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Texas A&M University
1.
Alwafi, Anas Mohammed.
Investigation of the Flow of the Upper Plenum of a Scaled Very High Temperature Reactor during a Depressurized Cooldown Conduction Accident.
Degree: MS, Nuclear Engineering, 2015, Texas A&M University
URL: http://hdl.handle.net/1969.1/187463
► Very High Temperature Reactors (VHTRs) are the future of nuclear reactors. A 1/16th scaled upper plenum of a VHTR was designed and assembled at Texas…
(more)
▼ Very High Temperature Reactors (VHTRs) are the future of nuclear reactors. A 1/16th scaled upper plenum of a VHTR was designed and assembled at Texas A&M University (TAMU) in order to study the behavior of flow in the upper plenum of a VHTR. Flow was investigated under one major accident scenario, the Depressurized Conduction Cooldown (
DCC); this occurs due to loss of force when operation is interrupted by loss of power. In this case, the fluid will have a natural convection, forcing it to flow to the upper plenum. Particle Tracking Velocimetry (PTV) was used to illustrate flow, using water as the working fluid. A PTV code was used to track the particles, and this was then averaged over all vectors after filtering out those that failed. All flow velocity compounds, such as the velocity magnitude, y-velocity, x-velocity, standard deviation, and flow streamlines were visualized. A sensitivity analysis was performed in order to confirm that the number of frames used was sufficient to reach a steady state. In addition, repeatability analysis was applied to the output data. Turbulent intensity, Reynolds stress, and error occurring with these tests were all estimated. Finally, experimental data was validated using benchmark data.
Advisors/Committee Members: Hassan, Yassin A. (advisor), Marlow, William H. (committee member), King, Maria D. (committee member).
Subjects/Keywords: PTV; VHTR; DCC; LOCA
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APA (6th Edition):
Alwafi, A. M. (2015). Investigation of the Flow of the Upper Plenum of a Scaled Very High Temperature Reactor during a Depressurized Cooldown Conduction Accident. (Masters Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/187463
Chicago Manual of Style (16th Edition):
Alwafi, Anas Mohammed. “Investigation of the Flow of the Upper Plenum of a Scaled Very High Temperature Reactor during a Depressurized Cooldown Conduction Accident.” 2015. Masters Thesis, Texas A&M University. Accessed January 24, 2021.
http://hdl.handle.net/1969.1/187463.
MLA Handbook (7th Edition):
Alwafi, Anas Mohammed. “Investigation of the Flow of the Upper Plenum of a Scaled Very High Temperature Reactor during a Depressurized Cooldown Conduction Accident.” 2015. Web. 24 Jan 2021.
Vancouver:
Alwafi AM. Investigation of the Flow of the Upper Plenum of a Scaled Very High Temperature Reactor during a Depressurized Cooldown Conduction Accident. [Internet] [Masters thesis]. Texas A&M University; 2015. [cited 2021 Jan 24].
Available from: http://hdl.handle.net/1969.1/187463.
Council of Science Editors:
Alwafi AM. Investigation of the Flow of the Upper Plenum of a Scaled Very High Temperature Reactor during a Depressurized Cooldown Conduction Accident. [Masters Thesis]. Texas A&M University; 2015. Available from: http://hdl.handle.net/1969.1/187463

University of Waikato
2.
Chang, Benson.
iDCC - Hardware, Software and Marketing of a Usable Digital Command Controller
.
Degree: 2013, University of Waikato
URL: http://hdl.handle.net/10289/7851
► iDCC is the new implement of Digital Command Control (DCC) with a better user interface and a much better user experience compared to the existing…
(more)
▼ iDCC is the new implement of Digital Command Control (
DCC) with a better user interface and a much better user experience compared to the existing
DCC controllers on the market. The iDCC project was carried out firstly at 2009 and the proof-of-concept prototype was available at the beginning of this project. The goal of this project is to prepare this prototype for a commercialization through the real-world industry arrangement. This is also a new framework of a Master degree project. The author of this thesis has acted as a project manager and a hardware engineer to work with a 4-member software team and a 2-member marketing team whom all are the students of the University of Waikato. As hardware engineers, the duties were to test the previous prototype and develop a brand new hardware which has more functionality and stability. With the unique scanning technology developed in this project it eliminates the complexity of the model train operation and simplifies the technical format of
DCC controllers. The enclosure case also has been designed by the author to meet the market need. The software team developed and tested the firmware to fulfill the concept of iDCC with the author. The market team prepared logos, product names, and advertising materials to achieve the market promotion requirement. The author also acts as the project manager to lead the teams together to achieve the goal. The final product is ready to be released to the market as an entry level
DCC controller, and the result of this project also shows that this type of framework is sustainable so that it can be applied in any Master or even Phd level project.
Advisors/Committee Members: Scott, Jonathan B (advisor).
Subjects/Keywords: DCC;
iDCC;
Controller;
model train
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APA ·
Chicago ·
MLA ·
Vancouver ·
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Export
to Zotero / EndNote / Reference
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APA (6th Edition):
Chang, B. (2013). iDCC - Hardware, Software and Marketing of a Usable Digital Command Controller
. (Masters Thesis). University of Waikato. Retrieved from http://hdl.handle.net/10289/7851
Chicago Manual of Style (16th Edition):
Chang, Benson. “iDCC - Hardware, Software and Marketing of a Usable Digital Command Controller
.” 2013. Masters Thesis, University of Waikato. Accessed January 24, 2021.
http://hdl.handle.net/10289/7851.
MLA Handbook (7th Edition):
Chang, Benson. “iDCC - Hardware, Software and Marketing of a Usable Digital Command Controller
.” 2013. Web. 24 Jan 2021.
Vancouver:
Chang B. iDCC - Hardware, Software and Marketing of a Usable Digital Command Controller
. [Internet] [Masters thesis]. University of Waikato; 2013. [cited 2021 Jan 24].
Available from: http://hdl.handle.net/10289/7851.
Council of Science Editors:
Chang B. iDCC - Hardware, Software and Marketing of a Usable Digital Command Controller
. [Masters Thesis]. University of Waikato; 2013. Available from: http://hdl.handle.net/10289/7851

Universidade do Rio Grande do Norte
3.
Romão, Lemuel de Lemos.
O câmbio pela ótica da microestrutura: analisando o câmbio através da perspectiva da volatilidade
.
Degree: 2018, Universidade do Rio Grande do Norte
URL: http://repositorio.ufrn.br/handle/123456789/24870
► The models of microstructure have gained a lot of space in the economic literature and appear as a counterpoint to those based purely on macroeconomic…
(more)
▼ The models of microstructure have gained a lot of space in the economic literature and
appear as a counterpoint to those based purely on macroeconomic fundamentals. In
this way, the effort began to be in microfundament the exchange market, starting from
behavioral hypotheses of the agents involved in this market. A new key variable is added
in the models: the order flow. With the confirmation of the importance of the flow of
orders in exchange rates, as already estimated by several authors the magnitudes of their
impacts, this work uses a new approach, now looking at the impacts on volatility. From
the microstructure models, it was estimated how the volatility in the risk variables and
flows are transmitted to the exchange. With the dynamic correlations coming from the
DCC-GARCH models, the importance of the risk variables in price formation is confirmed,
being an important source of exchange volatility. Regarding order flows, the importance of
foreigners in the exchange rate variability is verified, with the financial sector generally
acting as counterpart of foreign exchange operations.
Advisors/Committee Members: Leite, Fabricio Pitombo (advisor), 79339328515 (advisor), Mol, Anderson Luiz Rezende (advisor), 03040553607 (advisor).
Subjects/Keywords: Câmbio;
Microestrutura;
Volatilidade;
DCC-GARCH
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Romão, L. d. L. (2018). O câmbio pela ótica da microestrutura: analisando o câmbio através da perspectiva da volatilidade
. (Masters Thesis). Universidade do Rio Grande do Norte. Retrieved from http://repositorio.ufrn.br/handle/123456789/24870
Chicago Manual of Style (16th Edition):
Romão, Lemuel de Lemos. “O câmbio pela ótica da microestrutura: analisando o câmbio através da perspectiva da volatilidade
.” 2018. Masters Thesis, Universidade do Rio Grande do Norte. Accessed January 24, 2021.
http://repositorio.ufrn.br/handle/123456789/24870.
MLA Handbook (7th Edition):
Romão, Lemuel de Lemos. “O câmbio pela ótica da microestrutura: analisando o câmbio através da perspectiva da volatilidade
.” 2018. Web. 24 Jan 2021.
Vancouver:
Romão LdL. O câmbio pela ótica da microestrutura: analisando o câmbio através da perspectiva da volatilidade
. [Internet] [Masters thesis]. Universidade do Rio Grande do Norte; 2018. [cited 2021 Jan 24].
Available from: http://repositorio.ufrn.br/handle/123456789/24870.
Council of Science Editors:
Romão LdL. O câmbio pela ótica da microestrutura: analisando o câmbio através da perspectiva da volatilidade
. [Masters Thesis]. Universidade do Rio Grande do Norte; 2018. Available from: http://repositorio.ufrn.br/handle/123456789/24870
4.
Creveaux, Marion.
Implication de deux partenaires de DCC dans le développement et la tumorigenèse : Involvement of two DCC's interactors during development and tumorigenesis.
