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51.
The aim of this paper is to compare the forecasting performance of competing threshold models, in order to capture the asymmetric effect in the volatility. We focus on examining the relative out‐of‐sample forecasting ability of the SETAR‐Threshold GARCH (SETAR‐TGARCH) and the SETAR‐Threshold Stochastic Volatility (SETAR‐THSV) models compared to the GARCH model and Stochastic Volatility (SV) model. However, the main problem in evaluating the predictive ability of volatility models is that the ‘true’ underlying volatility process is not observable and thus a proxy must be defined for the unobservable volatility. For the class of nonlinear state space models (SETAR‐THSV and SV), a modified version of the SIR algorithm has been used to estimate the unknown parameters. The forecasting performance of competing models has been compared for two return time series: IBEX 35 and S&P 500. We explore whether the increase in the complexity of the model implies that its forecasting ability improves. Copyright © 2007 John Wiley & Sons, Ltd. 相似文献
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54.
J E Landegent N Jansen in de Wal G J van Ommen F Baas J J de Vijlder P van Duijn M Van der Ploeg 《Nature》1985,317(6033):175-177
During the past few years, several methods have been developed for the detection of specific nucleic acid sequences by in situ hybridization using non-radioactive labels such as fluorochromes, cytochemically detectable enzymes and electron-dense markers. These methods are preferable to autoradiography in terms of speed of performance and topological resolution. Their limited sensitivity, however, has so far restricted their use to the detection of repeated sequences. Here we report single gene detection with a procedure using 2-acetylaminofluorene (AAF)-modified probes, immunoperoxidase cytochemistry and reflection-contrast microscopy. We confirmed the autoradiographic data on the localization of the human thyroglobulin (Tg) gene to the distal end of the long arm of chromosome 8. A mixture of cosmid cHT2-derived subclones of the 3' part of the Tg gene, 22.3 kilobase pairs (kbp) in total, was used as a hybridization probe. This procedure can be used to map other unique sequences, if genomic clones are available from which clones with an appropriate amount of inserts can be isolated. 相似文献
55.
M. Harada S. Yenbutra K. Tsuchiya S. Takada 《Cellular and molecular life sciences : CMLS》1985,41(12):1610-1611
Summary Karyotypes ofMyotis siligorensis, Myotis mystacinus, Pipistrellus pulveratus, Tylonycteris robustula, Miniopterus schreibersi fuliginosus, Hipposideros fulvus andAselliscus stoliczkanus from Thailand are investigated.Acknowledgment. The authors are very grateful to Dr N. Ratanawarabhan, Mrs S. Sittilert, P. Noonpakdee and S. Kuanchalern of Thailand Institute of Scientific and Technological Research for their valuable advice and assistance during our field survey in Thailand. 相似文献
56.
Acquired immunity and epidemiology of Schistosoma haematobium 总被引:1,自引:0,他引:1
Human immune responses to schistosome infection have been characterized in detail. But there has been controversy over the relative importance of ecological factors (variation in exposure to infection) and immunological factors (acquired immunity) in determining the relationships between levels of infection and age typically found in areas where infection is endemic. Independent effects of exposure and age on the rates of reinfection with Schistosoma haematobium after chemotherapy have been demonstrated in the Gambia and Zimbabwe. This age effect could be the result of acquired immunity to infection. Indeed, allowing for variation in exposure and age, low rates of reinfection in the Gambia are correlated with high amounts of specific IgE antibodies--human IgE can kill S. mansoni schistosomulae in vitro. Further, animals can acquire immunologically mediated resistance to S. mansoni infection, although nonimmunological factors could also be involved. Acquisition of this immunity seems to be related to the cumulative effects of repeated infection and provides only partial protection. These characteristics are consistent with immuno-epidemiological data for both S. mansoni and S. haematobium infections of humans. We have now analysed age-prevalence data for human infection with S. haematobium, and find patterns of variation that are indeed consistent with the epidemiological effects of acquired immunity predicted by mathematical models. 相似文献
57.
