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.     

Physiological state of submitochondrial particles and their susceptibility to Triton X-100

Summary The solubilizing effect of Triton X-100 on beef heart submitochondrial particles (ETP_H) has been studied under various physiological conditions. Coupled, uncoupled and azide-inhibited ETP_H particles have been studied. Quantitative and qualitative differences are found in the proteins solubilized by the detergent from ETP_H particles under the various conditions tested.Acknowledgments: This work was supported in part by a grant from a Spanish Comisión Asesora para la Investigación Cientifica y Técnica. M.C. Barbero was recipient of a scholarship from the Basque Government.     

High-affinity binding ofβ-alanine to cerebral synaptosomes might involve glycine-receptors

Summary High-affinity, Na⁺-independent binding of -alanine to a synaptosomal fraction of rat brain was potently inhibited by glycine and by some other -amino acids, but not by taurine or GABA. This binding mechanism, which was also sensitive to both bicuculline and strychnine, might involve synaptic receptors for both -alanine and glycine.This study was supported in part by Centro Ramón y Cajal and Fundacion Juan March.     

白莲河水电厂2号机组振动在线监测系统

在线监测系统是水电机组安全运行的保证，该系统能监视机组的运行情况，对尾水管压力脉动值、顶盖、机架跳动及主轴摆度值进行适时测量．为推广该成果的应用，论述了白莲河水电厂振动在线监测系统的设计方法和系统具备的功能．     

烃源岩中烷基二苯并噻吩组成及其地球化学意义

对一个海相地层的实际剖面进行了研究，发现烃源岩芳烃馏分中烷基二苯并噻吩和烷基苯并萘噻吩的相对丰度与碳酸盐矿物含量间有良好的正相关性．不同岩性中含硫芳烃相对丰度的变化顺序是：碳酸盐岩＞泥灰岩＞泥质岩．在深度剖面上，二苯并噻吩（ＤＢＴ）与甲基二苯并噻吩（ＭＤＢＴ）呈消长关系。４－ＭＤＢＴ和２＋３－ＭＤＢＴ的相对丰度随埋深增加而增加．１－ＭＤＢＴ则随之下降，４－ＭＤＢＴ／１－ＭＤＢＴ值和２＋３－ＭＤＢＴ／１－ＭＤＢＴ值能较好地反映有机质的热演化程度．     

The coconut pathosystem: weed hosts of nymphs of the American palm Cixiid Haplaxius crudus (Hemiptera: Fulgoroidea)

Lethal yellowing (LY) of coconut palm (Cocos nucifera L., Arecaceae) is a disease of economic importance that is caused by the phytoplasma ‘Candidatus Phytoplasma palmae’ and is transmitted by the planthopper Haplaxius crudus (Van Duzee) (Hemiptera: Cixiidae). This study explores the weeds used by H. crudus nymphs and other Cixiidae in a coconut pathosystem in southern Mexico. Nymphs were collected directly from the root system of each weed by hand or with the help of a vacuum after carefully opening the culm. This study included 11 species of weeds: nine Poaceae [Brachiaria decumbens Stapf, B. humidicola (Rendle) Schweick, B. mutica (Forssk.) Stapf, Digitaria abyssinica (Hochst. Ex A. Rich.) Stapf, Eustachys petraea (Sw.) Desv., Leersia hexandra Sw., Panicum laxum Sw., P. maximum Jacq., Paspalum notatum Flüggé]; one Cyperaceae [Cyperus ligularis L.], and one Portulacaceae: [Portulaca pilosa L.]. Brachiaria mutica, E. petraea, B. humidicola, P. maximum were identified as the principal host species for H. crudus nymphs. Brachiaria decumbens, D. abyssinica, and C. ligularis are new host records for the nymphs of H. crudus. Additionally, it was found that H. crudus may coexist with its cogeners H. skarphion Kramer (Cixiidae) and H. caldwelli Kramer (Cixiidae), on B. mutica. On C. ligularis, H. crudus may coexist with Oecleus snowi Ball (Cixiidae) nymphs. These results suggest that in the coconut pathosystem there is a complex of multitrophic interactions that should be considered in integrated management of LY.     

Oxysterols direct immune cell migration via EBI2

Epstein-Barr virus-induced gene 2 (EBI2, also known as GPR183) is a G-protein-coupled receptor that is required for humoral immune responses; polymorphisms in the receptor have been associated with inflammatory autoimmune diseases. The natural ligand for EBI2 has been unknown. Here we describe the identification of 7α,25-dihydroxycholesterol (also called 7α,25-OHC or 5-cholesten-3β,7α,25-triol) as a potent and selective agonist of EBI2. Functional activation of human EBI2 by 7α,25-OHC and closely related oxysterols was verified by monitoring second messenger readouts and saturable, high-affinity radioligand binding. Furthermore, we find that 7α,25-OHC and closely related oxysterols act as chemoattractants for immune cells expressing EBI2 by directing cell migration in vitro and in vivo. A critical enzyme required for the generation of 7α,25-OHC is cholesterol 25-hydroxylase (CH25H). Similar to EBI2 receptor knockout mice, mice deficient in CH25H fail to position activated B cells within the spleen to the outer follicle and mount a reduced plasma cell response after an immune challenge. This demonstrates that CH25H generates EBI2 biological activity in vivo and indicates that the EBI2-oxysterol signalling pathway has an important role in the adaptive immune response.     

The unusual minimum of sunspot cycle 23 caused by meridional plasma flow variations

Direct observations over the past four centuries show that the number of sunspots observed on the Sun's surface varies periodically, going through successive maxima and minima. Following sunspot cycle 23, the Sun went into a prolonged minimum characterized by a very weak polar magnetic field and an unusually large number of days without sunspots. Sunspots are strongly magnetized regions generated by a dynamo mechanism that recreates the solar polar field mediated through plasma flows. Here we report results from kinematic dynamo simulations which demonstrate that a fast meridional flow in the first half of a cycle, followed by a slower flow in the second half, reproduces both characteristics of the minimum of sunspot cycle 23. Our model predicts that, in general, very deep minima are associated with weak polar fields. Sunspots govern the solar radiative energy and radio flux, and, in conjunction with the polar field, modulate the solar wind, the heliospheric open flux and, consequently, the cosmic ray flux at Earth.     

Shank3 mutant mice display autistic-like behaviours and striatal dysfunction

Autism spectrum disorders (ASDs) comprise a range of disorders that share a core of neurobehavioural deficits characterized by widespread abnormalities in social interactions, deficits in communication as well as restricted interests and repetitive behaviours. The neurological basis and circuitry mechanisms underlying these abnormal behaviours are poorly understood. SHANK3 is a postsynaptic protein, whose disruption at the genetic level is thought to be responsible for the development of 22q13 deletion syndrome (Phelan-McDermid syndrome) and other non-syndromic ASDs. Here we show that mice with Shank3 gene deletions exhibit self-injurious repetitive grooming and deficits in social interaction. Cellular, electrophysiological and biochemical analyses uncovered defects at striatal synapses and cortico-striatal circuits in Shank3 mutant mice. Our findings demonstrate a critical role for SHANK3 in the normal development of neuronal connectivity and establish causality between a disruption in the Shank3 gene and the genesis of autistic-like behaviours in mice.