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排序方式: 共有1168条查询结果,搜索用时 31 毫秒
371.
Michael McAleer Juan‐Ángel Jiménez‐Martín Teodosio Pérez‐Amaral 《Journal of forecasting》2013,32(3):267-288
A risk management strategy designed to be robust to the global financial crisis (GFC), in the sense of selecting a value‐at‐risk (VaR) forecast that combines the forecasts of different VaR models, was proposed by McAleer and coworkers in 2010. The robust forecast is based on the median of the point VaR forecasts of a set of conditional volatility models. Such a risk management strategy is robust to the GFC in the sense that, while maintaining the same risk management strategy before, during and after a financial crisis, it will lead to comparatively low daily capital charges and violation penalties for the entire period. This paper presents evidence to support the claim that the median point forecast of VaR is generally GFC robust. We investigate the performance of a variety of single and combined VaR forecasts in terms of daily capital requirements and violation penalties under the Basel II Accord, as well as other criteria. In the empirical analysis we choose several major indexes, namely French CAC, German DAX, US Dow Jones, UK FTSE100, Hong Kong Hang Seng, Spanish Ibex 35, Japanese Nikkei, Swiss SMI and US S&P 500. The GARCH, EGARCH, GJR and RiskMetrics models as well as several other strategies, are used in the comparison. Backtesting is performed on each of these indexes using the Basel II Accord regulations for 2008–10 to examine the performance of the median strategy in terms of the number of violations and daily capital charges, among other criteria. The median is shown to be a profitable and safe strategy for risk management, both in calm and turbulent periods, as it provides a reasonable number of violations and daily capital charges. The median also performs well when both total losses and the asymmetric linear tick loss function are considered Copyright © 2012 John Wiley & Sons, Ltd. 相似文献
372.
Valerie Le Fourn Sujin Park Insook Jang Katarina Gaplovska-Kysela Bruno Guhl Yangsin Lee Jin Won Cho Christian Zuber Jürgen Roth 《Cellular and molecular life sciences : CMLS》2013,70(11):1985-2002
Multisubunit protein complexes are assembled in the endoplasmic reticulum (ER). Existing pools of single subunits and assembly intermediates ensure the efficient and rapid formation of complete complexes. While being kinetically beneficial, surplus components must be eliminated to prevent potentially harmful accumulation in the ER. Surplus single chains are cleared by the ubiquitin–proteasome system. However, the fate of not secreted assembly intermediates of multisubunit proteins remains elusive. Here we show by high-resolution double-label confocal immunofluorescence and immunogold electron microscopy that naturally occurring surplus fibrinogen Aα–γ assembly intermediates in HepG2 cells are dislocated together with EDEM1 from the ER to the cytoplasm in ER-derived vesicles not corresponding to COPII-coated vesicles originating from the transitional ER. This route corresponds to the novel ER exit path we have previously identified for EDEM1 (Zuber et al. Proc Natl Acad Sci USA 104:4407–4412, 2007). In the cytoplasm, detergent-insoluble aggregates of fibrinogen Aα–γ dimers develop that are targeted by the selective autophagy cargo receptors p62/SQSTM1 and NBR1. These aggregates are degraded by selective autophagy as directly demonstrated by high-resolution microscopy as well as biochemical analysis and inhibition of autophagy by siRNA and kinase inhibitors. Our findings demonstrate that different pathways exist in parallel for ER-to-cytoplasm dislocation and subsequent proteolytic degradation of large luminal protein complexes and of surplus luminal single-chain proteins. This implies that ER-associated protein degradation (ERAD) has a broader function in ER proteostasis and is not limited to the elimination of misfolded glycoproteins. 相似文献
373.