J A Martignetti A A Aqeel W A Sewairi C E Boumah M Kambouris S A Mayouf K V Sheth W A Eid O Dowling J Harris M J Glucksman S Bahabri B F Meyer R J Desnick 《Nature genetics》2001,28(3):261-265
The inherited osteolyses or 'vanishing bone' syndromes are a group of rare disorders of unknown etiology characterized by destruction and resorption of affected bones. The multicentric osteolyses are notable for interphalangeal joint erosions that mimic severe juvenile rheumatoid arthritis (OMIMs 166300, 259600, 259610 and 277950). We recently described an autosomal recessive form of multicentric osteolysis with carpal and tarsal resorption, crippling arthritic changes, marked osteoporosis, palmar and plantar subcutaneous nodules and distinctive facies in a number of consanguineous Saudi Arabian families. We localized the disease gene to 16q12-21 by using members of these families for a genome-wide search for homozygous-by-descent microsatellite markers. Haplotype analysis narrowed the critical region to a 1.2-cM region that spans the gene encoding MMP-2 (gelatinase A, collagenase type IV; (ref. 3). We detected no MMP2 enzymatic activity in the serum or fibroblasts of affected family members. We identified two family-specific homoallelic MMP2 mutations: R101H and Y244X. The nonsense mutation effects a deletion of the substrate-binding and catalytic sites and the fibronectin type II-like and hemopexin/TIMP2 binding domains. Based on molecular modeling, the missense mutation disrupts hydrogen bond formation within the highly conserved prodomain adjacent to the catalytic zinc ion. 相似文献
58.
研究以水泥处理固体有机物时,有机物对水泥水化的影响。以膜流模式说明水份在水泥浆体内传输的现象。水膜存在半干之水泥浆体,其厚度小于100nm,膜流由离分压所驱动,而离分压来自分子间作用力。膜拟结果发现,水泥浆体内局部位置可用以进行水化之水量为Q=-Aslv/6vπ。当有机物添加在水泥浆体内时,会影响Hamaker常数,Aslv因此可能使膜流不稳定或完全抑制膜流,因而使水泥浆体内局部缺水,影响水化进行,造成成品强度降低,影响品质。 相似文献
59.
H. -P. Lipp H. Schwegler W. E. Crusio D. P. Wolfer M. -C. Leisinger-Trigona B. Heimrich P. Driscoll 《Cellular and molecular life sciences : CMLS》1989,45(9):845-859
Summary Genetically-defined rodent strains permit the identification of hippocampal traits which are of functional relevance for the performance of two-way avoidance behavior. This is exemplified here by analyzing the relationship between infrapyramidal mossy fibers (a tiny projection terminating upon the basal dendrites of hippocampal pyramidal neurons) and two-way avoidance learning in about 800 animals. The necessary steps include 1) identification of structural traits sensitive to selective breeding for extremes in two-way avoidance, 2) testing the robustness of the associations found by studying individual and genetical correlations between hippocampal traits and behavior, 3) establishing causal relationships by Mendelian crossing of strains with extreme structural traits and studying the behavioral consequences of such structural randomization, 4) confirming causal relationships by manipulating the structural variable in inbred (isogenic) strains, thereby eliminating the possibility of genetic linkage, and 5) ruling out the possibility of spurious associations by studying the correlations between the hippocampal trait and other behaviors known to depend on hippocampal functioning.In comparison with the classical lesion approach for identifying relationships between brain and behavior, the present procedure appears to be superior in two aspects: it is non-invasive, and it focuses automatically on those brain traits which are used by natural selection to shape behaviorally-defined animal populations, i.e., it reveals the natural regulators of behavior. 相似文献
60.
T. Hatano Y. Kato M. Katayama S. Marumo 《Cellular and molecular life sciences : CMLS》1989,45(4):400-402
Summary A new potent antiauxin, -(5,7-dichloroindole-3-)isobutyric acid has been synthesized and shown to inhibit auxin-mediated elongation ofAvena coleoptiles and to stimulate root growth of rice seedlings. Its activity is stronger than -(p-chlorophenoxy)isobutyric acid and is comparable to that of 2,3,5-triiodobenzoic acid, which are typical antiauxins. 相似文献