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Deliberately Unequal Gene Sampling, A Design of Molecular Studies Tested in Lepidoptera
Soowon Cho,Andreas Zwick,Jerome Regier,Charles Mitter,Michael Cummings,Jianxiu Yao,Zaile Du,Hong Zhao,Akito Kawahara,Susan Weller,Donald Davis,Joaquin Baixeras,John Brown,Cynthia Parr 한국응용곤충학회 2010 한국응용곤충학회 학술대회논문집 Vol.2010 No.05
Seeking to improve the weak resolution of deeper divergences in an initial study based on five nuclear genes (6.6kb total) in 123 exemplars, we nearly tripled the total sequence (to 26 genes, 18.4 kb total) in one third (41) of the taxa. The expanded, deliberately incomplete data matrix consistently increased bootstrap support for previously-identified groupings, while introducing no contradictory groupings of the kind that missing data have been predicted to produce. To test the relative effectiveness of “more genes” versus “more taxa” sind that we compared two largely complete matrices, the initial 5 gene × 123 taxon and the 26 gene × 41 taxon data sets, that contain roughly equal amounts of sequence. The “more genes” data set yielded consistently, sometimes dramatically higher bootstrap support that is generally not attributable to taxon number alone. We also found that a gene-rich taxon subset provides reassuring evidence of strong underlying signal that is not obvious in subsequent larger analyses, helping to encourage and guide the search for deep relationships amid the noise of expanded taxon sampling.
BEHAVIOR OF EQUITY AND MONEY MARKETS DURING THE ASIAN CRISIS
Sorin Tuluca,Burton Zwick People&Global Business Association 2006 Global Business and Finance Review Vol.11 No.1
This paper analyzes the effect of the Asian crisis on the financial integration of capital and money markets across twelve countries from Asia, Europe and the Americas. Through a comparison of daily returns of equity and money markets from before and after the advent of the Asian crisis in July 1997, Granger causality and principal components analyses are used to explore the effect of the crisis on the co-movement of returns. Evidence points to an increased co-movement in the equity markets returns thus highlighting the adverse effect of global shocks on the effectiveness of international diversification strategies. For the money markets, the results show a reduction in interdependence following the crisis. Evidence of reduced co-movement in money markets could be explained by the increased dispersion of monetary policies during the Asian crisis.