Degree: Docteur es, Biologie, 2016, Lyon
URL: http://www.theses.fr/2016LYSE1171
► DCC est un récepteur transmembranaire ayant pour ligand la nétrine-1. DCC appartient à la famille des récepteurs à dépendance, qui ont la particularité de ne…
(more)
▼ DCC est un récepteur transmembranaire ayant pour ligand la nétrine-1. DCC appartient à la famille des récepteurs à dépendance, qui ont la particularité de ne pas rester inactifs en absence de ligand mais, au contraire, d'induire activement l'apoptose lorsqu'ils sont dans un état non lié, ce qui explique leur fonction suppresseur de tumeur. Mon travail de thèse s'est articulé autour de deux axes de recherche: Axe 1 : Implication du couple DCC/nétrine-1 dans la lymphomagenèse. Nous avons montrer que l'expression du couple DCC/nétrine-1 est dérégulée dans les lymphomes du manteau (LM) ainsi que dans les lymphomes diffus à grandes cellules B (LDGC-B) : l'expression de la nétrine-1 est augmentée dans les LM et les LDGC-B de type ABC, alors que l'expression de DCC est diminuée dans les LDGC-B de type GC. Sur le plan thérapeutique, rétablir l'apoptose induite par DCC en bloquant l'interaction avec son ligand nétrine-1 induit une diminution du volume tumoral dans un modèle de xénogreffe. Le couple DCC/nétrine-1 pourrait également jouer un rôle dans le développement des lymphomes extranodaux. Axe 2 : Caractérisation fonctionnelle de la protéine ADAMTSL-1.L'orthologue de DCC chez C. elegans, UNC-40 interagit fonctionnellement avec la protéine MADD-4 lors de la mise en place des jonctions neuromusculaires. Nous n'avons pas établi l'existence d'une telle connexion entre DCC et l'orthologue de MADD-4 chez les Mammifères, ADAMTSL1. La fonction d'ADAMTSL1 étant inconnue, nous avons utilisé différents systèmes in vitro et in vivo, dont un modèle murin invalidé constitutivement pour ce gène, pour déterminer la fonction de cette protéine matricielle, notamment dans les tissus musculaires et cartilagineux
DCC is a tramsmembrane protein, receptor of netrin-1. DCC belongs to the dependence receptor family, which have a dual functionality. Indeed, they are not inactive when not bound by their ligand but instead they actively induce apoptosis thus explaining that they are tumor suppressors. My PhD project contains 2 axes :Axe 1 : Involvement of DCC/netrin-1 during lymphomagenesis. We demonstrated that the gene expression of DCC and netrin-1 is deregulated in mantle cell lymphoma (MCL) and in diffuse large b cell lymphoma (DLBCL) : netrin-1 expression is upregulated in MCL and Activated B-Cell DLBCL. On the opposit, DCC expression is downregulated in Germinal Centre DLBCL. From a therapeutical point of view, reinducing DCC's apoptotis by blocking its interaction with netrin-1 triggers tumor volum in a xenograft model. DCC-netrin-1 might also be involved in extra-nodal lymphoma development. Axe 2 : Functional caracterization of ADAMTSL1.DCC's ortholog in C. elegans, UNC-40, functionnaly interacts with the protein MADD-4 during the setting up of neuromuscular junctions. We did not find any such connexion between DCC and MADD-4's ortholog in mammals, ADAMTSL1. The function of ADAMTSL1 is unknown and we used different in vitro and in vivo models including a mouse model invalidated for this gene to unravel the function of this matricial…
Advisors/Committee Members: Castets, Marie (thesis director).
Subjects/Keywords: Dcc; Adamtsl1; Lymphome; Muscle; Cartilage; Dcc; Adamtsl1; Lymphoma; Muscle; Cartilage; 616.99
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Creveaux, M. (2016). Implication de deux partenaires de DCC dans le développement et la tumorigenèse : Involvement of two DCC's interactors during development and tumorigenesis. (Doctoral Dissertation). Lyon. Retrieved from http://www.theses.fr/2016LYSE1171
Chicago Manual of Style (16th Edition):
Creveaux, Marion. “Implication de deux partenaires de DCC dans le développement et la tumorigenèse : Involvement of two DCC's interactors during development and tumorigenesis.” 2016. Doctoral Dissertation, Lyon. Accessed January 24, 2021.
http://www.theses.fr/2016LYSE1171.
MLA Handbook (7th Edition):
Creveaux, Marion. “Implication de deux partenaires de DCC dans le développement et la tumorigenèse : Involvement of two DCC's interactors during development and tumorigenesis.” 2016. Web. 24 Jan 2021.
Vancouver:
Creveaux M. Implication de deux partenaires de DCC dans le développement et la tumorigenèse : Involvement of two DCC's interactors during development and tumorigenesis. [Internet] [Doctoral dissertation]. Lyon; 2016. [cited 2021 Jan 24].
Available from: http://www.theses.fr/2016LYSE1171.
Council of Science Editors:
Creveaux M. Implication de deux partenaires de DCC dans le développement et la tumorigenèse : Involvement of two DCC's interactors during development and tumorigenesis. [Doctoral Dissertation]. Lyon; 2016. Available from: http://www.theses.fr/2016LYSE1171

University of Colorado
5.
Denman, Ryan.
Efforts Towards the Modular Synthesis of Organic Nanotubes.
Degree: MS, Chemistry & Biochemistry, 2013, University of Colorado
URL: https://scholar.colorado.edu/chem_gradetds/89
► Organic nanotubes are desirable for their wide array of applications. We show here experimental efforts toward the modular construction of organic nanotubes, in which…
(more)
▼ Organic nanotubes are desirable for their wide array of applications. We show here experimental efforts toward the modular construction of organic nanotubes, in which nanotubes of controlled size and chemical functionality were attempted through dynamic covalent chemistry (imine metathesis) and living polymerization (ring opening metathesis polymerization). The methods explored here outline several key concepts that are believed to be essential to the covalent assembly of organic nanotubes.
Advisors/Committee Members: Wei Zhang, Doug Gin.
Subjects/Keywords: DCC; Materials; Nanotubes; Organic; ROMP; Chemistry
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APA ·
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MLA ·
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APA (6th Edition):
Denman, R. (2013). Efforts Towards the Modular Synthesis of Organic Nanotubes. (Masters Thesis). University of Colorado. Retrieved from https://scholar.colorado.edu/chem_gradetds/89
Chicago Manual of Style (16th Edition):
Denman, Ryan. “Efforts Towards the Modular Synthesis of Organic Nanotubes.” 2013. Masters Thesis, University of Colorado. Accessed January 24, 2021.
https://scholar.colorado.edu/chem_gradetds/89.
MLA Handbook (7th Edition):
Denman, Ryan. “Efforts Towards the Modular Synthesis of Organic Nanotubes.” 2013. Web. 24 Jan 2021.
Vancouver:
Denman R. Efforts Towards the Modular Synthesis of Organic Nanotubes. [Internet] [Masters thesis]. University of Colorado; 2013. [cited 2021 Jan 24].
Available from: https://scholar.colorado.edu/chem_gradetds/89.
Council of Science Editors:
Denman R. Efforts Towards the Modular Synthesis of Organic Nanotubes. [Masters Thesis]. University of Colorado; 2013. Available from: https://scholar.colorado.edu/chem_gradetds/89

University of Melbourne
6.
ZHANG, WEI.
Dynamic currency hedging for international stock portfolios.
Degree: 2012, University of Melbourne
URL: http://hdl.handle.net/11343/37294
► As world financial markets become increasingly integrated and cross-border equity investment continues to grow, the issue of currency exposure takes on increasing importance. Research in…
(more)
▼ As world financial markets become increasingly integrated and cross-border equity investment continues to grow, the issue of currency exposure takes on increasing importance. Research in the area of currency risk management is likely to benefit a broad range of market participants such as fund managers, multinational corporations and governments (in managing their foreign reserves). The need to install proper currency risk management schemes for foreign investments can also arise from the large exchange rate fluctuations we have evidenced for numerous currencies since the start of the floating-exchange-rate regime, especially during crises times such as the Asian financial crisis in 1997 and the recent global financial crisis of 2008.
The literature in currency hedging lacks consensus about how currency risk should be managed for an internationally diversified stock portfolio. The purpose and contribution of this thesis is to address a number of important gaps in the existing literature by examining the following three research questions: i) can conditional hedging outperform static hedging and unconditional hedging on an ex-ante basis? ii) can joint optimization outperform the overlay strategy out-of-sample when portfolio construction and currency hedging are based on conditional estimates of the mean, variance and covariance? and iii) will the performance of a conditional hedging strategy improve when the international asset portfolio is diversified over more currencies?
The thesis presents empirical tests of a number of competing currency hedging strategies under two hedging objectives: portfolio risk-minimization and mean-variance optimization both in sample and out of sample. Our focus is on investigating the performance of a dynamic (conditional) hedging strategy relative to an unconditional hedging strategy and three static strategies namely no hedge, half hedge and full hedge. A dynamic conditional correlation multivariate GARCH model is employed to estimate time-varying covariance among stock market returns and currency returns. The conditional covariance is then used in the estimation of conditional hedge ratios. The study considers 7 developed economies over the period January 2002 to April 2010, and estimates daily conditional hedge ratios for portfolios of various stock market combinations from both US and Australian investors’ perspective. The in-sample period is January 2002-December 2005, and the out-of-sample period is January 2006-April 2010.
For the purpose of risk management, hedging is implemented via a currency overlay, i.e. hedging positions are determined for a given international stock portfolio. Hedging result comparisons with those of traditional static hedging and unconditional hedging show significant improvement for conditional hedging in terms of risk reduction within sample. For a US investor, diversification benefits, in terms of risk reduction, tend…
Subjects/Keywords: dynamic currency hedging; risk management; DCC GARCH
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
ZHANG, W. (2012). Dynamic currency hedging for international stock portfolios. (Doctoral Dissertation). University of Melbourne. Retrieved from http://hdl.handle.net/11343/37294
Chicago Manual of Style (16th Edition):
ZHANG, WEI. “Dynamic currency hedging for international stock portfolios.” 2012. Doctoral Dissertation, University of Melbourne. Accessed January 24, 2021.
http://hdl.handle.net/11343/37294.
