Estimation of integrated volatility in stochastic volatility models

In the framework of stochastic volatility models we examine estimators for the integrated volatility based on the pth power variation (i.e. the sum of pth absolute powers of the log‐returns). We derive consistency and distributional results for the estimators given high‐frequency data, especially taking into account what kind of process we may add to our model without affecting the estimate of the integrated volatility. This may on the one hand be interpreted as a possible flexibility in modelling, for example adding jumps or even leaving the framework of semimartingales by adding a fractional Brownian motion, or on the other hand as robustness against model misspecification. We will discuss possible choices of p under different model assumptions and irregularly spaced data. Copyright © 2005 John Wiley & Sons, Ltd.     

Vector-Orthogonality and Lanczos-Type Methods

A method for solving a linear system is defined. It is a Lanczos-type method, but it uses formal vector orthogonality instead of scalar orthogonality. Moreover, the dimension of vector orthogonality may vary which gives a large freedom in leading the algorithm, and controlling the numerical problems. The ideas of truncated and restarted methods are revisited. The obtained residuals are exactly orthogonal to a space of increasing dimension. Some experiments are done, the problem of finding automaticaly good directions of projection remains partly open.     

GnRH binding RNA and DNA Spiegelmers: a novel approach toward GnRH antagonism

Mirror-image oligonucleotide ligands (Spiegelmers) that bind to the pharmacologically relevant target gonadotropin-releasing hormone I (GnRH) with high affinity and high specificity have been identified using the Spiegelmer technology. GnRH is a decapeptide that plays an important role in mammalian reproduction and sexual maturation and is associated with several benign and malignant diseases. First, aptamers that bind to D-GnRH with dissociation constants of 50-100 nM were isolated out of RNA and DNA libraries. The respective enantiomers of the DNA and RNA aptamers were synthesized, and their binding to L-GnRH was shown. These Spiegelmers bind to L-GnRH with similar affinity to that of the corresponding aptamers that bind to D-GnRH. We further demonstrated dose-dependent inhibition of GnRH-induced Ca(2+) release in Chinese hamster ovary cells that were stably transfected with the human GnRH receptor.     

EVIDENCE AGAINST THE PRODUCTION OF SUPEROXIDE BY PHOTOIRRADIATION OF HEMATOPORPHYRIN DERIVATIVE

Abstract Experiments were performed to ascertain whether superoxide anion (O₂⁻) was produced by the photodynamic activation of hematoporphyrin derivative (HPD). Three different systems were utilized to detect formation of O₂⁻, oxidation of epinephrine to adrenochrome, reduction of cytochrome c and reduction of nitro blue tetrazolium (NBT). The effects on these detectors under identical conditions for HPD + h ν were compared to those obtained with two O₂⁻ generating systems, riboflavin + by and xanthine-xanthine oxidase, and to a singlet oxygen generating system, photoradiation of methylene blue. The results indicated that HPD + hv differed from the two O₂⁻ generating systems in failing to reduce cytochrome c or NET, and that HPD + h ν was similar to the behavior of methylene blue + h ν . In addition, HPD + h ν but not the O₂⁻ generating systems could inhibit mitochondrial cytochrome c oxidase activity. We conclude that the photodynamic activation of HPD does not produce O₂⁻ as a major oxygen radical and that the effects of HPD + h ν on mitochondrial cytochrome c oxidase are not caused by O₂⁻.     

EFFICACY OF PHOTODYNAMIC THERAPY ON ORIGINAL AND RECURRENT RAT MAMMARY TUMORS

Abstract— Photodynamic therapy has demonstrated efficacy toward primary, metastatic and recurrent human tumors. Here, we investigated the ability of photodynamic therapy, using Photofrin, to inhibit growth of R3230AC mammary adenocarcinomas when tumors were treated as original implants and again as lesions recurring at the initial treatment site. The results demonstrate that both initial implants and lesions recurring after the first photodynamic treatment respond similarly to the same photodynamic therapy protocol, with mean tumor volume doubling times of ˜ 11 days in both cases. Cells cultured from original tumor implants or tumors that recurred after photodynamic treatment accumulate equivalent amounts of [¹⁴C]polyhematoporphyrin. Single cell suspensions prepared from either original or recurrent tumors from animals administered 5 mg/kg Photofrin and exposed to light in vitro displayed comparable phototoxicity. Additionally, examination of tumors by light microscopy revealed no morphological differences between the original tumor implants and the recurrent lesions. Taken together, these data indicate that lesions which recurred at the site of the initial photodynamic treatment were not resistant to a second identical course of photodynamic therapy.     

