A Study of Value‐at‐Risk Based on M‐Estimators of the Conditional Heteroscedastic Models

In this paper, we investigate the performance of a class of M‐estimators for both symmetric and asymmetric conditional heteroscedastic models in the prediction of value‐at‐risk. The class of estimators includes the least absolute deviation (LAD), Huber's, Cauchy and B‐estimator, as well as the well‐known quasi maximum likelihood estimator (QMLE). We use a wide range of summary statistics to compare both the in‐sample and out‐of‐sample VaR estimates of three well‐known stock indices. Our empirical study suggests that in general Cauchy, Huber and B‐estimator have better performance in predicting one‐step‐ahead VaR than the commonly used QMLE. Copyright © 2011 John Wiley & Sons, Ltd.     

Novel anti-inflammatory peptides from the region of highest similarity between uteroglobin and lipocortin I

Significant future developments in the effective treatment of inflammatory diseases may arise from non-toxic dual inhibitors of both cyclooxygenase and lipoxygenase pathways in the arachidonate cascade. Inhibition of phospholipase A2(PLA2)(EC3.1.1.4), may provide such a dual action and recent research has concentrated on the role of PLA2-inhibitory proteins as possible anti-inflammatory agents. Blastokinin or uteroglobin is a steroid-induced rabbit secretory protein with PLA2-inhibitory activity. Its biochemical and biological properties have been extensively studied and its crystallographic structure has been resolved at 1.34 A (refs 15, 16). Lipocortins are a family of related proteins, which, it has been suggested, mediate the anti-inflammatory effects of glucocorticoids (for a review, see ref. 23). Some proteins of this group have been purified and the complementary DNA sequences of two human lipocortins are known. Lipocortins inhibit PLA2 in vitro, although their mechanism of action is still unclear. Recombinant lipocortin I inhibits eicosanoid synthesis in isolated perfused lungs from the guinea pig. Here, we report that synthetic oligopeptides corresponding to a region of high amino-acid sequence similarity between uteroglobin and lipocortin I have potent PLA2 inhibitory activity in vitro and striking anti-inflammatory effects in vivo.     

RhoA/Rho激酶在大鼠阴茎勃起机制中的调节作用

一般认为一氧化氮（nitric oxide,NO）释放增加促进小动脉和海绵体平滑肌舒张是导致男性阴茎勃起的主要机制。研究发现内源性血管收缩因子对维持阴茎萎状态有重要作用。应用大鼠模型活体检测使用Y-27632拮抗Rho-激酶活性后对阴茎勃起生理机制的影响;应用免疫转印技术检测 阴茎海绵体内RhoA和Rho激酶蛋白的表达。结果显示在大鼠海绵体组织内有内源性RhoA和Rho激酶蛋白的表达和存在;Y-27632海绵体内注射阻滞RhoA/Rho激酶活性使ICP和CCP/MAP比值明显升高;局部小剂量应用Y-27632对MAP没有明显影响;Y-27632可增强系列电刺激引起的由NO介导的CCP/MAP比值的增加;NO合成酶和鸟苷酸环化酶抑制剂的作用不能阻滞RhoA/Rho激酶抑制剂对大鼠阴茎海绵体平滑肌的松弛作用和CCP/MAP的增加。说明RhoA/Rho激酶信号系统发挥了维持海绵体萎软状态重要作用,这是与NO介导途径不同的阴茎勃起生理调节机制。RhoA/Rho激酶抑制剂可能是ED治疗的新领域新方法。     

从土壤至人体的微量元素

了解微量元素经由土壤-植物-人体链的基本、性质与变化过程，大有助于人体健康与环境保护。本书集中过去30多年的知识，提供最新数据及有关食物链的基本内容，附有引证文献资料共有68页（P．451-518）之多。     

等离子喷涂铁基非晶/晶体复合涂层的工艺–结构–性能关系

本研究试图通过优化等离子喷涂参数来开发一种Fe基非晶/晶体涂层,该涂层主要成分来自一种贫乏的铁基合金（Fe_92.6C_3.5P_1.4Si₂Mn_0.5）。这种合金是钢铁厂高炉产出的生铁剩余废料。为了经济有效地重新利用这种残留物,这种合金在合成时对成分进行了最少的修改。同时,本研究还探讨了涂层的结构、机械、腐蚀和磨损性能对喷涂参数（等离子功率、主气体流速、送粉速度和间隔距离）的依赖性。X射线衍射表明,在最优的喷涂参数下沉积的涂层存在无定形/晶体相。在较低等离子功率和最高气体流速下沉积的涂层表现出更好的密度、硬度和耐磨性。所有涂层都表现出良好的耐腐蚀性（腐蚀环境:3.5wt% NaCl 溶液）。机械、磨损和摩擦学研究表明,单一的工艺参数优化无法提供良好的涂层性能;相反,所有工艺参数在优化涂层性能都具有独一无二的作用,它们主要通过控制飞行中的颗粒温度和速度分布,以及熔滴撞击基材之前的冷却模式来控制涂层性能。     

Role of ‘adreno-ephedrine’ in the induction of persistent vaginal cornification

Zusammenfassung Adreno-Ephedrin bewirkte bei Ratten Daueröstrus und Zunahme des Gewichts der Uteri und der Nebennieren. Die Ovarien enthielten Follikel verschiedener Grösse, aber keine reifen Corpora lutea. Diese Wirkungen des Adreno-Ephedrins werden auf fettige Infiltration des Leberparenchyms zurückgeführt.     

Replication pattern of double minutes derived from an insect cell line

Summary The DNA replication pattern of double minutes derived from an established cell line ofAedes albopictus is described. Although the vast majority of double minutes replicate semiconservatively once during the S phase, some double minutes appear to exhibit different pattern(s). Two theories are suggested as possible explanations of our findings.This work was supported by a grant from the Whitehall Foundation, Inc. awarded to A.B.M.