http://chineseinput.net/에서 pinyin(병음)방식으로 중국어를 변환할 수 있습니다.
변환된 중국어를 복사하여 사용하시면 됩니다.
- 中文 을 입력하시려면 zhongwen을 입력하시고 space를누르시면됩니다.
- 北京 을 입력하시려면 beijing을 입력하시고 space를 누르시면 됩니다.
RISS 인기검색어
- 검색키워드
- 저자 : Yaw-Huei Wang (검색결과 5 건)
- 무료
- 기관 내 무료
- 유료
-
Volatility Information in the Trading Activity of Stocks, Options and Volatility Options
Yaw-Huei Wang 한국재무학회 2012 한국재무학회 학술대회 Vol.2012 No.09
We investigate the information content of trading activity in S&P 500 component stocks, S&P 500 index options and VIX options on the future realized volatility of S&P 500 index returns and find that the only consistently useful information on the determination of future realized volatility is provided by trading activity in VIX calls. We also find a discernible increase in the level of predictability when investors are more worried, when the level of information asymmetry in the VIX call market is higher, and when the transaction costs of VIX calls are lower, relative to S&P 500 index options.
-
Intraday Volatility Patterns in the Taiwan Stock Market and the Impact on Volatility Forecasting
Yun-Yi Wang,Yaw-Huei Wang 한국증권학회 2010 Asia-Pacific Journal of Financial Studies Vol.39 No.1
Given the growing importance of the Taiwan stock market, the present study sets out to provide a comprehensive investigation of the intraday time series of the Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX). We begin by exploring the intraday volatility patterns and then go on to examine their impact on intraday volatility forecasting. We find that the volatility of the TAIEX returns exhibits an L-shaped intraday periodic pattern, which is distinct across each day of the week. Our empirical results indicate that taking the intraday periodic pattern into account in a generalized autoregressive conditional heteroskedasticity model can substantially improve the precision of intraday volatility forecasting.
-
Overexpression of Ornithine Decarboxylase Suppresses Thapsigargin-Induced Apoptosis
Hsieh, Wei-Chung,Hsu, Pei-Chen,Liao, Ya-Fan,Young, Shu-Ting,Wang, Zeng-Wei,Lin, Chih-Li,Tsay, Gregory J.,Lee, Huei,Hung, Hui-Chih,Liu, Guang-Yaw Korean Society for Molecular and Cellular Biology 2010 Molecules and cells Vol.30 No.4
Ornithine decarboxylase (ODC), the key enzyme of polyamine biosynthesis, has paradoxical roles in apoptosis. Our published papers show overexpression of ODC prevents the apoptosis induced by many cytotoxic drugs. Thapsigargin (TG) is an inhibitor of the sarcoplasmic/endoplasmic reticulum (ER) $Ca^{2+}$ ATPase (SERCA) pumps and causes ER stress-induced apoptosis. We used ODC overexpressing cell lines to examine whether overexpression of ODC inhibits TG-induced apoptosis. Our results indicated overexpression of ODC attenuated TG-induced apoptosis. Overexpression of ODC blocked procaspse-4 cleavage and phosphorylation of protein kinase-like ER-resident kinase (PERK), triggered by TG. It also attenuated the increase in CAAT/enhancer binding protein homologous protein (CHOP). Cells with overexpressed ODC had greater Bcl-2 expression. Overexpression of ODC preserved the expression of Bcl-2, inhibited the increase in Bak and stabilized mitochondrial membrane potential without the influences of TG. Cytochrome c release and downstream caspase activation were blocked. That is, overexpression of ODC inhibits the mitochondria-mediated apoptotic pathway, induced by TG. Finally, overexpression of ODC maintains the protein and mRNA expression of SERCA. In conclusion, overexpression of ODC suppresses TG-induced apoptosis by blocking caspase-4 activation and PERK phosphorylation, attenuating CHOP expression and inhibiting the mitochondria-mediated apoptotic pathway.
-
Chuang-Chang Chang,Hsiao-Wei Ho,Tzu-Hsiang Liao,Yaw-Huei Wang 한국재무학회 2011 한국재무학회 학술대회 Vol.2011 No.09
In this paper we consider the pricing of quanto derivatives with the bivariate GARCH-Jump model, in which jumps take place in the price kernel, and consequently in foreign asset returns and in exchange rates. In the empirical investigation, we use Dow Jones, NASDAQ and NIKKEI 225 indexes, exchange rates and corresponding index warrants data to examine the effects of jump on derivative pricing. The empirical results suggest that the unrestricted bivariate NGARCH-Jump model outperforms the other four models considered in this study. The evidence also reveals that the average pricing error is the smallest for the unrestricted bivariate NGARCH-Jump model. Hence, the nonlinear asymmetric model with jumps captures the dynamics of index return and exchange rate well.
-
Overexpression of Ornithine Decarboxylase Suppresses Thapsigargin-Induced Apoptosis
Wei-Chung Hsieh,Pei-Chen Hsu,Ya-Fan Liao,Shu-Ting Young,Zeng-Wei Wang,Chih-Li Lin,Gregory J. Tsay,Huei Lee,Hui-Chih Hung,Guang-Yaw Liu 한국분자세포생물학회 2010 Molecules and cells Vol.30 No.4
Ornithine decarboxylase (ODC), the key enzyme of poly-amine biosynthesis, has paradoxical roles in apoptosis. Our published papers show overexpression of ODC pre-vents the apoptosis induced by many cytotoxic drugs. Thapsigargin (TG) is an inhibitor of the sarcoplasmic/en-doplasmic reticulum (ER) Ca2+ ATPase (SERCA) pumps and causes ER stress-induced apoptosis. We used ODC overexpressing cell lines to examine whether overexpres-sion of ODC inhibits TG-induced apoptosis. Our results indicated overexpression of ODC attenuated TG-induced apoptosis. Overexpression of ODC blocked procaspse-4 cleavage and phosphorylation of protein kinase-like ER-resident kinase (PERK), triggered by TG. It also attenuated the increase in CAAT/enhancer binding protein homolo-gous protein (CHOP). Cells with overexpressed ODC had greater Bcl-2 expression. Overexpression of ODC pre-served the expression of Bcl-2, inhibited the increase in Bak and stabilized mitochondrial membrane potential without the influences of TG. Cytochrome c release and downstream caspase activation were blocked. That is, overexpression of ODC inhibits the mitochondria-medi-ated apoptotic pathway, induced by TG. Finally, overex-pression of ODC maintains the protein and mRNA expres-sion of SERCA. In conclusion, overexpression of ODC suppresses TG-induced apoptosis by blocking caspase-4 activation and PERK phosphorylation, attenuating CHOP expression and inhibiting the mitochondria-mediated apoptotic pathway.
연관 검색어 추천
이 검색어로 많이 본 자료
활용도 높은 자료
