivariate conditional volatility models, and derives appropriate regularity conditions and associated asymptotic theory. This enables checking of internal consistency and allows valid statistical inferences to be drawn based on empirical estimation. For this purpose, we use an underlying vector random coefficient autoregressive process, for which we show the equivalent representation for the asymmetric multivariate conditional volatility model, to derive asymptotic theory for the quasi-maximum likelihood estimator. As an extension, we develop a new multivariate asymmetric long memory volatility model, and discuss the associated asymptotic properties.
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Neste trabalho desenvolveu-se a síntese de -cetoésteres, a partir da acilação do ácido de Meldrum usando diferentes ácidos graxos, com cadeias saturadas e insaturadas. Inicialmente, foi realizado o experimento utilizando o ácido palmítico (1e) como modelo para obtenção de cloreto de ácido graxo, usando ácido de Meldrum e piridina como catalisador. Porém, após um longo tempo de reação, o -cetoéster palmítico (4e) foi obtido com baixo rendimento, não ultrapassando os 20%. Posteriormente, os experimentos foram realizados utilizando o ácidos graxos 1e, ácido de Meldrum (2), DCC, DMAP, e piridina à temperatura ambiente sob a atmosfera de nitrogênio. No entanto, o protocolo utilizado resultou no β-cetoéster 4e com rendimentos moderados. Em seguida examinou-se o efeito da adição do ácido de Meldrum após a adição dos ácido graxos e DCC. Neste caso, após a adição do DCC aos ácido graxos 1a-j foi observada a formação imediata das O-aciluréias graxas. A seguir a adição de 2,0 equiv de ácido de Meldrum (2) em diclorometano, revelou a formação dos respectivos enol graxos 3a-j. Posteriormente, os β- cetoésteres 4a-j foram obtidos a partir da reação do enol com o metanol. Este protocolo modificado proporcionou o aumento nos rendimentos (74 a 84%) dos β-cetoéster 4a-j. Após, o β-cetoéster 4k foi sintetizado em 75% utilizando o ácido de Meldrum (2) e ácido ricinoléico (1k), obtido a partir do biodiesel de mamona, à temperatura ambiente e sob a atmosfera de nitrogênio. Portanto, foi desenvolvido um método simples para obter β-cetoésteres graxos, a partir do ácido de Meldrum com cadeias graxas diversificadas utilizando DCC e DMAP. Além disso, o presente trabalho relata pela primeira vez a síntese de novos β-cetoésteres graxos derivados dos ácidos oléico, elaídico, ricinoléico, linoléico e linolênico.
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Dissertação (mestrado)—Universidade de Brasília, Departamento de Administração, Programa de Pós-graduação em Administração, 2016.
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DCC (deleted in colon cancer), Neogenin and UNC-5 are all members of the immunoglobulin superfamily of transmembrane receptors which are believed to play a role in axon guidance by binding to their ligands, the Netrin/UNC-40 family of secreted molecules (Cell. Mol. Life Sci. 56 (1999) 62; Curr. Opin. Genet. Dev. 7 (1997) 87). Although zebrafish homologues of the Netrin family of secreted molecules have been reported, to date there has been no published description of zebrafish DCC homologues (Mol. Cell. Neurosci. 9 (1997) 293., Mol. Cell. Neurosci. I I ( 1998) 194; Mech. Dev. 62 (1997) 147). We report here the expression pattern of a zebrafish dcc (zdcc) homologue during the initial period of neurogenesis and axon tract formation within the developing central nervous system. Between 12 and 33 h post-fertilisation zdcc is expressed in a dynamic spatiotemporal pattern in all major subdivisions of the central nervous system. Double-labelling for zdcc and the post-mitotic neuronal marker HNK-1 revealed that subpopulations of neurons within the first nuclei of the zebrafish brain express zdcc. These results support our previous observation that patterning of neuronal clusters in the zebrafish brain occurs early in development (Dev. Bioi, 229 (2001) 271). (C) 2001 Elsevier Science Ireland Ltd. All rights reserved.
Options listing and the volatility of the underling asset: a study on the derivative market function
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There are basic misunderstandings on derivative markets. Some professionals believe that they are a kind of casinos and have no utility for the investors. This work looks at the effects of options introduction in the Brazilian market, seeking for another benefit for this introduction: changes in the stocks risk leveI. Our results are the same found in the US and other markets: the options introduction reduces the stocks volatility. We also found that there is a slight indication that the volatility becames more stochastic with this alternative.
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Este artigo investiga o relacionamento risco-retorno, a presença de comportamento assimétrico na volatilidade condicionada e a de sazonalidade diária nas variações de preço e na própria volatilidade dos índices representativos dos mercados de ações. O estudo examina cinco países da América Latina, no período de janeiro de 1994 a junho de 1999. Foi utilizado o modelo GJR-GARCH (1,1)-M estimado por máxima verossimilhança. Os resultados obtidos sugerem que não há relacionamento significativo entre volatilidade condicionada e retorno. A volatilidade condicionada, por sua vez, exibe um comportamento assimétrico na maioria dos países. A sazonalidade diária nas taxas de retorno ocorre no México, Peru e Venezuela, enquanto a sazonalidade diária na volatilidade condicionada não se mostra significativa em nenhum dos cinco países.