Preparation and spectroscopic properties of 2-benzothiazolyl araldehyde hydrazones

Notwithstanding its tendency toward air oxidation in solution, 2-hydrazinobenzothiazole I reacted with aromatic aldehydes in ethanol to give the corresponding hydrazones III-XV in high yields and analytical purity. In related examples, acylation took place under similar conditions to produce hydrazides XVI-XX . The near-infrared bands of the absorption spectra of the araldehyde hydrazones have been associated with charge transfer and appeared to correlate with structural elements of the compounds in a way suggesting that the charge transfer was intermolecular.     

INHIBITION OF THE ATPase ACTIVITY OF P-GLYCOPROTEIN BY PORPHYRIN PHOTOSENSITIZATION OF MULTIDRUG-RESISTANT CELLS in vitro

Abstract— The effectiveness of photodynamic therapy against P-glycoprotein ATPase activity in multidrug-resistant cells was studied. Chinese hamster ovary AUXB1 (drug-sensitive) and CR1R12 (multidrug-resistant) cell lines were compared with respect to uptake of ¹⁴C-polyhematoporphyrin and porphyrin photosensitization. Phototoxicity of Photofrin® was similar in both cell lines, and no major differences in uptake or efflux of ¹⁴C-polyhematoporphyrin were observed. Porphyrin photosensitization in vitro of CR1R12 cells or isolated plasma membranes from these cells caused inhibition of P-glycoprotein ATPase activity. Application of porphyrin photosensitization at a sublethal level to CR1R12 cells resulted in a small but significant increase in adriamycin-induced cytotoxicity. The hydrophobic "picket-fence" porphyrin, meso -tetrakis-( o -propionamidophenyl)porphyrin,α,α,α,β-isomer, was more inhibitory toward P-glycoprotein ATPase activity than the two less hydrophobic porphyrins tetraphenylporphine tetrasulfonate and Photofrin®.     

Insulin binding and glucose transport in the R3230AC mammary adenocarcinoma.

Cells dissociated from the R3230AC mammary adenocarcinoma from intact and diabetic rats were examined for insulin binding and glucose transport. The Kd for insulin binding, approximately 10(--10) M, was similar in all tumors studied. However, the apparent number of receptor sites per cell increased in cells from diabetic rats. Kinetic analysis of 3-0-methyl glucose (3-OMG) entry showed both diffusional and passive carrier characteristics. Insulin (4 X 10(--9) M) in vitro did not affect diffusional entry, whereas the hormone altered the passive carrier system, as reflected by an increase in Km and Vmax. Insulin decreased initial velocity of glucose transport at 4--6 mM glucose levels but increased initial velocity of glucose transport at 20 mM glucose. An explanation of the role of insulin on tumor growth in vivo from effects on glucose transport in vitro is proposed.     

On the use of x-ray-excited optical luminescence (XEOL) for the analysis of multisite rare-earth systems

The realization of a XEOL (X-ray-excited optical luminescence) spectrometer is reported. The aim of the present paper is to show that a comparison between UV-excited emission spectra and XEOL spectra can be helpful in the assignment of some weak transitions for multiple site rare-earth compounds. The case of c-Y₂O₃ doped with Eu³⁺ cations is considered in some detail, as in the XEOL spectrum three lines to be assigned to transitions occurring at the centrosymmetrical Eu³⁺ (C_3i) site are strongly enhanced. Additional site-selective UV-excited emission spectra are also reported supporting the present discussion.