MLA Handbook (7th Edition):
ZHANG, WEI. “Dynamic currency hedging for international stock portfolios.” 2012. Web. 24 Jan 2021.
Vancouver:
ZHANG W. Dynamic currency hedging for international stock portfolios. [Internet] [Doctoral dissertation]. University of Melbourne; 2012. [cited 2021 Jan 24].
Available from: http://hdl.handle.net/11343/37294.
Council of Science Editors:
ZHANG W. Dynamic currency hedging for international stock portfolios. [Doctoral Dissertation]. University of Melbourne; 2012. Available from: http://hdl.handle.net/11343/37294
7.
Jiang, Dongchen.
A comparative study on large multivariate volatility matrix modeling for high-frequency financial data.
Degree: MS, 2015, Worcester Polytechnic Institute
URL: etd-043015-095141
;
https://digitalcommons.wpi.edu/etd-theses/587
► Modeling and forecasting the volatilities of high-frequency data observed on the prices of financial assets are vibrant research areas in econometrics and statistics. However, most…
(more)
▼ Modeling and forecasting the volatilities of high-frequency data observed on the prices of financial assets are vibrant research areas in econometrics and statistics. However, most of the available methods are not directly applicable when the number of assets involved is large, due to the lack of accuracy in estimating high-dimensional matrices. This paper compared two methodologies of vast volatility matrix estimation for high-frequency data. One is to estimate the Average Realized Volatility Matrix and to regularize it by banding and thresholding. In this method, first we select grids as pre-sampling frequencies,construct a realized volatility matrix using previous tick method according to each pre-sampling frequency and then take the average of the constructed realized volatility matrices as the stage one estimator, which we call the ARVM estimator. Then we regularize the ARVM estimator to yield good consistent estimators of the large integrated volatility matrix. We consider two regularizations: thresholding and banding. The other is Dynamic Conditional Correlation(
DCC) which can be estimated for two stage, where in the rst stage univariate GARCH models are estimated for each residual series, and in the second stage, the residuals are used to estimate the parameters of the dynamic correlation. Asymptotic theory for the two proposed methodologies shows that the estimator are consistent. In numerical studies, the proposed two methodologies are applied to simulated data set and real high-frequency prices from top 100 S&P 500 stocks according to the trading volume over a period of 3 months, 64 trading days in 2013. From the perfomances of estimators, the conclusion is that TARVM estimator performs better than
DCC volatility matrix. And its largest eigenvalues are more stable than those of
DCC model so that it is more approriable in eigen-based anaylsis.
Advisors/Committee Members: Jian Zou, Advisor, ;.
Subjects/Keywords: high-frequency financial data; ARVM; DCC
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Jiang, D. (2015). A comparative study on large multivariate volatility matrix modeling for high-frequency financial data. (Thesis). Worcester Polytechnic Institute. Retrieved from etd-043015-095141 ; https://digitalcommons.wpi.edu/etd-theses/587
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Jiang, Dongchen. “A comparative study on large multivariate volatility matrix modeling for high-frequency financial data.” 2015. Thesis, Worcester Polytechnic Institute. Accessed January 24, 2021.
etd-043015-095141 ; https://digitalcommons.wpi.edu/etd-theses/587.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Jiang, Dongchen. “A comparative study on large multivariate volatility matrix modeling for high-frequency financial data.” 2015. Web. 24 Jan 2021.
Vancouver:
Jiang D. A comparative study on large multivariate volatility matrix modeling for high-frequency financial data. [Internet] [Thesis]. Worcester Polytechnic Institute; 2015. [cited 2021 Jan 24].
Available from: etd-043015-095141 ; https://digitalcommons.wpi.edu/etd-theses/587.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Jiang D. A comparative study on large multivariate volatility matrix modeling for high-frequency financial data. [Thesis]. Worcester Polytechnic Institute; 2015. Available from: etd-043015-095141 ; https://digitalcommons.wpi.edu/etd-theses/587
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
8.
Rama, Nicolas.
La Nétrine-1, un facteur de guidage et de survie neuronale pendant le développement du système nerveux central : Netrin-1, a guidance cue and a survival factor during the development of the central nervous system.
Degree: Docteur es, Biologie moléculaire intégrative et cellulaire, 2011, Université Claude Bernard – Lyon I
URL: http://www.theses.fr/2011LYO10059
► Le développement du système nerveux central fait intervenir de nombreux processus cellulaires comme la prolifération, la différenciation, l'apoptose, la migration neuronale et le guidage axonal.…
(more)
▼ Le développement du système nerveux central fait intervenir de nombreux processus cellulaires comme la prolifération, la différenciation, l'apoptose, la migration neuronale et le guidage axonal. Ces processus sont finement régulés et aboutissent à la formation d'un système nerveux central fonctionnel. Au cours de cette thèse, je me suis principalement intéressé à une molécule chimiotropique, la Nétrine-1 et à ses récepteurs APP (Amyloïd-b Precursor Protein) et DCC (Deleted in Colorectal Cancer). La Nétrine-1 est impliquée à la fois dans le contrôle de la navigation neuronale (ie migration neuronale et guidage axonal) et dans celui de la survie neuronale. Un premier aspect de mon travail a consisté à étudier le rôle d'un nouveau récepteur à la Nétrine-1 : APP. Nous avons donc démontré que APP est un récepteur à la Nétrine-1 impliqué dans le guidage des axones commissuraux. En effet, APP collabore avec DCC afin de stimuler la croissance axonale en réponse à la Nétrine-1. Le second aspect de mon travail a été l'étude du rôle de la Nétrine-1 en tant que facteur de survie neuronale. En effet, son récepteur DCC appartient à la famille des récepteurs à dépendance. En absence de Nétrine-1, DCC ne reste pas inactif, mais déclenche une signalisation pro-apoptotique qui va éliminer la cellule. Nous avons démontré que pendant le développement du système nerveux, la Nétrine-1 inhibe cette signalisation et contrôle la survie des neurones commissuraux. Le contrôle de la signalisation pro-apoptotique de DCC par la Nétrine-1 pourrait ainsi réaliser un contrôle qualité des projections axonales et faciliter l'orientation du cône de croissance lors du guidage du cône de croissance
The development of the central nervous system requires several cellular processes such as proliferation, differentiation, apoptosis, neuronal migration and axon guidance. This whole process is finely regulated and leads to the formation of a functional central nervous system. During my thesis, I have mainly worked on a chemotropic molecule, Netrin-1 and its receptors APP (Amyloid-ß Precursor Protein) and DCC (Deleted in Colorectal Cancer). Netrin-1 is involved in both neuronal navigation (neuronal migration and axonal guidance) and neuronal survival. I have firstly investigated the role of a new Netrin-1 receptor, APP during axonal guidance. We have shown that APP is involved in the guidance of commissural axons. Indeed, APP collaborates with DCC in order to promote axonal outgrowth in response to Netrin-1. Thereafter, I have investigated the role of Netrin-1 as a neuronal survival factor. In fact, the Netrin-1 receptor DCC belongs to the dependence receptor family. In absence of Netrin-1, DCC does not remain inactive, since it triggers a pro-apoptotic signalling pathway. During the development of the central nervous system, we have shown that Netrin-1 blocks the pro-apoptotic signalling pathway and promotes neuronal survival. The Netrin-1 control of DCC pro-apoptotic signalling might carry out a “quality control” of the axonal projection or/and it could…
Advisors/Committee Members: Mehlen, Patrick (thesis director).
Subjects/Keywords: Nétrine-1; DCC; APP; Guidage axonal; Apoptose; Netrin-1; DCC; APP; Axonal guidance; Apoptosis; 572.8
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APA ·
Chicago ·
MLA ·
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CSE |
Export
to Zotero / EndNote / Reference
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APA (6th Edition):
Rama, N. (2011). La Nétrine-1, un facteur de guidage et de survie neuronale pendant le développement du système nerveux central : Netrin-1, a guidance cue and a survival factor during the development of the central nervous system. (Doctoral Dissertation). Université Claude Bernard – Lyon I. Retrieved from http://www.theses.fr/2011LYO10059
Chicago Manual of Style (16th Edition):
Rama, Nicolas. “La Nétrine-1, un facteur de guidage et de survie neuronale pendant le développement du système nerveux central : Netrin-1, a guidance cue and a survival factor during the development of the central nervous system.” 2011. Doctoral Dissertation, Université Claude Bernard – Lyon I. Accessed January 24, 2021.
http://www.theses.fr/2011LYO10059.
MLA Handbook (7th Edition):
Rama, Nicolas. “La Nétrine-1, un facteur de guidage et de survie neuronale pendant le développement du système nerveux central : Netrin-1, a guidance cue and a survival factor during the development of the central nervous system.” 2011. Web. 24 Jan 2021.
Vancouver:
Rama N. La Nétrine-1, un facteur de guidage et de survie neuronale pendant le développement du système nerveux central : Netrin-1, a guidance cue and a survival factor during the development of the central nervous system. [Internet] [Doctoral dissertation]. Université Claude Bernard – Lyon I; 2011. [cited 2021 Jan 24].
Available from: http://www.theses.fr/2011LYO10059.
Council of Science Editors:
Rama N. La Nétrine-1, un facteur de guidage et de survie neuronale pendant le développement du système nerveux central : Netrin-1, a guidance cue and a survival factor during the development of the central nervous system. [Doctoral Dissertation]. Université Claude Bernard – Lyon I; 2011. Available from: http://www.theses.fr/2011LYO10059
9.
