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271.
Stephen J. Leybourne Brendan P. M. McCabe Terence C. Mills 《Journal of forecasting》1996,15(3):253-270
This paper considers the problems of statistically analysing the levels of financial time series rather than their differences, which are often equivalent to returns and which are traditionally analysed in econometric modelling. This focus on differences is a consequence of the inherent nonstationarity of the levels, and hence analysing the latter requires introducing an alternative framework for modelling nonstationary behaviour. We do this by considering randomized unit root processes, arguing that these can have a natural interpretation in the financial context. The paper thus develops methods for testing for randomized unit roots and for modelling such processes. It then applies these techniques to various financial time series, so as to ascertain their potential usefulness, particularly for forecasting. 相似文献
272.
273.
274.
Michael McAleer Juan‐Angel Jimenez‐Martin Teodosio Pérez‐Amaral 《Journal of forecasting》2010,29(7):617-634
Under the Basel II Accord, banks and other authorized deposit‐taking institutions (ADIs) have to communicate their daily risk estimates to the monetary authorities at the beginning of the trading day, using a variety of value‐at‐risk (VaR) models to measure risk. Sometimes the risk estimates communicated using these models are too high, thereby leading to large capital requirements and high capital costs. At other times, the risk estimates are too low, leading to excessive violations, so that realized losses are above the estimated risk. In this paper we analyze the profit‐maximizing problem of an ADI subject to capital requirements under the Basel II Accord as ADIs have to choose an optimal VaR reporting strategy that minimizes daily capital charges. Accordingly, we suggest a dynamic communication and forecasting strategy that responds to violations in a discrete and instantaneous manner, while adapting more slowly in periods of no violations. We apply the proposed strategy to Standard & Poor's 500 Index and show there can be substantial savings in daily capital charges, while restricting the number of violations to within the Basel II penalty limits. Copyright © 2009 John Wiley & Sons, Ltd. 相似文献
275.
The developmental dynamics of the maize leaf transcriptome 总被引:5,自引:0,他引:5
276.
This paper first shows that survey‐based expectations (SBE) outperform standard time series models in US quarterly inflation out‐of‐sample prediction and that the term structure of survey‐based inflation forecasts has predictive power over the path of future inflation changes. It then proposes some empirical explanations for the forecasting success of survey‐based inflation expectations. We show that SBE pool a large amount of heterogeneous information on inflation expectations and react more flexibly and accurately to macro conditions both contemporaneously and dynamically. We illustrate the flexibility of SBE forecasts in the context of the 2008 financial crisis. Copyright © 2011 John Wiley & Sons, Ltd. 相似文献
277.
Bolin C Boudra MT Fernet M Vaslin L Pennaneach V Zaremba T Biard D Cordelières FP Favaudon V Mégnin-Chanet F Hall J 《Cellular and molecular life sciences : CMLS》2012,69(6):951-962
Cyclin-dependent kinase 5 (Cdk5) has been identified as a determinant of sensitivity to poly(ADP-ribose) polymerase (PARP) inhibitors. Here, the consequences of its depletion on cell survival, PARP activity, the recruitment of base excision repair (BER) proteins to DNA damage sites, and overall DNA single-strand break (SSB) repair were investigated using isogenic HeLa stably depleted (KD) and Control cell lines. Synthetic lethality achieved by disrupting PARP activity in Cdk5-deficient cells was confirmed, and the Cdk5KD cells were also found to be sensitive to the killing effects of ionizing radiation (IR) but not methyl methanesulfonate or neocarzinostatin. The recruitment profiles of GFP-PARP-1 and XRCC1-YFP to sites of micro-irradiated Cdk5KD cells were slower and reached lower maximum values, while the profile of GFP-PCNA recruitment was faster and attained higher maximum values compared to Control cells. Higher basal, IR, and hydrogen peroxide-induced polymer levels were observed in Cdk5KD compared to Control cells. Recruitment of GFP-PARP-1 in which serines 782, 785, and 786, potential Cdk5 phosphorylation targets, were mutated to alanines in micro-irradiated Control cells was also reduced. We hypothesize that Cdk5-dependent PARP-1 phosphorylation on one or more of these serines results in an attenuation of its ribosylating activity facilitating persistence at DNA damage sites. Despite these deficiencies, Cdk5KD cells are able to effectively repair SSBs probably via the long patch BER pathway, suggesting that the enhanced radiation sensitivity of Cdk5KD cells is due to a role of Cdk5 in other pathways or the altered polymer levels. 相似文献
278.