Dibbens LM Tarpey PS Hynes K Bayly MA Scheffer IE Smith R Bomar J Sutton E Vandeleur L Shoubridge C Edkins S Turner SJ Stevens C O'Meara S Tofts C Barthorpe S Buck G Cole J Halliday K Jones D Lee R Madison M Mironenko T Varian J West S Widaa S Wray P Teague J Dicks E Butler A Menzies A Jenkinson A Shepherd R Gusella JF Afawi Z Mazarib A Neufeld MY Kivity S Lev D Lerman-Sagie T Korczyn AD Derry CP Sutherland GR Friend K Shaw M Corbett M Kim HG Geschwind DH Thomas P Haan E Ryan S McKee S 《Nature genetics》2008,40(6):776-781
Epilepsy and mental retardation limited to females (EFMR) is a disorder with an X-linked mode of inheritance and an unusual expression pattern. Disorders arising from mutations on the X chromosome are typically characterized by affected males and unaffected carrier females. In contrast, EFMR spares transmitting males and affects only carrier females. Aided by systematic resequencing of 737 X chromosome genes, we identified different protocadherin 19 (PCDH19) gene mutations in seven families with EFMR. Five mutations resulted in the introduction of a premature termination codon. Study of two of these demonstrated nonsense-mediated decay of PCDH19 mRNA. The two missense mutations were predicted to affect adhesiveness of PCDH19 through impaired calcium binding. PCDH19 is expressed in developing brains of human and mouse and is the first member of the cadherin superfamily to be directly implicated in epilepsy or mental retardation. 相似文献
374.
Raychaudhuri S Remmers EF Lee AT Hackett R Guiducci C Burtt NP Gianniny L Korman BD Padyukov L Kurreeman FA Chang M Catanese JJ Ding B Wong S van der Helm-van Mil AH Neale BM Coblyn J Cui J Tak PP Wolbink GJ Crusius JB van der Horst-Bruinsma IE Criswell LA Amos CI Seldin MF Kastner DL Ardlie KG Alfredsson L Costenbader KH Altshuler D Huizinga TW Shadick NA Weinblatt ME de Vries N Worthington J Seielstad M Toes RE Karlson EW Begovich AB Klareskog L Gregersen PK Daly MJ Plenge RM 《Nature genetics》2008,40(10):1216-1223
To identify rheumatoid arthritis risk loci in European populations, we conducted a meta-analysis of two published genome-wide association (GWA) studies totaling 3,393 cases and 12,462 controls. We genotyped 31 top-ranked SNPs not previously associated with rheumatoid arthritis in an independent replication of 3,929 autoantibody-positive rheumatoid arthritis cases and 5,807 matched controls from eight separate collections. We identified a common variant at the CD40 gene locus (rs4810485, P = 0.0032 replication, P = 8.2 x 10(-9) overall, OR = 0.87). Along with other associations near TRAF1 (refs. 2,3) and TNFAIP3 (refs. 4,5), this implies a central role for the CD40 signaling pathway in rheumatoid arthritis pathogenesis. We also identified association at the CCL21 gene locus (rs2812378, P = 0.00097 replication, P = 2.8 x 10(-7) overall), a gene involved in lymphocyte trafficking. Finally, we identified evidence of association at four additional gene loci: MMEL1-TNFRSF14 (rs3890745, P = 0.0035 replication, P = 1.1 x 10(-7) overall), CDK6 (rs42041, P = 0.010 replication, P = 4.0 x 10(-6) overall), PRKCQ (rs4750316, P = 0.0078 replication, P = 4.4 x 10(-6) overall), and KIF5A-PIP4K2C (rs1678542, P = 0.0026 replication, P = 8.8 x 10(-8) overall). 相似文献
375.
Adriana Martinez-Oviedo Yuwaraj K.Kshetri Bhupendra Joshi Soo Wohn Lee 《自然科学进展(英文版)》2021,31(2):230-238
The role of hydroxyl-functionalization of reduced TiO2(Blue TiO2) for the photocatalytic oxidation of toxic NOx was systematically explored in the present study. A hydrogenation technique was used to reduce the rutile phase in P25 TiO2 giving rise to a Magneli phase. Then, the process was followed by the surface functionalization of the Blue TiO2 with Trimethoxy(Propyl) Silane(TPS). The fabricated nanoparticles were structurally characterized,and photo... 相似文献
376.