Morais, Inês Filipa Vitorino de.
O contágio financeiro nos países do grupo Visegrád: as crises entre 2000 e 2014.
Degree: 2015, RCAAP
URL: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/11240
► Códigos JEL: E44, G01 e G15
Com a realização deste estudo pretende-se analisar a relação que existe entre os mercados acionistas dos países do grupo…
(more)
▼ Códigos JEL: E44, G01 e G15
Com a realização deste estudo pretende-se analisar a relação que existe entre os mercados acionistas dos países do grupo Visegrád, ao longo dos últimos catorze anos, tendo como objetivo investigar a existência de contágio financeiro entre os vários mercados acionistas, para os vários períodos de crise identificados. Adicionalmente, também se estudam as relações entre o índice bolsista de referência para os EUA e cada um dos membros do grupo Visegrád.
A análise é concretizada com recurso à estimação de modelos econométricos DCC-GARCH, utilizando os retornos diários dos índices acionistas para os EUA, a Eslováquia, a Hungria, a Polónia e a República Checa, para o período compreendido entre janeiro de 2000 e dezembro de 2014.
Os resultados da análise, para as hipóteses consideradas, sugerem ter existido contágio financeiro em, praticamente, todas as crises identificadas como intrínsecas a cada país e, também, contágio mas induzido por eventos externos durante a Crise do Subprime e na Crise da Dívida Soberana. Relativamente à relação entre o mercado acionista norte-americano e cada um dos membros do grupo Visegrád verifica-se que existiu contágio durante as principais crises financeiras com origem na grande potência mundial (Crise da Bolha dot.com, do Subprime e da Dívida Soberana). Note-se que para nenhum caso se registou evidência de contágio durante a crise financeira de 2009.
This dissertation focuses on the analyses of co-movements between stock markets of countries of the Visegrád group, for the last fourteen years. The objective is to investigate the existence of financial contagion between the stock markets in different identified crises periods. In addition, this research also studies the relation between the reference stock index for the USA and each member of the Visegrád group.
The analyses is based on the estimation of DCC-GARCH models, using data of daily stock returns for the USA, Slovakia, Hungary, Poland and the Czech Republic, for the period between January 2000 and December 2014.
The obtained results suggest the existence of contagion at almost all identified crises intrinsic to each country and contagion by external event during the subprime and sovereign debt crises. Relatively to the co-movements between the USA stock index and each Visegrád country, the results also suggest the existence of contagion during the main financial crises from the USA (dot.com, subprime and sovereign debt crises). There is, however, no evidence of contagion during the 2009 financial crisis.
Advisors/Committee Members: Lagoa, Sérgio Miguel Chilra.
Subjects/Keywords: Contágio financeiro; Grupo Visegrád; Crise financeira; Modelo DCC-GARCH; Financial contagion; Financial crises; DCC-GARCH models
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APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
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APA (6th Edition):
Morais, I. F. V. d. (2015). O contágio financeiro nos países do grupo Visegrád: as crises entre 2000 e 2014. (Thesis). RCAAP. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/11240
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Morais, Inês Filipa Vitorino de. “O contágio financeiro nos países do grupo Visegrád: as crises entre 2000 e 2014.” 2015. Thesis, RCAAP. Accessed January 24, 2021.
https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/11240.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Morais, Inês Filipa Vitorino de. “O contágio financeiro nos países do grupo Visegrád: as crises entre 2000 e 2014.” 2015. Web. 24 Jan 2021.
Vancouver:
Morais IFVd. O contágio financeiro nos países do grupo Visegrád: as crises entre 2000 e 2014. [Internet] [Thesis]. RCAAP; 2015. [cited 2021 Jan 24].
Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/11240.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Morais IFVd. O contágio financeiro nos países do grupo Visegrád: as crises entre 2000 e 2014. [Thesis]. RCAAP; 2015. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/11240
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
10.
Zanirati, Stefano.
Synthesis and nanostructuring modulations of self-assembled dynamic covalent amphiphiles : Synthèse et nano-modulations d'amphiphiles dynamiques auto-assemblés.
Degree: Docteur es, Chimie moléculaire-chimie supramoléculaire, 2013, Université de Strasbourg
URL: http://www.theses.fr/2013STRAF039
► Contrôler les forces supramoléculaires et chirales a toujours été un défi pour la communauté scientifique. Dynablocks sont amphiphile basés sur des liaisons covalentes réversibles (imine)…
(more)
▼ Contrôler les forces supramoléculaires et chirales a toujours été un défi pour la communauté scientifique. Dynablocks sont amphiphile basés sur des liaisons covalentes réversibles (imine) qui, dans l’eau, s’auto–assemblent en mésophases. Avec un nouveaux aldéhydes chargés et avec divers types d'amines (pKa et chaînes de PEG variables) dynablocks chargées ont été utilisés pour ajuster les surfaces micellaires (inversion noyau/coquille). Nous avons également étudié les propriétésd'auto-réplication (autopoiesis) et leur intérêt pour les premiers réplicateurs de la Terre prébiotique. Dynablocks non chargés ont plutôt été utilisés pour l'étude des structures à haute concentration et pour l’amplification chirale. Dans ce dernier,peptides amphiphiles dynablocks agissaient comme gelators avec une matrice formée d’un réseau 3D entrelacé. Une torsion supramoléculaire a été observée et une amplification chirale au niveau de la morphologie des structures a pu être détectée par AFM et TEM.
Taking the control over supramolecular and chiral forces has always been a challenge for the scientific community. Dynablocks are amphiphiles based on reversible imine covalent bond that, in water, self-assemble in mesophases. With a new charged aldehyde, charged dynablocks were used to tune the surface of the assemblies directing the charged heads inward or outward, changing the PEG units and the pKa of the amines. Moreover, we continued the study on focusing the interest on self-replicating properties (autopoiesis), topic that provides insights for the first replicators that could have appeared in the prebiotic Earth. Non-charged dynablocks were instead employed for the study of structures in high concentration and for chiral amplification. In this latter, peptide amphiphilic dynablocks acted as gelators with a typical 3D intertwined network matrix. A supramolecular twist was observed and a chiral amplification in the structures morphologies was detected in AFM and TEM pictures.
Advisors/Committee Members: Giuseppone, Nicolas (thesis director).
Subjects/Keywords: Chimie supramoléculaire; Amphiphiles; Dynablocks; Liaison imine; DCC; Amplification chirale; Chiralité; Supramolecular chemistry; Amphiphiles; Dynablocks; Imine bond; DCC; Chiral amplification; Chirality; 547.7
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Zanirati, S. (2013). Synthesis and nanostructuring modulations of self-assembled dynamic covalent amphiphiles : Synthèse et nano-modulations d'amphiphiles dynamiques auto-assemblés. (Doctoral Dissertation). Université de Strasbourg. Retrieved from http://www.theses.fr/2013STRAF039
Chicago Manual of Style (16th Edition):
Zanirati, Stefano. “Synthesis and nanostructuring modulations of self-assembled dynamic covalent amphiphiles : Synthèse et nano-modulations d'amphiphiles dynamiques auto-assemblés.” 2013. Doctoral Dissertation, Université de Strasbourg. Accessed January 24, 2021.
http://www.theses.fr/2013STRAF039.
MLA Handbook (7th Edition):
Zanirati, Stefano. “Synthesis and nanostructuring modulations of self-assembled dynamic covalent amphiphiles : Synthèse et nano-modulations d'amphiphiles dynamiques auto-assemblés.” 2013. Web. 24 Jan 2021.
Vancouver:
Zanirati S. Synthesis and nanostructuring modulations of self-assembled dynamic covalent amphiphiles : Synthèse et nano-modulations d'amphiphiles dynamiques auto-assemblés. [Internet] [Doctoral dissertation]. Université de Strasbourg; 2013. [cited 2021 Jan 24].
Available from: http://www.theses.fr/2013STRAF039.
Council of Science Editors:
Zanirati S. Synthesis and nanostructuring modulations of self-assembled dynamic covalent amphiphiles : Synthèse et nano-modulations d'amphiphiles dynamiques auto-assemblés. [Doctoral Dissertation]. Université de Strasbourg; 2013. Available from: http://www.theses.fr/2013STRAF039

KTH
11.
Lööf, Greta Olsson.
It’s Not EU, It’s Me! : An Event Study of Brexit on Financial Markets.
Degree: Industrial Engineering and Management (ITM), 2019, KTH
URL: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-264181
► This paper investigates the impact of the European Union membership referendum in the UK on the correlations and volatility between three different broad stock…
(more)
▼ This paper investigates the impact of the European Union membership referendum in the UK on the correlations and volatility between three different broad stock market indices, utilizing an econometric time series model called DCC GARCH. Findings support the claim of higher volatility peaks on the stock market as an immediate response to the event. Evidence indicate higher shortrun correlations between the indices as a response to higher volatility. In addition, the study present evidence that the correlation between the UK stock index and the other two indices declines after the referendum in 2016.
Studien undersöker konsekvenserna av folkomröstningen om Storbritanniens medlemskap i EU. Korrelationen och volatiliteten mellan tre olika aktiemarknadsindex jämförs med hjälp av en ekonometrisk modell för tidsserier kallad DCC GARCH. Resultaten från studien visar på omedelbart högre nivåer av volatilitet på aktiemarknaden dagarna efter omröstningen. Analysen ger stöd för hypotesen om högre nivåer av kortsiktiga korrelationer mellan indexen som en konsekvens av högre nivåer av volatilitet. Resultat visar även på att korrelationen mellan det brittiska aktieindexet och de övriga två minskar efter det undersökta eventet.