Baumann P Thiele W Cremers N Muppala S Krachulec J Diefenbacher M Kassel O Mudduluru G Allgayer H Frame M Sleeman JP 《Cellular and molecular life sciences : CMLS》2012,69(3):435-448
Expression of the glycosylphosphatidylinositol-anchored membrane protein CD24 correlates with a poor prognosis for many human cancers, and in experimental tumors can promote metastasis. However, the mechanism by which CD24 contributes to tumor progression remains unclear. Here we report that in MTLy breast cancer cells CD24 interacts with and augments the kinase activity of c-src, a protein strongly implicated in promoting invasion and metastasis. This occurs within and is dependent upon intact lipid rafts. CD24-augmented c-src kinase activity increased formation of focal adhesion complexes, accelerated phosphorylation of FAK and paxillin and consequently enhanced integrin-mediated adhesion. Loss and gain of function approaches showed that c-src activity is necessary and sufficient to mediate the effects of CD24 on integrin-dependent adhesion and cell spreading, as well as on invasion. Together these results indicate that c-src is a CD24-activated mediator that promotes integrin-mediated adhesion and invasion, and suggest a mechanism by which CD24 might contribute to tumor progression through stimulating the activity of c-src or another member of the Src family. 相似文献
279.
PNPLA1 mutations cause autosomal recessive congenital ichthyosis in golden retriever dogs and humans
Grall A Guaguère E Planchais S Grond S Bourrat E Hausser I Hitte C Le Gallo M Derbois C Kim GJ Lagoutte L Degorce-Rubiales F Radner FP Thomas A Küry S Bensignor E Fontaine J Pin D Zimmermann R Zechner R Lathrop M Galibert F André C Fischer J 《Nature genetics》2012,44(2):140-147
Ichthyoses comprise a heterogeneous group of genodermatoses characterized by abnormal desquamation over the whole body, for which the genetic causes of several human forms remain unknown. We used a spontaneous dog model in the golden retriever breed, which is affected by a lamellar ichthyosis resembling human autosomal recessive congenital ichthyoses (ARCI), to carry out a genome-wide association study. We identified a homozygous insertion-deletion (indel) mutation in PNPLA1 that leads to a premature stop codon in all affected golden retriever dogs. We subsequently found one missense and one nonsense mutation in the catalytic domain of human PNPLA1 in six individuals with ARCI from two families. Further experiments highlighted the importance of PNPLA1 in the formation of the epidermal lipid barrier. This study identifies a new gene involved in human ichthyoses and provides insights into the localization and function of this yet uncharacterized member of the PNPLA protein family. 相似文献
280.
Yang J Ferreira T Morris AP Medland SE;Genetic Investigation of ANthropometric Traits 《Nature genetics》2012,44(4):369-75, S1-3
We present an approximate conditional and joint association analysis that can use summary-level statistics from a meta-analysis of genome-wide association studies (GWAS) and estimated linkage disequilibrium (LD) from a reference sample with individual-level genotype data. Using this method, we analyzed meta-analysis summary data from the GIANT Consortium for height and body mass index (BMI), with the LD structure estimated from genotype data in two independent cohorts. We identified 36 loci with multiple associated variants for height (38 leading and 49 additional SNPs, 87 in total) via a genome-wide SNP selection procedure. The 49 new SNPs explain approximately 1.3% of variance, nearly doubling the heritability explained at the 36 loci. We did not find any locus showing multiple associated SNPs for BMI. The method we present is computationally fast and is also applicable to case-control data, which we demonstrate in an example from meta-analysis of type 2 diabetes by the DIAGRAM Consortium. 相似文献