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.     

Genome-wide association study identifies a new melanoma susceptibility locus at 1q21.3

We performed a genome-wide association study of melanoma in a discovery cohort of 2,168 Australian individuals with melanoma and 4,387 control individuals. In this discovery phase, we confirm several previously characterized melanoma-associated loci at MC1R, ASIP and MTAP-CDKN2A. We selected variants at nine loci for replication in three independent case-control studies (Europe: 2,804 subjects with melanoma, 7,618 control subjects; United States 1: 1,804 subjects with melanoma, 1,026 control subjects; United States 2: 585 subjects with melanoma, 6,500 control subjects). The combined meta-analysis of all case-control studies identified a new susceptibility locus at 1q21.3 (rs7412746, P = 9.0 × 10(-11), OR in combined replication cohorts of 0.89 (95% CI 0.85-0.95)). We also show evidence suggesting that melanoma associates with 1q42.12 (rs3219090, P = 9.3 × 10(-8)). The associated variants at the 1q21.3 locus span a region with ten genes, and plausible candidate genes for melanoma susceptibility include ARNT and SETDB1. Variants at the 1q21.3 locus do not seem to be associated with human pigmentation or measures of nevus density.     

Genome-wide association study identifies susceptibility loci for open angle glaucoma at TMCO1 and CDKN2B-AS1

We report a genome-wide association study for open-angle glaucoma (OAG) blindness using a discovery cohort of 590 individuals with severe visual field loss (cases) and 3,956 controls. We identified associated loci at TMCO1 (rs4656461[G] odds ratio (OR) = 1.68, P = 6.1 × 10(-10)) and CDKN2B-AS1 (rs4977756[A] OR = 1.50, P = 4.7 × 10(-9)). We replicated these associations in an independent cohort of cases with advanced OAG (rs4656461 P = 0.010; rs4977756 P = 0.042) and two additional cohorts of less severe OAG (rs4656461 combined discovery and replication P = 6.00 × 10(-14), OR = 1.51, 95% CI 1.35-1.68; rs4977756 combined P = 1.35 × 10(-14), OR = 1.39, 95% CI 1.28-1.51). We show retinal expression of genes at both loci in human ocular tissues. We also show that CDKN2A and CDKN2B are upregulated in the retina of a rat model of glaucoma.     

The influence of prostacyclin (PGI2) on contractile properties of isolated right ventricle of rat heart

The mechanism of the positive inotropic effect of prostacyclin (PGI₂) (2.6×10^?6 mol/l) on the isolated right ventricle of rat heart was studied. Our results show that the positive inotropic effect of prostacyclin is produced indirectly through beta adrenoceptors and slow Ca²⁺ channels, because blockade of slow Ca²⁺ channels with verapamil (10^?6 mol/l) and beta adrenoceptors with propranolol (10^?6 mol/l) abolishes this effect. Alpha adrenoceptors do not mediate the action of PGI₂.     

Towards genetic genome projects: genomic library screening and gene-targeting vector construction in a single step.

We have developed technologies that simplify genomic library construction and screening, substantially reducing both the time and the cost associated with traditional library screening methods and facilitating the generation of gene-targeting constructs. By taking advantage of homologous recombination in Escherichia coli, we were able to use as little as 80 bp of total sequence homology to screen for a specific gene from a genomic library in plasmid or phage form. This method, called recombination cloning (REC), takes only a few days instead of the several weeks required for traditional plaque-lift methods. In addition, because every clone in the mouse genomic library we have constructed has a negative selection marker adjacent to the genomic insert, REC screening can generate gene-targeting vectors in one step, from library screening to finished construct. Conditional targeting constructs can be generated easily with minimal additional manipulation.     

Effect of biogenic amines on γ-amylase (acid α-glucosidase)

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Quantitative investigation on the possible losses of nucleic acids from ‘freeze-substituted’ tissue in the course of histological procedure

Résumé Les auteurs ont déterminé le contenu en acides nucléiques dans le foie du rat après la congélation-dessication dans du méthanol. Après cette technique, une grande partie de DNA était soluble dans l'eau.