Subjects/Keywords: Brexit; Correlation; DCC GARCH; EU; Time Series; Volatility.; DCC GARCH; EU; Korrelation; Tidsserier; Volatilitet.; Engineering and Technology; Teknik och teknologier
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APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Lööf, G. O. (2019). It’s Not EU, It’s Me! : An Event Study of Brexit on Financial Markets. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-264181
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Lööf, Greta Olsson. “It’s Not EU, It’s Me! : An Event Study of Brexit on Financial Markets.” 2019. Thesis, KTH. Accessed January 24, 2021.
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-264181.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Lööf, Greta Olsson. “It’s Not EU, It’s Me! : An Event Study of Brexit on Financial Markets.” 2019. Web. 24 Jan 2021.
Vancouver:
Lööf GO. It’s Not EU, It’s Me! : An Event Study of Brexit on Financial Markets. [Internet] [Thesis]. KTH; 2019. [cited 2021 Jan 24].
Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-264181.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Lööf GO. It’s Not EU, It’s Me! : An Event Study of Brexit on Financial Markets. [Thesis]. KTH; 2019. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-264181
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
12.
Bellache-Sayah, Thiwiza.
Contrôle dynamique des communications dans un environnement v2v et v2i : Dynamic control of communications in v2v and v2i environment.
Degree: Docteur es, Réseaux, information et communications, 2018, Université Paris-Saclay (ComUE)
URL: http://www.theses.fr/2018SACLV011
► Les systèmes de transport intelligents coopératifs permettent la communication des véhicules entre eux ainsi qu'avec l'infrastructure, afin d'assurer la disponibilité des informations d'une manière plus…
(more)
▼ Les systèmes de transport intelligents coopératifs permettent la communication des véhicules entre eux ainsi qu'avec l'infrastructure, afin d'assurer la disponibilité des informations d'une manière plus fiable sur les véhicules, leurs positions et les conditions de la route. Cet échange d'informations pertinentes permet d'améliorer la sécurité routière, réduire les incidents du trafic et d'assurer l'efficacité de la mobilité des véhicules. IEEE 802.11p est standardisé comme la technologie par défaut pour les communications des véhicules. Dans ce contexte, le standard européen ETSI s'attaque en particulier aux applications de la sécurité routière. Pour ce faire, il standardise plusieurs types de messages comme CAM (Cooperative Awareness Message) et DENM (Decentralised Event Notification Message). Les CAMs sont des messages de diffusion à un seul-saut, envoyés par chaque véhicule contenant des informations sur sa position, sa vitesse, sa direction, etc., afin d'assurer une coopération lucide entre les autres usagers de la route (y compris les véhicules). Les DENMs sont envoyés à la détection d'un événement sur la route, comme le cas d'un accident, embouteillages, etc. Si nécessaire, une communication multi-saut, exploitant des algorithmes de routage standardisés, est mise en {oe}uvre pour disséminer ces messages au-delà de la portée du transmetteur. La faiblesse de 802.11p réside dans la congestion du canal radio due à la bande passante limitée (5.9 GHz). Afin de pallier à cela, ETSI a proposé un cadre pour le contrôle de la congestion appelé
DCC (Distributed Congestion Control). Celui-ci permet l'échange d'informations, en particulier l'état du canal radio, entre les couches de la pile protocolaire. Ainsi, chaque protocole de communication contrôle ses propres paramètres pour éviter la congestion du canal. Par ailleurs beaucoup d'approches de contrôle de la congestion
DCC existent pour les messages CAM tel que le contrôle de la période de génération des CAMs sur la couche Facilities. La puissance de transmission ou le débit sur la couche Accès, etc. En revanche, peu de travaux ont été faits sur DENMs. A cet égard, nous avons proposé une approche
DCC sur la couche GeoNetworking qui contrôle les paramètres de routage en se basant sur l'état du canal radio. Une évaluation du dual-
DCC, à savoir CAM sur Facilities et DENM sur GeoNet, a démontré l'efficacité de l'approche proposée. En outre, certaines applications tel que la gestion d'une flotte de véhicules, ont besoin d'un centre de contrôle localisé sur Internet qui communique avec la flotte. Pour ce type d'échange, une communication hybride (IP et Géo) est nécessaire. De plus pour assurer la fluidité de la communication, la gestion de la mobilité est primordiale. Tout en restant dans le cadre de l'architecture Mobile IP, nous proposons notre approche d'adressage qui constitue une adresse IP routable avec une adresse GeoNetworking, ce qui permet de traiter le problème d'accessibilité des véhicules en mouvement sur la route à partir d'une entité située sur Internet.…
Advisors/Committee Members: Tohmé, Samir (thesis director), Kallel Khemiri, Sondes (thesis director), Shagdar, Oyunchimeg (thesis director).
Subjects/Keywords: Its; IEEE 802.11p; GeoNetworking; Congestion du canal; Dcc; Mobile IP; Its; IEEE 802.11p; GeoNetworking; Chanel congestion; Dcc; Mobile IP; 004.65
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Bellache-Sayah, T. (2018). Contrôle dynamique des communications dans un environnement v2v et v2i : Dynamic control of communications in v2v and v2i environment. (Doctoral Dissertation). Université Paris-Saclay (ComUE). Retrieved from http://www.theses.fr/2018SACLV011
Chicago Manual of Style (16th Edition):
Bellache-Sayah, Thiwiza. “Contrôle dynamique des communications dans un environnement v2v et v2i : Dynamic control of communications in v2v and v2i environment.” 2018. Doctoral Dissertation, Université Paris-Saclay (ComUE). Accessed January 24, 2021.
http://www.theses.fr/2018SACLV011.
MLA Handbook (7th Edition):
Bellache-Sayah, Thiwiza. “Contrôle dynamique des communications dans un environnement v2v et v2i : Dynamic control of communications in v2v and v2i environment.” 2018. Web. 24 Jan 2021.
Vancouver:
Bellache-Sayah T. Contrôle dynamique des communications dans un environnement v2v et v2i : Dynamic control of communications in v2v and v2i environment. [Internet] [Doctoral dissertation]. Université Paris-Saclay (ComUE); 2018. [cited 2021 Jan 24].
Available from: http://www.theses.fr/2018SACLV011.
Council of Science Editors:
Bellache-Sayah T. Contrôle dynamique des communications dans un environnement v2v et v2i : Dynamic control of communications in v2v and v2i environment. [Doctoral Dissertation]. Université Paris-Saclay (ComUE); 2018. Available from: http://www.theses.fr/2018SACLV011

NSYSU
13.
Lin, lih-feng.
AN INVESTIGATION ON THE DYNAMIC CONDITIONAL CORRELATION MODELS FOR AN EMPIRICAL ESTIMATIONS OF THE TEMPORAL AGGREGATION AND ITS APPLICATION ON THE CREDITING POLICY.
Degree: PhD, Finance, 2009, NSYSU
URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0622109-142227
► The Dynamic Conditional Correlation (DCC) model proposed by Engle (2002) has become one of the most popular models for the analysis of multivariate financial time…
(more)
▼ The Dynamic Conditional Correlation (
DCC) model proposed by Engle (2002) has become one of the most popular models for the analysis of multivariate financial time series. Yet, the impact of temporal aggregation on the
DCC estimates has not yet been rigorously investigated. This thesis examines the changes of
DCC estimates when the intraday returns are aggregated from 5-minutes to 270-minutes returns using Taiwanese eight industry index returns from Jan. 2, 2004 to Dec. 31, 2006. Our empirical analysis finds that dynamic correlation coefficients between the 8 industry index returns are all positive and time-varying. Further, Electronic and Building indices seem to have high correlation with other industry indices whereas plastics has a lower correlation with others. What is more important, all return series have higher conditional correlation for lower frequencies. In other words, temporary aggregation will increase the conditional correlation.
This thesis also seeks to categorize the loan accounts of small- and medium-scale corporations according to their respective business sectors and calculate the monthly returns and standard deviation of the bank loans according to the groups of sample of credit records from each sector, with the purpose of establishing the efficient frontier of the loan combinations of the banks and estimation the dynamic conditional correlation to discover the optimal crediting policy. It is expected that the discussion using the model presented in the thesis may provide the basis for financial institutions as they establish their respective crediting policies.
Advisors/Committee Members: Lon-Ping Zu (chair), Li-Hua Lai (chair), Henry Y. Lo (chair), Yu-Shan Wang (chair), Chau-Jung Kuo (committee member).
Subjects/Keywords: DCC; crediting policy; efficient frontier; high frequency; mean-variance
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Lin, l. (2009). AN INVESTIGATION ON THE DYNAMIC CONDITIONAL CORRELATION MODELS FOR AN EMPIRICAL ESTIMATIONS OF THE TEMPORAL AGGREGATION AND ITS APPLICATION ON THE CREDITING POLICY. (Doctoral Dissertation). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0622109-142227
Chicago Manual of Style (16th Edition):
Lin, lih-feng. “AN INVESTIGATION ON THE DYNAMIC CONDITIONAL CORRELATION MODELS FOR AN EMPIRICAL ESTIMATIONS OF THE TEMPORAL AGGREGATION AND ITS APPLICATION ON THE CREDITING POLICY.” 2009. Doctoral Dissertation, NSYSU. Accessed January 24, 2021.
http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0622109-142227.
MLA Handbook (7th Edition):
Lin, lih-feng. “AN INVESTIGATION ON THE DYNAMIC CONDITIONAL CORRELATION MODELS FOR AN EMPIRICAL ESTIMATIONS OF THE TEMPORAL AGGREGATION AND ITS APPLICATION ON THE CREDITING POLICY.” 2009. Web. 24 Jan 2021.
