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      • Modeling Autoregressive Conditional Skewness and Kurtosis with Multi-Quantile CAViaR

        Halbert White,Tae-Hwan Kim,Simone Manganelli 한국계량경제학회 2008 한국계량경제학회 학술대회 논문집 Vol.2008 No.2

        Engle and Manganelli (2004) propose CAViaR, a class of models suitable for estimating conditional quantiles in dynamic settings. Engle and Manganelli apply their approach to the estimation of Value at Risk, but this is only one of many possible applications. Here we extend CAViaR models to permit joint modeling of multiple quantiles, Multi-Quantile (MQ) CAViaR. We apply our new methods to estimate measures of conditional skewness and kurtosis de…ned in terms of conditional quantiles, analogous to the unconditional quantile-based measures of skewness and kurtosis studied by Kim and White (2004). We investigate the performance of our methods by simulation, and we apply MQ-CAViaR to study conditional skewness and kurtosis of S&P 500 daily returns.

      • The family, communication and the new technologies

        Leopoldina Fortunati,Annamaria Manganelli 한국방송학회 2004 한국방송학회 세미나 및 보고서 Vol.- No.-

        What has become of communication in the family after the widespread diffusion of the New technologies (that is, mobile phone, computer and internet)? If in the past television was often accused of having killed conversation, what changes has the advent of the computer, internet and mobile phone produced inside the family? What is the nature of communicative modalities today, the circulation and quality of communication, the range of discourse in families? What is the usefulness of the New Technologies in the family as regards communication and what are the obstacles perceived in their diffusion? In this paper we aim to answer these questions, availing ourselves above all of the results obtained in two research projects conducted in Italy. The first is a telephone survey in 1998 of a random sample of the Italian population and sponsored by Telecom Italia (margin of error ± 2.6%). In all, 1,400 people between the ages of 15 and 64 were interviewed. This was a very wide-ranging research that investigated several aspects linked to the diffusion of the new technologies. One section was specifically dedicated to inquiring into the effects of the New technologies on the communication atmosphere inside the family. The second was a face-to-face survey conducted in the spring of 2003 in North-eastern Italy in two secondary schools, a classical lyc?e and a scientific one (Cianchi, D'Alessio, Fortunati, Manganelli, 2003). The data collected consist of 716 questionnaires with open and closed questions, which all the young people, between the ages of 14 and 21, of these schools answered (questionnaires valid: 714). In this case, the aim was to investigate the changes that had taken place in the control of young people's communication by parents. The data were analysed by means of descriptive techniques (frequency analysis) and the construction of contingency tables originated by the crossing of observed variables with socio-demographic variables such as gender, age, family typology and so on. Then inferential analysis was conducted by means of x² test and log-linear models. In some cases, models of multivaried analysis of variance were used. The results of the first research underline the assessments by the 1,400 respondents of the quality of family communication in a moment of intense diffusion of new technologies. Those of the second one are interesting because they reveal a series of problems in family communication which are reflected in control practices applied by parents following on the widespread use of the mobile phone by young people.

      • SCISCIESCOPUS

        Mutations in <i>ATP1A1</i> Cause Dominant Charcot-Marie-Tooth Type 2

        Lassuthova, Petra,Rebelo, Adriana P.,Ravenscroft, Gianina,Lamont, Phillipa J.,Davis, Mark R.,Manganelli, Fiore,Feely, Shawna M.,Bacon, Chelsea,Brož,ková,, Dana Š,afka,Haberlova, Jana,M University of Chicago Press [etc.] 2018 American journal of human genetics Vol.102 No.3

        <P>Although mutations in more than 90 genes are known to cause CMT, the underlying genetic cause of CMT remains unknown in more than 50% of affected individuals. The discovery of additional genes that harbor CMT2-causing mutations increasingly depends on sharing sequence data on a global level. In this way—by combining data from seven countries on four continents—we were able to define mutations in <I>ATP1A1</I>, which encodes the alpha1 subunit of the Na<SUP>+</SUP>,K<SUP>+</SUP>-ATPase, as a cause of autosomal-dominant CMT2. Seven missense changes were identified that segregated within individual pedigrees: c.143T>G (p.Leu48Arg), c.1775T>C (p.Ile592Thr), c.1789G>A (p.Ala597Thr), c.1801_1802delinsTT (p.Asp601Phe), c.1798C>G (p.Pro600Ala), c.1798C>A (p.Pro600Thr), and c.2432A>C (p.Asp811Ala). Immunostaining peripheral nerve axons localized ATP1A1 to the axolemma of myelinated sensory and motor axons and to Schmidt-Lanterman incisures of myelin sheaths. Two-electrode voltage clamp measurements on <I>Xenopus</I> oocytes demonstrated significant reduction in Na<SUP>+</SUP> current activity in some, but not all, ouabain-insensitive ATP1A1 mutants, suggesting a loss-of-function defect of the Na<SUP>+</SUP>,K<SUP>+</SUP> pump. Five mutants fall into a remarkably narrow motif within the helical linker region that couples the nucleotide-binding and phosphorylation domains. These findings identify a CMT pathway and a potential target for therapy development in degenerative diseases of peripheral nerve axons.</P>

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