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排序方式: 共有218条查询结果,搜索用时 15 毫秒
1.
The major goal of this paper is to examine the hypothesis that stock returns and return volatility are asymmetric, threshold nonlinear, functions of change in trading volume. A minor goal is to examine whether return spillover effects also display such asymmetry. Employing a double-threshold GARCH model with trading volume as a threshold variable, we find strong evidence supporting this hypothesis in five international market return series. Asymmetric causality tests lend further support to our trading volume threshold model and conclusions. Specifically, an increase in volume is positively associated, while decreasing volume is negatively associated, with the major price index in four of the five markets. The volatility of each series also displays an asymmetric reaction, four of the markets display higher volatility following increases in trading volume. Using posterior odds ratio, the proposed threshold model is strongly favored in three of the five markets, compared to a US news double threshold GARCH model and a symmetric GARCH model. We also find significant nonlinear asymmetric return spillover effects from the US market. 相似文献
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Characterization of archaeological frankincense by gas chromatography-mass spectrometry 总被引:1,自引:0,他引:1
A simple gas chromatography-mass spectrometry (GC-MS) method has been developed for the characterization of frankincense in archaeological samples. After trimethylsilylation of the methanolic extract, 15 triterpenoids have been found among the chemical constituents of commercial olibanum (alpha-boswellic acid, 3-O-acetyl-alpha-boswellic acid, beta-boswellic acid, 3-O-acetyl-beta-boswellic acid, alpha-amyrin, beta-amyrin, lupeol, 3-epi-beta-amyrin, 3-epi-beta-amyrin, 3-epi-lupeol, alpha-amyrenone, beta-amyrenone, lupenone, 3alpha-hydroxy-lup-20(29)-en-24-oic acid and 3-O-acetyl-hydroxy-lup-20(29)-en-24-oic acid). These compounds have been unequivocally identified by retention time and mass spectral comparison with pure standards previously isolated, for the most part, in our laboratory. Within these triterpenes, acid ones, the corresponding O-acetates, and their products of degradation were found to be characteristic of frankincense (Boswellia resin). The presence of these unusual triterpenic compounds in an archaeological resinous sample, recovered during excavations from Dahshour site (Egypt, XIIth Dynasty), enabled us to identify unambiguously frankincense resin among several other materials. Additional chromatographic peaks of this sample were assigned to broad chemical classes using retention time and mass spectra features. 相似文献
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Doerge DR Fogle CM Paule MG McCullagh M Bajic S 《Rapid communications in mass spectrometry : RCM》2000,14(8):619-623
Methylphenidate (MP, Ritalin) is a psychotropic drug widely prescribed to children for treating the symptoms of attention deficit disorder with and without hyperactivity. Because little information exists about the effects of chronic MP administration on cognitive function in children, measures of behavior changes in non-human primates are important surrogates. An essential component of such studies is the determination of MP plasma levels under chronic and acute dosing conditions. An analytical method was developed that provided sufficient sensitivity to measure low levels of the active parent drug (lower limit of quantitation = 0.25 ng/mL) and the inactive metabolite, ritalinic acid (RA), in monkey plasma as well as the ability to conveniently analyze large numbers of samples. The method uses a polymeric reversed-phase sorbent for solid phase extraction, an efficient reverse-phase high performance liquid chromatography (HPLC) separation, deuterated internal standards for isotope dilution quantification of MP and RA, and detection by sensitive electrospray ionization mass spectrometry (ES-MS) with a single quadrupole instrument. The method responses are linear over the range of plasma concentrations of MP and RA observed in monkeys, gives respective analyte recoveries of 75 and 60% with reasonable precision and accuracy, and demonstrates robust MS performance for rapid determination of MP/RA plasma levels. The average peak MP concentration (ca. 16 ng/mL) and half-lives for MP and RA elimination in monkeys (1.79 and 2.31 h, respectively) were not significantly different under acute vs. chronic dosing conditions and were comparable to values previously reported from human studies. 相似文献
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2,2,6,6-Tetramethyl-1-piperidinyloxy catalyzes efficient oxidation of primary alcohols to aldehydes by N-chlorosuccinimide, in a biphasic dichloromethane-aqueous pH 8.6 buffer system in the presence of tetrabutylammonium chloride. Aliphatic, benzylic, and allylic alcohols are readily oxidized with no overoxidation to carboxylic acids. Secondary alcohols are oxidized to ketones with a much lower efficiency. Very high chemoselectivities are observed when primary alcohols are oxidized in the presence of secondary ones. Primary-secondary diols are selectively transformed into hydroxy aldehydes, with, in some cases, no detectable formation of the isomeric keto alcohols. 相似文献
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With the accelerated accumulation of genomic sequence data, there is a pressing need to develop computational methods and advanced bioinformatics infrastructure for reliable and large-scale protein annotation and biological knowledge discovery. The Protein Information Resource (PIR) provides an integrated public resource of protein informatics to support genomic and proteomic research. PIR produces the Protein Sequence Database of functionally annotated protein sequences. The annotation problems are addressed by a classification-driven and rule-based method with evidence attribution, coupled with an integrated knowledge base system being developed. The approach allows sensitive identification, consistent and rich annotation, and systematic detection of annotation errors, as well as distinction of experimentally verified and computationally predicted features. The knowledge base consists of two new databases, sequence analysis tools, and graphical interfaces. PIR-NREF, a non-redundant reference database, provides a timely and comprehensive collection of all protein sequences, totaling more than 1,000,000 entries. iProClass, an integrated database of protein family, function, and structure information, provides extensive value-added features for about 830,000 proteins with rich links to over 50 molecular databases. This paper describes our approach to protein functional annotation with case studies and examines common identification errors. It also illustrates that data integration in PIR supports exploration of protein relationships and may reveal protein functional associations beyond sequence homology. 相似文献
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Oncogenic MicroRNAs Biogenesis as a Drug Target: Structure–Activity Relationship Studies on New Aminoglycoside Conjugates 下载免费PDF全文
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Maíra Fasciotti Gustavo B. Sanvido Vanessa G. Santos Priscila M. Lalli Michael McCullagh Gilberto F. de Sá Romeu J. Daroda Martin G. Peter Marcos N. Eberlin 《Journal of mass spectrometry : JMS》2012,47(12):1643-1647
The use of CO2 as a massive and polarizable drift gas is shown to greatly improve peak‐to‐peak resolution (Rp‐p), as compared with N2, for the separation of disaccharides in a Synapt G2 traveling wave ion mobility cell. Near or baseline Rp‐p was achieved for three pairs of sodiated molecules of disaccharide isomers, that is, cellobiose and sucrose (Rp‐p = 0.76), maltose and sucrose (Rp‐p = 1.04), and maltose and lactose (Rp‐p = 0.74). Ion mobility mass spectrometry using CO2 as the drift gas offers therefore an attractive alternative for fast and efficient separation of isomeric disaccharides. Copyright © 2012 John Wiley & Sons, Ltd. 相似文献