Vancouver:
Lin l. AN INVESTIGATION ON THE DYNAMIC CONDITIONAL CORRELATION MODELS FOR AN EMPIRICAL ESTIMATIONS OF THE TEMPORAL AGGREGATION AND ITS APPLICATION ON THE CREDITING POLICY. [Internet] [Doctoral dissertation]. NSYSU; 2009. [cited 2021 Jan 24].
Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0622109-142227.
Council of Science Editors:
Lin l. AN INVESTIGATION ON THE DYNAMIC CONDITIONAL CORRELATION MODELS FOR AN EMPIRICAL ESTIMATIONS OF THE TEMPORAL AGGREGATION AND ITS APPLICATION ON THE CREDITING POLICY. [Doctoral Dissertation]. NSYSU; 2009. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0622109-142227

NSYSU
14.
Hung, Chih-Hsien.
Dynamic Volatility Linkage between Taiwan MSCI Index and International Stock Markets.
Degree: Master, Finance, 2010, NSYSU
URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0601110-165055
► This paper uses multivariate DCC-GARCH model to investigate the volatility of dynamic correlation between MSCI Taiwan stock index and the USA, China, Japan , Asia…
(more)
▼ This paper uses multivariate
DCC-GARCH model to investigate the volatility of dynamic correlation between MSCI Taiwan stock index and the USA, China, Japan , Asia and global stock market. The existence of stock market volatility asymmetry, volatility spread of infection and clustering effects also are analysed, while in case of the U.S. sub-prime mortgage crisis and triggered the global financial tsunami. It discusses the Taiwan stock market fluctuations and structural changes in the international markets and the market dynamics related to change of influence and change.
The main findings are (1)The volatility of continuity between the spread of infection and the clustering effect between the Taiwan stock market and international market fluctuations, (2) During the global financial tsunami, the correlation between changes in the international market and the market Correlation of different dynamic fluctuations and structural changes occurring in different time point also show the impact of changes of individual markets (3)The correlation between MSCI Taiwan stock index and the USA, China , Japan, indicates that the impact of change of stock the Japanese stock market on the MSCI Taiwan stock index is low, while China and the MSCI Taiwan stock index-related enhances, (4) market structure changes, the MSCI Taiwan stock index and the global dynamic fluctuations in the market is still a significant, The visible impact of the shock oscillation is wide and return to equilibrium of adjustment is still ongoing.
Advisors/Committee Members: Shyh-weir Tzang (chair), David S. Shyu (committee member), Chih-hsing Hung (chair).
Subjects/Keywords: Sub-prime mortgage crisis; DCC-GARCH; Infection Clustering Effects; Dynamic Correlation
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APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Hung, C. (2010). Dynamic Volatility Linkage between Taiwan MSCI Index and International Stock Markets. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0601110-165055
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Hung, Chih-Hsien. “Dynamic Volatility Linkage between Taiwan MSCI Index and International Stock Markets.” 2010. Thesis, NSYSU. Accessed January 24, 2021.
http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0601110-165055.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Hung, Chih-Hsien. “Dynamic Volatility Linkage between Taiwan MSCI Index and International Stock Markets.” 2010. Web. 24 Jan 2021.
Vancouver:
Hung C. Dynamic Volatility Linkage between Taiwan MSCI Index and International Stock Markets. [Internet] [Thesis]. NSYSU; 2010. [cited 2021 Jan 24].
Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0601110-165055.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Hung C. Dynamic Volatility Linkage between Taiwan MSCI Index and International Stock Markets. [Thesis]. NSYSU; 2010. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0601110-165055
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU
15.
Tsai, Hsiu-Jung.
An Analysis of the Contagion Effect, Systematic Risk and Downside Risk in the International Stock Markets during the Subprime Mortgage Crisis.
Degree: PhD, Finance, 2010, NSYSU
URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1010110-163318
► This study tests whether contagion effects existed during the âsubprime mortgage crisisâ among the equity markets of the US, the EU, Asia and emerging markets.…
(more)
▼ This study tests whether contagion effects existed during the âsubprime
mortgage crisisâ among the equity markets of the US, the EU, Asia and emerging
markets. The time-varying correlation coefficients are estimated by the dynamic
conditional correlation (
DCC) of Engle (2002), using a multivariate GJR-GARCH
with AR (1) model. The empirical findings show that the conditional correlation
coefficients of stock returns between the U.S. and others countries were positive and
that the contagion effect exists among stock markets.
Financial markets displayed contagion effects, in that the global equity markets
were confronted with elevated systematic risk at the same time. Therefore, this study
further examines the role of systematic risk in the equity market of each country. I
used the rolling formulae, the MV-DGP, and
DCC-GARCH (1, 1) models to estimate
the CAPM beta and downside betas. This study found higher systematic risk
(downside systematic risk) in the stock markets of the United States, Germany, France
and Brazil, which had beta values nearly above one, while the Chinese stock market
had the lowest systemic risk and served as a hedge for investors and fund managers.
Finally, the results demonstrate that
DCC-HW beta can capture some downside
linkages between the market portfolios and expected stock returns, while these
linkages cannot likely be captured by the CAPM beta.
Advisors/Committee Members: Tien Foo Sing (chair), So-de Shyu (chair), Ming-Chi Chen (committee member), Derek Chiang (chair), Cheng-Feng Lee (chair).
Subjects/Keywords: downside risk; contagion effect; DCC; systematic risk; time-varying beta
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Tsai, H. (2010). An Analysis of the Contagion Effect, Systematic Risk and Downside Risk in the International Stock Markets during the Subprime Mortgage Crisis. (Doctoral Dissertation). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1010110-163318
Chicago Manual of Style (16th Edition):
Tsai, Hsiu-Jung. “An Analysis of the Contagion Effect, Systematic Risk and Downside Risk in the International Stock Markets during the Subprime Mortgage Crisis.” 2010. Doctoral Dissertation, NSYSU. Accessed January 24, 2021.
http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1010110-163318.
MLA Handbook (7th Edition):
Tsai, Hsiu-Jung. “An Analysis of the Contagion Effect, Systematic Risk and Downside Risk in the International Stock Markets during the Subprime Mortgage Crisis.” 2010. Web. 24 Jan 2021.
Vancouver:
Tsai H. An Analysis of the Contagion Effect, Systematic Risk and Downside Risk in the International Stock Markets during the Subprime Mortgage Crisis. [Internet] [Doctoral dissertation]. NSYSU; 2010. [cited 2021 Jan 24].
Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1010110-163318.
Council of Science Editors:
Tsai H. An Analysis of the Contagion Effect, Systematic Risk and Downside Risk in the International Stock Markets during the Subprime Mortgage Crisis. [Doctoral Dissertation]. NSYSU; 2010. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-1010110-163318

North Carolina State University
16.
Liu, Feng.
Elliptical Copulae with Dynamic Conditional Correlation.
Degree: PhD, Statistics, 2006, North Carolina State University
URL: http://www.lib.ncsu.edu/resolver/1840.16/4875
► Knowledge of the joint distribution is crucial for risk measure estimation, portfolio allocation, derivative pricing, to name but a few problems. The multivariate normal function,…
(more)
▼ Knowledge of the joint distribution is crucial for risk measure estimation, portfolio allocation, derivative pricing, to name but a few problems. The multivariate normal function, the most commonly used joint distribution, is not sufficient if data have features of fat tailed margins and co-extreme movements, which are commonly found in financial data. More flexible multivariate distributions are needed in order to address these features. The copula, originated by Sklar (1959) and also called
the dependence function, can be combined with arbitrary marginal distributions to form various joint distributions. "Conditional copulae", proposed by Patton (2002a), are adopted by several researchers to introduce time-varying dependence beyond the existing time-varying variance-covariance. All the research thus far is focused on bivariate series. How to extend the models to higher dimension is not obvious. In the financial world, it is essential to develop models for high dimensional data that do not suffer the "curse of dimension" problem, but are still rich enough to capture the major data features, such as fat-tailed margins, volatility clustering, time-varying correlation and tail dependence.
Motivated by Chen et al. (2004), we propose a model of "Elliptical Copulae with Dynamic Conditional Correlation" as the dependence model for some financial data. With additional information about the margins, the joint distribution is obtained in a straightforward way. Combining the good properties of copulae and
DCC models, our model is especially attractive for high dimensional data. The general ideas of our model are as follows: each individual series is modelled by its own appropriate heteroskedasticity model, and standardized residuals are obtained after filtering out the estimated dynamic variance; then the standardized residuals are monotonically transformed to new ones as from the same univariate elliptical distribution; finally, the transformed residuals are used to build the dependence model of elliptical copulae with time-varying correlation from the corresponding elliptical
DCC models.
Our model is applied to two financial practices: VaR estimation and optimal portfolio allocation. The impacts of fat-tailed margins, time-varying correlation and tail dependence are investigated with two hypothetical portfolios. For VaR estimation, these data features have substantial importance; while for portfolio allocation, the effects are not so significant.
Advisors/Committee Members: Dr. David Dickey, Committee Member (advisor), Dr. John Monahan, Committee Member (advisor), Dr. Denis Pelletier, Committee Member (advisor), Dr. Peter Bloomfield, Committee Chair (advisor).
Subjects/Keywords: dependence; DCC; elliptical copula
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Liu, F. (2006). Elliptical Copulae with Dynamic Conditional Correlation. (Doctoral Dissertation). North Carolina State University. Retrieved from http://www.lib.ncsu.edu/resolver/1840.16/4875
Chicago Manual of Style (16th Edition):
Liu, Feng. “Elliptical Copulae with Dynamic Conditional Correlation.” 2006. Doctoral Dissertation, North Carolina State University. Accessed January 24, 2021.
http://www.lib.ncsu.edu/resolver/1840.16/4875.
