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81.
This paper proposes a new mixture GARCH model with a dynamic mixture proportion. The mixture Gaussian distribution of the error can vary from time to time. The Bayesian Information Criterion and the EM algorithm are used to estimate the number of parameters as well as the model parameters and their standard errors. The new model is applied to the S&P500 Index and Hang Seng Index and compared with GARCH models with Gaussian error and Student's t error. The result shows that the IGARCH effect in these index returns could be the result of the mixture of one stationary volatility component with another non‐stationary volatility component. The VaR based on the new model performs better than traditional GARCH‐based VaRs, especially in unstable stock markets. Copyright © 2008 John Wiley & Sons, Ltd. 相似文献
82.
83.
1引言尽管由于国家、文化背景和宗教信仰不同,人们对待动物的态度千差万别,但是,以科学研究为目的使用动物时,有一条根本原则,即负责任、合乎道德地使用动物。使研究结果具有可重复性、可比性、科学性。在科学探索中使用动物是一种贡献,而不是权力,对这种贡献必须... 相似文献
84.
E A Rogaeva S Premkumar J Grubber L Serneels W K Scott T Kawarai Y Song D L Hill S M Abou-Donia E R Martin J J Vance G Yu A Orlacchio Y Pei M Nishimura A Supala B Roberge A M Saunders A D Roses D Schmechel A Crane-Gatherum S Sorbi A Bruni G W Small P M Conneally J L Haines F Van Leuven P H St George-Hyslop L A Farrer M A Pericak-Vance 《Nature genetics》1999,22(1):19-22
85.
A family of mammalian Na+-dependent L-ascorbic acid transporters. 总被引:10,自引:0,他引:10
H Tsukaguchi T Tokui B Mackenzie U V Berger X Z Chen Y Wang R F Brubaker M A Hediger 《Nature》1999,399(6731):70-75
Vitamin C (L-ascorbic acid) is essential for many enzymatic reactions, in which it serves to maintain prosthetic metal ions in their reduced forms (for example, Fe2+, Cu+), and for scavenging free radicals in order to protect tissues from oxidative damage. The facilitative sugar transporters of the GLUT type can transport the oxidized form of the vitamin, dehydroascorbic acid, but these transporters are unlikely to allow significant physiological amounts of vitamin C to be taken up in the presence of normal glucose concentrations, because the vitamin is present in plasma essentially only in its reduced form. Here we describe the isolation of two L-ascorbic acid transporters, SVCT1 and SVCT2, from rat complementary DNA libraries, as the first step in investigating the importance of L-ascorbic acid transport in regulating the supply and metabolism of vitamin C. We find that SVCT1 and SVCT2 each mediate concentrative, high-affinity L-ascorbic acid transport that is stereospecific and is driven by the Na+ electrochemical gradient. Despite their close sequence homology and similar functions, the two isoforms of the transporter are discretely distributed: SVCT1 is mainly confined to epithelial systems (intestine, kidney, liver), whereas SVCT2 serves a host of metabolically active cells and specialized tissues in the brain, eye and other organs. 相似文献
86.
本文研究以琼脂糖为基的固体支撑双层脂膜(sBLM)对味觉物质(乙酸、盐酸喹咛、蔗糖)的响应.这三种味觉物质显著地改变了膜电位,盐酸喹咛、蔗糖对膜电阻有一定影响,脂膜对乙酸和盐酸喹咛也有良好的线性响应.检测灵敏度分别为12μmol/L和1.3μmol/L,其响应特性、检测灵敏度都达到或优于现有的其它检测方法.用C60修饰卵磷脂双层脂膜,加大了膜强度,用它检测上述三种物质,得到了相同结果. 相似文献
87.
D E Humphries G W Wong D S Friend M F Gurish W T Qiu C Huang A H Sharpe R L Stevens 《Nature》1999,400(6746):769-772
88.
用柱层析和TLC分离小麦PGIP和植保素 总被引:1,自引:0,他引:1
植物抗病能力大小的测定需要比较准确可靠且相对简便的办法。采用接种病菌于植物上观察染菌情况虽然直观,但受病菌本身的生理状态及外界环境影响很大,且不便于定量的表述。因此,选择合适的生理生化指标作为植物抗性大小的衡量标准,对于植物病理的研究具有重要的意义。选择了小麦体系的两种抗性物质- 小麦植保素和 P G I P作为小麦的抗性指标来分离分析 相似文献
89.
Normal 0 false false false EN-US X-NONE X-NONE MicrosoftInternetExplorer4 st1\:*{behavior:url(#ieooui) } /* Style Definitions */ table.MsoNormalTable {mso-style-name:"Table Normal"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-style-noshow:yes; mso-style-priority:99; mso-style-qformat:yes; mso-style-parent:""; mso-padding-alt:0in 5.4pt 0in 5.4pt; mso-para-margin:0in; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:11.0pt; font-family:"Calibri","sans-serif"; mso-ascii-font-family:Calibri; mso-ascii-theme-font:minor-latin; mso-fareast-font-family:"Times New Roman"; mso-fareast-theme-font:minor-fareast; mso-hansi-font-family:Calibri; mso-hansi-theme-font:minor-latin; mso-bidi-font-family:"Times New Roman"; mso-bidi-theme-font:minor-bidi;} Of 42 Microtus pennsylvanicus trapped 1 km from Bozeman, Montana, 14 (33.3 percent) were infected by strobilocerci of Taenia taeniaeformis, while only one (2.1 percent) of 47 was infected at a rural site 16 km from Bozeman. The higher incidence of the primary host, domestic cats, is believed to account for the higher rate of infection near Bozeman. 相似文献
90.
The demography of a population of Yarrow's spiny lizard, Sceloporus jarrovii , was examined from 2004 to 2006 in the canyon Las Piedras Encimadas, located in Gomez Palacio, Durango, México. Lizards were studied using a mark-recapture technique. Reproduction in females occurred between November and May, coinciding with dry conditions. Reproductive activity was highest (percent of females with vitellogenic follicles or embryos) in the middle of the dry season (November and December). Thirteen percent of females reached sexual maturity at an average age of 8.5 months. The population structure was similar in spring and fall, but not in summer. A notable feature of summer, coinciding with the wet season, was the greater number of hatchlings and juveniles. The overall sex ratio did not differ from 1:1. The density of adults varied from 12 to 62 animals ? 0.5 ha –1 . Temperate and arid-adapted populations of S. jarrovii exhibited broad similarity in timing of the reproductive season, whereas factors such as density, growth, age at sexual maturity, and survivorship differed. 相似文献