On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model

Recent multivariate extensions of the popular heterogeneous autoregressive model (HAR) for realized volatility leave substantial information unmodelled in residuals. We propose to employ a system of seemingly unrelated regressions to model and forecast a realized covariance matrix to capture this information. We find that the newly proposed generalized heterogeneous autoregressive (GHAR) model outperforms competing approaches in terms of economic gains, providing better mean–variance trade‐off, while, in terms of statistical precision, GHAR is not substantially dominated by any other model. Our results provide a comprehensive comparison of the performance when realized covariance, subsampled realized covariance and multivariate realized kernel estimators are used. We study the contribution of the estimators across different sampling frequencies, and show that the multivariate realized kernel and subsampled realized covariance estimators deliver further gains compared to realized covariance estimated on a 5‐minute frequency. In order to show economic and statistical gains, a portfolio of various sizes is used. Copyright © 2016 John Wiley & Sons, Ltd.     

A new parasitoid (Hymenoptera: Braconidae: Aphidiinae) of the invasive bamboo aphids Takecallis spp. (Hemiptera: Aphididae) from Western Europe

A long-term survey of tritrophic (plant–aphid–parasitoid) associations in the urban ecosystems of Lleida (Catalonia) and Paris (France) resulted in the detection of associations of two bamboo aphids, Takecallis arundinariae (Essig) and Takecallis taiwanus (Takahashi), respectively, with a new aphid parasitoid species. Trioxys remaudierei Starý & Rakhshani sp. nov. is described and illustrated as a unique parasitoid of Takecallis aphids outside the area of their origin. The new species is easily distinguishable from its congeners in having the ventral prongs of the abdomen fused over two-thirds of their length, then bifurcated towards the tip. The only morphologically similar species is Trioxys betulae (Marshall), which exhibits a clearly different prong shape (and has a different host range, Symydobius Mordvilko and Clethrobius Mordvilko). The new species is compared with allied taxa associated with bamboo aphids. The occurrence of Takecallis taiwanus on bamboo is recorded in France for the first time.

www.zoobank.org/urn:lsid:zoobank.org:pub:ED15BA16-E8A9-4CEA-BDA7-FBAB02FEB091     

Natural history of the Lined Seedeater Sporophila lineola (Aves: Thraupidae) in southeastern Brazil

The Lined Seedeater (Sporophila lineola) is a migratory species that inhabits a variety of open habitats in South America. We studied the breeding biology and territorial behaviour of a colour-banded population of the species in the Universidade Federal de Viçosa, Campus Florestal (1–19,8808ºS, –44,4136ºW), during two breeding seasons (2014/2015 and 2015/2016), which spans from December to April. We monitored 74 nests of this species. The nest is a low cup supported between a fork. Nests are mainly built with grass stems and rootlets, with spider-web used to hold the material together and to bind the nest to its supporting plant. Females are solely responsible for nest building and incubation, which is synchronic, and also for feeding nestlings to a large extent. Males are responsible for defending the territory, which corresponds to a small portion of the home range restricted to the nest environs, and also feed the nestlings. Mean clutch size is two eggs (78% of nests monitored), with clutches of three (20.3%) and four (1.7%) eggs also observed. Eggs are whitish, covered with dark brown blotches and spots to a variable extent. Mean incubation period, considered as the period between the onset of incubation and hatching of the first egg, is 11 days. Nestling period, considered as the period between hatching of the first egg and fledging of the last young, is 10 days. During the first breeding season, the simple percentage of successful nests was 34.1%, while the Mayfield success was 29.8%, with slightly higher values observed during the second breeding season, with 39.4% and 35.7%, respectively. We recorded, for the first time, three cases of polygamy in the species. We also recorded breeding site fidelity for the first time in the species, with males returning to the same territory owned in a previous breeding season.     

Microhabitat selection in the sand recluse spider (Sicarius thomisoides): the effect of rock size and temperature

In spiders, temperature is considered an important environmental variable for microhabitat selection. In this study, we evaluated the effect of temperature and rock size on the presence of the sand recluse spider Sicarius thomisoides and the degree of selectivity in different locations. This species is a large spider that lives under rocks in desert and semi-desert climates and is particularly active during the summer. In Chile, these spiders can be found at both coastal and inland locations under different thermal conditions, where usually the temperatures are lower near the coast. If large-scale climatic conditions are important for this species, they may be expected to select lower rock temperatures on the coast than at inland locations. In addition, we would expect that the spiders would choose larger rocks in inland compared to coast locations, which reduce the effect of high temperatures. We found that the probability of finding individuals of this species increased according to rock temperature and rock size in the field. Our results suggest that S. thomisoides prefers larger and warmer rocks to shelter under during the day, this selectivity being similar at both coastal and inland locations. Thus, this species tends to select rocks with the same thermal and structural conditions, independent of the climatic conditions.     

