A Study of Value‐at‐Risk Based on M‐Estimators of the Conditional Heteroscedastic Models

In this paper, we investigate the performance of a class of M‐estimators for both symmetric and asymmetric conditional heteroscedastic models in the prediction of value‐at‐risk. The class of estimators includes the least absolute deviation (LAD), Huber's, Cauchy and B‐estimator, as well as the well‐known quasi maximum likelihood estimator (QMLE). We use a wide range of summary statistics to compare both the in‐sample and out‐of‐sample VaR estimates of three well‐known stock indices. Our empirical study suggests that in general Cauchy, Huber and B‐estimator have better performance in predicting one‐step‐ahead VaR than the commonly used QMLE. Copyright © 2011 John Wiley & Sons, Ltd.     

RhoA/Rho激酶在大鼠阴茎勃起机制中的调节作用

一般认为一氧化氮（nitric oxide,NO）释放增加促进小动脉和海绵体平滑肌舒张是导致男性阴茎勃起的主要机制。研究发现内源性血管收缩因子对维持阴茎萎状态有重要作用。应用大鼠模型活体检测使用Y-27632拮抗Rho-激酶活性后对阴茎勃起生理机制的影响;应用免疫转印技术检测 阴茎海绵体内RhoA和Rho激酶蛋白的表达。结果显示在大鼠海绵体组织内有内源性RhoA和Rho激酶蛋白的表达和存在;Y-27632海绵体内注射阻滞RhoA/Rho激酶活性使ICP和CCP/MAP比值明显升高;局部小剂量应用Y-27632对MAP没有明显影响;Y-27632可增强系列电刺激引起的由NO介导的CCP/MAP比值的增加;NO合成酶和鸟苷酸环化酶抑制剂的作用不能阻滞RhoA/Rho激酶抑制剂对大鼠阴茎海绵体平滑肌的松弛作用和CCP/MAP的增加。说明RhoA/Rho激酶信号系统发挥了维持海绵体萎软状态重要作用,这是与NO介导途径不同的阴茎勃起生理调节机制。RhoA/Rho激酶抑制剂可能是ED治疗的新领域新方法。     

Tightrope act: autophagy in stem cell renewal, differentiation, proliferation, and aging

Autophagy is a constitutive lysosomal catabolic pathway that degrades damaged organelles and protein aggregates. Stem cells are characterized by self-renewal, pluripotency, and quiescence; their long life span, limited capacity to dilute cellular waste and spent organelles due to quiescence, along with their requirement for remodeling in order to differentiate, all suggest that they require autophagy more than other cell types. Here, we review the current literature on the role of autophagy in embryonic and adult stem cells, including hematopoietic, mesenchymal, and neuronal stem cells, highlighting the diverse and contrasting roles autophagy plays in their biology. Furthermore, we review the few studies on stem cells, lysosomal activity, and autophagy. Novel techniques to detect autophagy in primary cells are required to study autophagy in different stem cell types. These will help to elucidate the importance of autophagy in stem cells during transplantation, a promising therapeutic approach for many diseases.