MLA Handbook (7th Edition):
Liu, Feng. “Elliptical Copulae with Dynamic Conditional Correlation.” 2006. Web. 24 Jan 2021.
Vancouver:
Liu F. Elliptical Copulae with Dynamic Conditional Correlation. [Internet] [Doctoral dissertation]. North Carolina State University; 2006. [cited 2021 Jan 24].
Available from: http://www.lib.ncsu.edu/resolver/1840.16/4875.
Council of Science Editors:
Liu F. Elliptical Copulae with Dynamic Conditional Correlation. [Doctoral Dissertation]. North Carolina State University; 2006. Available from: http://www.lib.ncsu.edu/resolver/1840.16/4875

University of Manitoba
17.
Wang, Guanyu.
Rational approach towards the design of netrin- 1/UNC5 and netrin-1/DCC interaction inhibitors.
Degree: Chemistry, 2019, University of Manitoba
URL: http://hdl.handle.net/1993/33912
► This study mainly focuses on the rational design, synthesis and bioassay testing of netrin-1/UNC5 and netrin-1/DCC inhibitors. This study began with the development of a…
(more)
▼ This study mainly focuses on the rational design, synthesis and bioassay testing of netrin-1/UNC5 and netrin-1/
DCC inhibitors. This study began with the development of a virtual screening method to select out candidates from virtual libraries. These candidates were then synthesized and the binding affinity between the synthesized molecules and netrin-1 was evaluated by microscale thermophoresis.
Advisors/Committee Members: Davis, Rebecca (Chemistry) (supervisor), Stetefeld, Jörg (Chemistry).
Subjects/Keywords: netrin-1; DCC; UNC5; Rational Design; Drug Design
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Wang, G. (2019). Rational approach towards the design of netrin- 1/UNC5 and netrin-1/DCC interaction inhibitors. (Masters Thesis). University of Manitoba. Retrieved from http://hdl.handle.net/1993/33912
Chicago Manual of Style (16th Edition):
Wang, Guanyu. “Rational approach towards the design of netrin- 1/UNC5 and netrin-1/DCC interaction inhibitors.” 2019. Masters Thesis, University of Manitoba. Accessed January 24, 2021.
http://hdl.handle.net/1993/33912.
MLA Handbook (7th Edition):
Wang, Guanyu. “Rational approach towards the design of netrin- 1/UNC5 and netrin-1/DCC interaction inhibitors.” 2019. Web. 24 Jan 2021.
Vancouver:
Wang G. Rational approach towards the design of netrin- 1/UNC5 and netrin-1/DCC interaction inhibitors. [Internet] [Masters thesis]. University of Manitoba; 2019. [cited 2021 Jan 24].
Available from: http://hdl.handle.net/1993/33912.
Council of Science Editors:
Wang G. Rational approach towards the design of netrin- 1/UNC5 and netrin-1/DCC interaction inhibitors. [Masters Thesis]. University of Manitoba; 2019. Available from: http://hdl.handle.net/1993/33912

Linköping University
18.
Granath, Klara.
Investigating the Long- and the Short-Run Diversification Potential of REITs for Private Investors.
Degree: Management and Engineering, 2019, Linköping University
URL: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-160268
► Real estate is commonly viewed as a good diversification tool since the real estate market cycle exhibit low correlations to other asset classes. Moreover,…
(more)
▼ Real estate is commonly viewed as a good diversification tool since the real estate market cycle exhibit low correlations to other asset classes. Moreover, Real Estate Investment Trusts (REITs) have become increasingly popular in the past decades since this investment form offers private investors a convenient way of diversifying stock portfolios with real estate. Some studies investigating the within-country diversification potential of REITs and stocks have been performed. These studies generally suggest poor diversification potential. Hence, we investigate the international diversification potential of REITs from Europe, Asia Pacific and the US for private investors holding European stocks from 2007 to 2019. For Europe and Asia Pacific, REIT markets with different maturity levels are included since emerging and developed REIT markets might have different characteristics affecting the diversification potential. We also examine which market leads which in terms of changes in returns. Moreover, the diversification potential of REITs may depend on the investment horizon, hence the long- and short-run perspectives for private investors are examined. The lesson learned from the Global Financial Crises and European Debt Crisis is that abnormal market conditions may change the behavior of assets on the financial markets, and significantly affect portfolio behavior. Hence, diversification potential in relation to crises is also considered. The methods employed are Johansen’s cointegration, Granger non-causality and DCC-GARCH. Our findings suggest long- and short-run diversification potential of international REITs for European stocks. Cross-regional combinations of REITs and stocks generally offer better diversification potential than within-regional combinations, and emerging REIT markets are preferred over their developed counterparts due to lower conditional correlations. Moreover, changes in stock market returns lead changes in REIT market returns, indicating that stock markets react more quickly to new information on the market. Long- and short-run diversification potential still exists during the crises although increased conditional correlations suggest higher interdependence in this period. However, there is no trend of increasing conditional correlations over the whole sample, suggesting the abnormal market conditions during the financial turmoil did not permanently change the diversification potential of REITs in stock portfolios.
Subjects/Keywords: REIT; Portfolio Diversification; DCC-GARCH; Johansen’s Cointegration; Granger Causality; Economics; Nationalekonomi
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Granath, K. (2019). Investigating the Long- and the Short-Run Diversification Potential of REITs for Private Investors. (Thesis). Linköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-160268
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Granath, Klara. “Investigating the Long- and the Short-Run Diversification Potential of REITs for Private Investors.” 2019. Thesis, Linköping University. Accessed January 24, 2021.
http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-160268.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Granath, Klara. “Investigating the Long- and the Short-Run Diversification Potential of REITs for Private Investors.” 2019. Web. 24 Jan 2021.
Vancouver:
Granath K. Investigating the Long- and the Short-Run Diversification Potential of REITs for Private Investors. [Internet] [Thesis]. Linköping University; 2019. [cited 2021 Jan 24].
Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-160268.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Granath K. Investigating the Long- and the Short-Run Diversification Potential of REITs for Private Investors. [Thesis]. Linköping University; 2019. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-160268
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Boston University
19.
Lawson, Philip Daniel.
Measurement of the W charge asymmetry in production with jets using 5 inverse-femtobarns of data measured at sqrt(s)=7 TeV with CMS.
Degree: PhD, Physics, 2014, Boston University
URL: http://hdl.handle.net/2144/14290
► A measurement of the electron charge asymmetry in p+→W production in association with jets at sqrt{s}=7 TeV is presented. The dataset corresponds to an integrated…
(more)
▼ A measurement of the electron charge asymmetry in p+→W production in association with jets at sqrt{s}=7 TeV is presented. The dataset corresponds to an integrated luminosity of L=5fb^-1 recorded by the CMS detector
in proton-proton collisions at the LHC. The sample represents a large increase in statistical precision with respect to previous
CMS results and describes a first study of charge asymmetry measured in p+p→W+1 jet events. Full comparisons to previous results and theoretical predictions are provided and
recommendations for extending the analysis to produce valuable input for future PDF models are made.
Subjects/Keywords: Particle physics; CMS; DCC; HCAL; LHC; W boson; Charge asymmetry
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Lawson, P. D. (2014). Measurement of the W charge asymmetry in production with jets using 5 inverse-femtobarns of data measured at sqrt(s)=7 TeV with CMS. (Doctoral Dissertation). Boston University. Retrieved from http://hdl.handle.net/2144/14290
Chicago Manual of Style (16th Edition):
Lawson, Philip Daniel. “Measurement of the W charge asymmetry in production with jets using 5 inverse-femtobarns of data measured at sqrt(s)=7 TeV with CMS.” 2014. Doctoral Dissertation, Boston University. Accessed January 24, 2021.
http://hdl.handle.net/2144/14290.
MLA Handbook (7th Edition):
Lawson, Philip Daniel. “Measurement of the W charge asymmetry in production with jets using 5 inverse-femtobarns of data measured at sqrt(s)=7 TeV with CMS.” 2014. Web. 24 Jan 2021.
Vancouver:
Lawson PD. Measurement of the W charge asymmetry in production with jets using 5 inverse-femtobarns of data measured at sqrt(s)=7 TeV with CMS. [Internet] [Doctoral dissertation]. Boston University; 2014. [cited 2021 Jan 24].
Available from: http://hdl.handle.net/2144/14290.
Council of Science Editors:
Lawson PD. Measurement of the W charge asymmetry in production with jets using 5 inverse-femtobarns of data measured at sqrt(s)=7 TeV with CMS. [Doctoral Dissertation]. Boston University; 2014. Available from: http://hdl.handle.net/2144/14290

University of Lund
20.
Sabzevari, Hassan.
Essays on Systemic Risk in European Banking.
