Un curare d'une Erythrine africaine

Summary An alcaloid C₁₆H₁₉NO₃ has been isolated fromErythrina tholloniana; the iodohydrate of this erythroidine has a melting point of 225°C and 239°C for its chlorhydrate. It has a powerful curare-like action on the frog or on its isolated sciatic-sartorius preparation; at a concentration of less than 1/1,000,000, a complete neuromuscular block is produced: the electrical stimulation of the motor nerve does not produce any contraction, but the muscle reacts by an end-plate potential having the same characteristics (shape, duration, possibility of summation) as the electrical waves produced in the same preparation curarized by ordinary curare or by quaternary ammonium derivatives. Decurarization by veratrine 1/200,000 is accompanied by the same electrical reactions as those which have been described in preparations treated by curare.On mammals, the alcaloid has little curariform activity; on the isolated phrenic-diaphragm preparation of the rat, incomplete block was produced at a concentration of 1/5000.     

Structural Changes of Water Molecules Upon the Reduction of Quinones in The Reaction Center from Rhodobactery Sphaeroides

1 Results The photosynthetic bacterial reaction center (RC) is a membrane protein complex.The RC is composed of three protein subunits and redox components such as bacteriochlorophylls, bacteriopheophytins,and quinones.The RC performs the photochemical electron transfer from the bacteriochlorophyll dimer through a series of electron donor and acceptor molecules to a secondary quinone,QB.QB accepts electrons from a primary quinone,QA,in two sequential electron transfer reactions.The second electron trans...     

Forecasting volatility by means of threshold models

The aim of this paper is to compare the forecasting performance of competing threshold models, in order to capture the asymmetric effect in the volatility. We focus on examining the relative out‐of‐sample forecasting ability of the SETAR‐Threshold GARCH (SETAR‐TGARCH) and the SETAR‐Threshold Stochastic Volatility (SETAR‐THSV) models compared to the GARCH model and Stochastic Volatility (SV) model. However, the main problem in evaluating the predictive ability of volatility models is that the ‘true’ underlying volatility process is not observable and thus a proxy must be defined for the unobservable volatility. For the class of nonlinear state space models (SETAR‐THSV and SV), a modified version of the SIR algorithm has been used to estimate the unknown parameters. The forecasting performance of competing models has been compared for two return time series: IBEX 35 and S&P 500. We explore whether the increase in the complexity of the model implies that its forecasting ability improves. Copyright © 2007 John Wiley & Sons, Ltd.