On a dynamic mixture GARCH model

This paper proposes a new mixture GARCH model with a dynamic mixture proportion. The mixture Gaussian distribution of the error can vary from time to time. The Bayesian Information Criterion and the EM algorithm are used to estimate the number of parameters as well as the model parameters and their standard errors. The new model is applied to the S&P500 Index and Hang Seng Index and compared with GARCH models with Gaussian error and Student's t error. The result shows that the IGARCH effect in these index returns could be the result of the mixture of one stationary volatility component with another non‐stationary volatility component. The VaR based on the new model performs better than traditional GARCH‐based VaRs, especially in unstable stock markets. Copyright © 2008 John Wiley & Sons, Ltd.     

Riparian vegetation along the middle Snake River, Idaho: zonation, geographical trends, and historical changes

A baseline study was conducted on an 83-km free-flowing reach of the Snake River between Swan Falls Dam and the Idaho-Oregon border. The research had 2 components: (1) field characterization and inventory of existing riparian flora, vegetation, and environment (soils, topography, streamflow), and (2) determination and mapping, using a geographic information system, of historic changes in riparian vegetation based on a time series (1938-39, 1957, 1969, 1987) of aerial photographs. The flora was diverse, with 185 species of vascular plants identified, 63 of which were exotics. Vegetation was structured vertically along the riverbank gradient into lifeform-defined habitat types: emergent, riparian shrub-forb, tree, transitional grass-shrub, and upland. Riverbank seepage, probably of agricultural origin, blurred zonation patterns on some sites and added species to the overall flora. Upstream-downstream differences existed in the physical characteristics and vegetation of river subreaches. Coverage of riparian woodland, island riparian and total riparian vegetation, and area of islands increased since the 1930s, with the greatest changes in the 1969-1987 interval. Possible contributing facts were (1) significant declines in annual minimum flows since the 1950s, (2) decreases in peak flows following the completion of Swan Falls Dam and some upstream dams since the 1920s, (3) introduction and spread of exotic tree species ( Elaeagnus angustifolia and Tamarix spp.) and (4) possible effects of intensive agriculture on river sediment load and soil nutrients. The introduction and proliferation of purple loosestrife ( Lythrum salicaria ) could have considerable future effects on vegetation-channel dynamics in the middle Snake River.     

Reptiles and amphibians of Idaho, No 2

For about 20 years Richard P. Erwin collected amphibians and reptiles in southwestern Idaho. This report is an attempt to indicate some of his herpetological activities, and to list the numerous individuals, universities, and museums that were recipients of his collections.     

Maternal control of resting-egg production in Daphnia.

Many planktonic organisms produce 'resting' stages when the environmental conditions deteriorate. Like seeds, resting stages can survive unfavourable conditions. The crustacean Daphnia normally reproduces by means of parthenogenetically produced normal, not resting, eggs-but occasionally switches to bisexual reproduction, which results in two resting eggs encased in a robust structure carried on the back of the female. This 'ephippium' is shed with the next moult, and can survive dormant for many years. The induction of resting-egg production requires multiple environmental stimuli, one of them being photoperiod. The switch from production of parthenogenetic eggs to resting eggs in Daphnia has recently been shown to be influenced by a maternal food effect. Here we present evidence that female Daphnia transmit information not only about food but also on photoperiod to their offspring, and influence the production of resting eggs in the next generation. The combined maternal effects can be relevant for the correct timing of resting-egg production-for example, in discriminating between spring and autumn conditions.     

Mechanism of ubiquitin activation revealed by the structure of a bacterial MoeB-MoaD complex.

The activation of ubiquitin and related protein modifiers is catalysed by members of the E1 enzyme family that use ATP for the covalent self-attachment of the modifiers to a conserved cysteine. The Escherichia coli proteins MoeB and MoaD are involved in molybdenum cofactor (Moco) biosynthesis, an evolutionarily conserved pathway. The MoeB- and E1-catalysed reactions are mechanistically similar, and despite a lack of sequence similarity, MoaD and ubiquitin display the same fold including a conserved carboxy-terminal Gly-Gly motif. Similar to the E1 enzymes, MoeB activates the C terminus of MoaD to form an acyl-adenylate. Subsequently, a sulphurtransferase converts the MoaD acyl-adenylate to a thiocarboxylate that acts as the sulphur donor during Moco biosynthesis. These findings suggest that ubiquitin and E1 are derived from two ancestral genes closely related to moaD and moeB. Here we present the crystal structures of the MoeB-MoaD complex in its apo, ATP-bound, and MoaD-adenylate forms, and highlight the functional similarities between the MoeB- and E1-substrate complexes. These structures provide a molecular framework for understanding the activation of ubiquitin, Rub, SUMO and the sulphur incorporation step during Moco and thiamine biosynthesis.     

Reproductive pair correlations and the clustering of organisms.

Clustering of organisms can be a consequence of social behaviour, or of the response of individuals to chemical and physical cues. Environmental variability can also cause clustering: for example, marine turbulence transports plankton and produces chlorophyll concentration patterns in the upper ocean. Even in a homogeneous environment, nonlinear interactions between species can result in spontaneous pattern formation. Here we show that a population of independent, random-walking organisms ('brownian bugs'), reproducing by binary division and dying at constant rates, spontaneously aggregates. Using an individual-based model, we show that clusters form out of spatially homogeneous initial conditions without environmental variability, predator-prey interactions, kinesis or taxis. The clustering mechanism is reproductively driven-birth must always be adjacent to a living organism. This clustering can overwhelm diffusion and create non-poissonian correlations between pairs (parent and offspring) or organisms, leading to the emergence of patterns.     

Identification of a bacterial inhibitor against g-type lysozyme

Lysozymes are antibacterial effectors of the innate immune system in animals that hydrolyze peptidoglycan. Bacteria have evolved protective mechanisms that contribute to lysozyme tolerance such as the production of lysozyme inhibitors, but only inhibitors of chicken (c-) and invertebrate (i-) type lysozyme have been identified. We here report the discovery of a novel Escherichia coli inhibitor specific for goose (g-) type lysozymes, which we designate PliG (periplasmic lysozyme inhibitor of g-type lysozyme). Although it does not inhibit c- or i-type lysozymes, PliG shares a structural sequence motif with the previously described PliI and MliC/PliC lysozyme inhibitor families, suggesting a common ancestry and mode of action. Deletion of pliG increased the sensitivity of E. coli to g-type lysozyme. The existence of inhibitors against all major types of animal lysozyme and their contribution to lysozyme tolerance suggest that lysozyme inhibitors may play a role in bacterial interactions with animal hosts.     

Selection of microhabitat by the red-backed vole, Clethrionomys gapperi

Clethrionomys gapperi were captured in microhabitats with greater densities of overall cover than at noncapture or random sites within the study area. Variables describing cover density and distance from free water were selected in a discriminant function analysis to differentiate between vole capture and noncapture sites. Vole capture sites had greater amounts of cover within 4 dm above ground surface and were further from standing water than noncapture sites. The preferential use by C. gapperi of microhabitats with greater densities of cover is in agreement with laboratory and field assessments of habitat use reported in the literature.