377.
Giri G Verploegen E Mannsfeld SC Atahan-Evrenk S Kim do H Lee SY Becerril HA Aspuru-Guzik A Toney MF Bao Z 《Nature》2011,480(7378):504-508
Circuits based on organic semiconductors are being actively explored for flexible, transparent and low-cost electronic applications. But to realize such applications, the charge carrier mobilities of solution-processed organic semiconductors must be improved. For inorganic semiconductors, a general method of increasing charge carrier mobility is to introduce strain within the crystal lattice. Here we describe a solution-processing technique for organic semiconductors in which lattice strain is used to increase charge carrier mobilities by introducing greater electron orbital overlap between the component molecules. For organic semiconductors, the spacing between cofacially stacked, conjugated backbones (the π-π stacking distance) greatly influences electron orbital overlap and therefore mobility. Using our method to incrementally introduce lattice strain, we alter the π-π stacking distance of 6,13-bis(triisopropylsilylethynyl) pentacene (TIPS-pentacene) from 3.33?? to 3.08??. We believe that 3.08?? is the shortest π-π stacking distance that has been achieved in an organic semiconductor crystal lattice (although a π-π distance of 3.04?? has been achieved through intramolecular bonding). The positive charge carrier (hole) mobility in TIPS-pentacene transistors increased from 0.8?cm(2)?V(-1)?s(-1) for unstrained films to a high mobility of 4.6?cm(2)?V(-1)?s(-1) for a strained film. Using solution processing to modify molecular packing through lattice strain should aid the development of high-performance, low-cost organic semiconducting devices. 相似文献
378.
Isolation and quantification of soluble Alzheimer's beta-peptide from biological fluids. 总被引:68,自引:0,他引:68
P Seubert C Vigo-Pelfrey F Esch M Lee H Dovey D Davis S Sinha M Schlossmacher J Whaley C Swindlehurst 《Nature》1992,359(6393):325-327
Cerebral deposition of the beta-amyloid peptide (A beta) is an invariant feature of Alzheimer's disease. Since the original isolation and characterization of A beta (ref. 1) and the subsequent cloning of its precursor protein, no direct evidence for the actual production of discrete A beta has been reported. Here we investigate whether A beta is present in human biological fluids using antibodies specific for an epitope within A beta that spans the site of normal constitutive cleavage. These antibodies were used to construct a sandwich-type enzyme-linked immunosorbent assay that detects A beta in cerebrospinal fluid, plasma and conditioned medium of human mixed-brain cells grown in vitro (see also ref. 14). By affinity chromatography, we have purified and sequenced A beta and a novel A beta fragment from human cerebrospinal fluid and conditioned medium of human mixed-brain cell cultures. These findings demonstrate that A beta is produced and released both in vivo and in vitro. These observations offer new opportunities for developing diagnostic tests for Alzheimer's disease and therapeutic strategies aimed at reducing the cerebral deposition of A beta. 相似文献
379.
Jianxiong Zhu Zhongda Sun Jikai Xu Rafal D.Walczak Jan A.Dziuban Chengkuo Lee 《科学通报(英文版)》2021,(12):1176-1185
Ion mobility analysis is a well-known analytical technique for identifying gas-phase compounds in fast-response gas-monitoring systems.However,the conventional ... 相似文献
380.
卵巢癌是较常见的妇女肿瘤,其生存率较低,因此,控制此病的重点应该是预防。实验室研究显示绿茶具有预防作用,但人群调查则结果不一。茶是我国居民最常用的饮品,如果其预防卵巢癌的作用是确实的,饮茶将是一个较好的预防途径。本研究的目的在于调查常用饮品对卵巢癌的影响,以便为此病的预防提供依据。 相似文献