OBJECTIVES To compare the clinicopathologic features and prognosis of Chinese patients with ovarian clear cell carcinoma (CCC) and serous carcinoma (SC). METHODS A retrospective cohort study was designed to investigate the clinicopathologic characteristic and prognosis of patients with CCC and SC who were diagnosed and treated in in a tertiary referral center (Peking Union Medical College Hos...

We are interested in estimation of stationary GARCH models. In simulation studies, we assess the performance of the maximum likelihood estimator and Yule-Walker estimator of the GARCH (1, 1) model. Finally we attempt to fit the dynamics of daily stock returns on Nordea by a GARCH model.

Endoscopic and video-endoscopic visual acuity and color discrimination were investigated using a standard disk for testing visual acuity and a color discrimination test. A 1-chip-CCD-Camera (CCC) or 3-chip-CCD-Camera plus digital image processing (digivideo) on the endoscope and a 15 inch high resolution video monitor were used. Color discrimination was investigated by comparing the ability to ...

GARCH model has gained popularity during the last two decades, because of their ability to capture non-linear dynamics in the real life data which we often observe especially in financial markets. This paper discuss four common information criteria (AIC, AICc, BIC and HQ) and their ability of correct selection in the presence of GARCH effect, based on their probability of correct selection as a...

In Duan, Gauthier and Simonato (1999), an analytical approximate formula for European options in the GARCH framework was developed. The formula is however restricted to the nonlinear asymmetric GARCH model. This paper extends the same approach to two other important GARCH specifications GJR-GARCH and EGARCH. We provide the corresponding formulas and study their numerical performance. keywords: ...

To date in literature, GARCH model has been described not suitable for non-linear foreign exchange series and therefore this paper proposes an Augmented GARCH model that could capture both linear and non-linear behavior of data. The properties of this new model is derived and found to have a minimum variance compared with GARCH model. We employ the use of Brock-DechertScheinkman (BDS) test stat...

In this paper, we take the advantage of high frequency data to develop option pricing model and select the Realized GARCH model to describe the volatility of assets, use NIG distribution to describe the distribution of underlying assets, and also build the Realized-GARCH-NIG model to price the option. Finally, we obtain the dynamic option pricing model based on the Realized-GARCH-NIG approach. ...

This study assessed the effects of Coprinus comatus cap (CCC) on adipogenesis in 3T3-L1 adipocytes and the effects of CCC on the development of diet-induced obesity in rats. Here, we showed that the CCC has an inhibitory effect on the adipocyte differentiation of 3T3-L1 cells, resulting in a significant decrease in lipid accumulation through the downregulation of several adipocyte specific-tran...