Feeding ecology of the common sun skink,Eutropis multifasciata (Reptilia: Squamata: Scincidae), in the plains of central Vietnam

We studied the feeding ecology of Eutropis multifasciata in the tropical plains of central Vietnam to understand better the foraging mode, spatiotemporal and sexual variation in dietary composition, and rarefaction curves of prey-taxon richness for males and females. Stomach contents (n = 161) were collected from October 2013 to May 2014 using a nonlethal stomach-flushing technique. A total of 680 food items (624 animal items and 56 plant items) was found in 161 stomachs of skinks, representing 19 unique animal categories. We found that the diet of E. multifasciata is composed mainly of small, sedentary and clumped prey and that this skink specialises on spiders, insect larvae, snails, grasshoppers and crickets (with a combined importance index of 60%). Dietary composition, prey size and total prey volume in E. multifasciata changed between dry and rainy seasons and among regions. The total volume of food items consumed by males was larger than that of females, and the diversity and evenness index of prey categories were larger in males than in females. However, using rarefaction curves revealed that females have the higher prey-taxon richness after points between 130 and 140 prey items for frequency, and between 160 and 170 prey items for number of items, and the differences were not statistically significant. The foraging behaviour of E. multifasciata best fits a ‘widely foraging’ model.     

Year-round activity patterns in a hyperdiverse community of rainforest amphibians in Madagascar

Madagascar hosts a high diversity of amphibians estimated at over 500 species, nearly all of them endemic. Surprisingly few data are available on the activity cycles of this fauna, despite its importance for ecological, evolutionary and conservation research. Here we report the results of a year-round survey of amphibians along a transect bordering the Analamazaotra forest near Andasibe in central eastern Madagascar. During 120 transect walks evenly spaced through the year, a total of 2530 individuals of 40 species of anurans was observed. Abundance was higher during the warm/rainy season (December to April) and peaked in February. Of the five climatic predictors measured, only mean temperature and relative humidity showed high importance values, and multi-model averages indicate that these two variables have a strong effect on amphibian abundance along the transect. Species richness showed no evident peak during the study period and was best explained by a model including average temperature and rainfall. Canonical correspondence analysis indicates that Boophis sibilans, B. tephraeomystax, B. boehmei and Plethodontohyla notosticta were more frequently encountered along the transect on cold and humid days while Plethodontohyla mihanika, Gephyromantis boulengeri and Spinomantis aglavei were distinctly more abundant on cold and dry days, and Paradoxophyla palmata on warm and dry days. The results of our study flag a number of species as suitable candidates for future monitoring initiatives and suggest that a simple combination of visual and acoustic surveys can estimate amphibian activity with high sample sizes in Madagascar’s rainforests.     

Activation of ataxia telangiectasia muted under experimental models and human Parkinson’s disease

In the present study we demonstrated that neurotoxin MPP⁺-induced DNA damage is followed by ataxia telangiectasia muted (ATM) activation either in cerebellar granule cells (CGC) or in B65 cell line. In CGC, the selective ATM inhibitor KU-55933 showed neuroprotective effects against MPP⁺-induced neuronal cell loss and apoptosis, lending support to the key role of ATM in experimental models of Parkinson’s disease. Likewise, we showed that knockdown of ATM levels in neuroblastoma B65 cells using an ATM-specific siRNA attenuates the phosphorylation of retinoblastoma protein without affecting other cell-cycle proteins involved in the G₀/G₁ cell-cycle phase. Moreover, we demonstrated DNA damage, in human brain samples of PD patients. These findings support a model in which MPP⁺ leads to ATM activation with a subsequent DNA damage response and activation of pRb. Therefore, this study demonstrates a new link between DNA damage by MPP⁺ and cell-cycle re-entry through retinoblastoma protein phosphorylation.     

Natural variation at Strubbelig Receptor Kinase 3 drives immune-triggered incompatibilities between Arabidopsis thaliana accessions

Accumulation of genetic incompatibilities within species can lead to reproductive isolation and, potentially, speciation. In this study, we show that allelic variation at SRF3 (Strubbelig Receptor Family 3), encoding a receptor-like kinase, conditions the occurrence of incompatibility between Arabidopsis thaliana accessions. The geographical distribution of SRF3 alleles reveals that allelic forms causing epistatic incompatibility with a Landsberg erecta allele at the RPP1 resistance locus are present in A. thaliana accessions in central Asia. Incompatible SRF3 alleles condition for an enhanced early immune response to pathogens as compared to the resistance-dampening effect of compatible SRF3 forms in isogenic backgrounds. Variation in disease susceptibility suggests a basis for the molecular patterns of a recent selective sweep detected at the SRF3 locus in central Asian populations.