Degree: 2016, University of Lund
URL: https://lup.lub.lu.se/record/b9ec2c96-981c-4f85-91c5-176edc6fb672
;
https://portal.research.lu.se/ws/files/18172877/Hassan_Sabzevari_PhD_Thesis.pdf
► This thesis makes a contribution to systemic risk literature in the European banking system. The intimate interdependence between the European banking industries and the fragile…
(more)
▼ This thesis makes a contribution to systemic risk
literature in the European banking system. The intimate
interdependence between the European banking industries and the
fragile GIIPS debt market has jeopardized the banking sector in
Europe. The threats of unfavourable financial conditions in
European bank- ing sufficiently highlight the importance of the
dissertation’s distinct focus on systemic risk measurement and on
the risk drivers. The outcomes of the three included papers give
support to the European authorities to enact comprehen- sive
macroprudential regulation schemes.The first paper estimates the
systemic risk contributions of GIIPS-block bank- ing on 14 major
banking systems in Europe. The CoVaR measure further eval- uates
the magnitude of risk using two methods; quantile regression and
DCC. Our results indicate a substantial spillover effect of GIIPS
banking on the exam- ined banking systems. In other words, the
countries’ banking sectors are in part driven by systemic risk in
the GIIPS banking system. We also find supporting ev- idence of
amplified spillover effects from the GIIPS-block banking sector
during the financial crises.The second paper firstly quantifies the
sovereign debt spillovers based on daily returns of GIIPS and
individual banks’ CDSs over the period of 2007-2015. Then, it
examines banks’ financial features and financial markets’
circumstances that determine variations in the banks’ sovereign
risk exposures. We find those banks that hold higher assets in
times of crisis or work in markets with unfa- vorable profiles,
i.e. low returns and high idiosyncratic risks tend to be further
susceptible to sovereign risk. However, we do not observe that
variations in the risk exposures have been driven by
dissimilarities in individual fundamentals such as leverage,
debt-to-cash, and market-to-book value of equity ratios.The third
paper analyzes the main determinants of systemic contagion from an
individual country’s banking sector to the whole banking industry
of Europe in 1999-2013. The results show that differences in
systemic risk contribution are driven by a combination of
balance-sheet characteristics and macroeconomic conditions such as
the country-level VaR, crisis episodes, size or total asset, bi-
lateral loan, market-to-book ratio, stock market returns, and
industry produc- tion index (IPI).Keywords: Systemic Risk, CoVaR,
GIIPS, Quantile Regression, DCC, CDS JEL Classification: G01, G21,
E43, N24, H63, F30i
Subjects/Keywords: Economics; Systemic Risk, CoVaR, GIIPS, Quantile Regression, DCC,
CDS
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Sabzevari, H. (2016). Essays on Systemic Risk in European Banking. (Doctoral Dissertation). University of Lund. Retrieved from https://lup.lub.lu.se/record/b9ec2c96-981c-4f85-91c5-176edc6fb672 ; https://portal.research.lu.se/ws/files/18172877/Hassan_Sabzevari_PhD_Thesis.pdf
Chicago Manual of Style (16th Edition):
Sabzevari, Hassan. “Essays on Systemic Risk in European Banking.” 2016. Doctoral Dissertation, University of Lund. Accessed January 24, 2021.
https://lup.lub.lu.se/record/b9ec2c96-981c-4f85-91c5-176edc6fb672 ; https://portal.research.lu.se/ws/files/18172877/Hassan_Sabzevari_PhD_Thesis.pdf.
MLA Handbook (7th Edition):
Sabzevari, Hassan. “Essays on Systemic Risk in European Banking.” 2016. Web. 24 Jan 2021.
Vancouver:
Sabzevari H. Essays on Systemic Risk in European Banking. [Internet] [Doctoral dissertation]. University of Lund; 2016. [cited 2021 Jan 24].
Available from: https://lup.lub.lu.se/record/b9ec2c96-981c-4f85-91c5-176edc6fb672 ; https://portal.research.lu.se/ws/files/18172877/Hassan_Sabzevari_PhD_Thesis.pdf.
Council of Science Editors:
Sabzevari H. Essays on Systemic Risk in European Banking. [Doctoral Dissertation]. University of Lund; 2016. Available from: https://lup.lub.lu.se/record/b9ec2c96-981c-4f85-91c5-176edc6fb672 ; https://portal.research.lu.se/ws/files/18172877/Hassan_Sabzevari_PhD_Thesis.pdf

University of Toronto
21.
Seetharaman, Ashwin.
The Cloning and Characterization of MADD-4, A Novel Guidance Cue in C. elegans.
Degree: PhD, 2015, University of Toronto
URL: http://hdl.handle.net/1807/94564
► Directed cell migration is fundamental to the development of all multicellular organisms including humans. To investigate the molecular underpinnings of directed cell migration, our lab…
(more)
▼ Directed cell migration is fundamental to the development of all multicellular organisms including humans. To investigate the molecular underpinnings of directed cell migration, our lab primarily exploits plasma membrane extensions called muscle arms, from the body wall muscles in the tiny nematode Caenorhabditis elegans. Through genetic screens for genes required for muscle arm extension, we found that the UNC-40/DCC netrin guidance receptor directs muscle arm extension to the midlines. Surprisingly, neither the UNC-6/netrin cue (the canonical ligand for UNC-40) nor other well-characterized guidance cues such as the slits, ephrins and semaphorins were found to be the primary cue for muscle arm extension. This suggested that muscle arms were likely responding to a novel guidance cue.
In this thesis, I describe the cloning and characterization of MADD-4, a novel secreted cue that diffuses and attracts muscle arms and sensory axons along the dorsoventral axis in C. elegans. MADD-4 is a member of the non-enzymatic ADAMTSL family of proteins and is well conserved among animals. Very little is known about the biological role of any of MADD-4's orthologs.
Together with Kevin Chan, I found that MADD-4's guidance function is dependent on an EVA-1-UNC-40 co-receptor complex. We found that MADD-4 interacts with both EVA-1 and UNC-40. Similarly, we found that EVA-1 and UNC-40 likely physically interact and this interaction is critical for the MADD-4 response. Furthermore, we found that the binding of EVA-1 to UNC-40 increases UNC-40's sensitivity to MADD-4. This enhanced sensitivity becomes especially meaningful within a field of other ligands capable of binding UNC-40 like UNC-6. In the absence of UNC-6, UNC-40's responsiveness to MADD-4 becomes less dependent on EVA-1. Hence, by regulating UNC-40's sensitivity to MADD-4, EVA-1 may increase the precision by which UNC-40-directed processes can reach MADD-4-expressing target cells.
Collectively, the work discussed in this thesis recounts the first description of a novel guidance cue and its mechanism of action. Furthermore, since the biological role of any ADAMTSL family member outside of MADD-4 is largely unknown, it is very likely that my work on MADD-4 will broaden our understanding of the biological role of the ADAMTSL family of proteins.
2018-06-17 00:00:00
Advisors/Committee Members: Roy, Peter J, Molecular and Medical Genetics.
Subjects/Keywords: ADAMTSL; C. elegans; DCC; EVA-1; MADD-4; Netrin; 0758
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Seetharaman, A. (2015). The Cloning and Characterization of MADD-4, A Novel Guidance Cue in C. elegans. (Doctoral Dissertation). University of Toronto. Retrieved from http://hdl.handle.net/1807/94564
Chicago Manual of Style (16th Edition):
Seetharaman, Ashwin. “The Cloning and Characterization of MADD-4, A Novel Guidance Cue in C. elegans.” 2015. Doctoral Dissertation, University of Toronto. Accessed January 24, 2021.
http://hdl.handle.net/1807/94564.
MLA Handbook (7th Edition):
Seetharaman, Ashwin. “The Cloning and Characterization of MADD-4, A Novel Guidance Cue in C. elegans.” 2015. Web. 24 Jan 2021.
Vancouver:
Seetharaman A. The Cloning and Characterization of MADD-4, A Novel Guidance Cue in C. elegans. [Internet] [Doctoral dissertation]. University of Toronto; 2015. [cited 2021 Jan 24].
Available from: http://hdl.handle.net/1807/94564.
Council of Science Editors:
Seetharaman A. The Cloning and Characterization of MADD-4, A Novel Guidance Cue in C. elegans. [Doctoral Dissertation]. University of Toronto; 2015. Available from: http://hdl.handle.net/1807/94564

University of Toronto
22.
Chan, Kevin Ka Ming.
Investigations into UNC-40-Mediated Guidance of Cell Migrations and Cell Extensions.
Degree: PhD, 2014, University of Toronto
URL: http://hdl.handle.net/1807/74807
► The migration of cells and cell extensions is essential for the proper development of an organism. Guidance receptors at the leading edge of migratory cells…
(more)
▼ The migration of cells and cell extensions is essential for the proper development of an organism. Guidance receptors at the leading edge of migratory cells interpret and translate various environmental stimuli into spatially restricted cytoskeletal modulations that lead to directed membrane extension. To better understand mechanisms of guidance, I study the midline-oriented guidance of specialized muscle membrane projections found in C. elegans called muscle arms. The guidance of muscle arms to the midline depends on a non-canonical UNC-40/DCC pathway that responds to the novel cue MADD-4. UNC-40 is a transmembrane receptor whose canonical ligand is the UNC-6/netrin cue. We have previously shown that downstream effectors of UNC-40 activity in muscle arm extension include UNC-73/RhoGEF, the WAVE actin polymerization complex GEX-2/GEX-3/WVE-1, and members of the focal adhesion complex. Together, these components act in concert to influence actin-based membrane extension to the midline.
We found that the EVA-1 transmembrane receptor likely functions as a co-receptor for UNC-40 to respond to MADD-4 for the guidance of muscle arms and axons. EVA-1 is a conserved transmembrane protein with predicted galactose-binding lectin domains. EVA-1 functions in the same pathway as MADD-4, physically interacts with both MADD-4 and UNC-40, and enhances UNC-40's sensitivity to MADD-4. This enhancement is especially important in the presence of UNC-6, because when EVA-1 is absent, we find that UNC-6 interferes with UNC-40's responsiveness to MADD-4. In the absence of UNC-6, UNC-40's responsiveness to MADD-4 is less dependent on EVA-1. By enabling UNC-40 to respond to MADD-4 in the presence of UNC-6, EVA-1 may increase the precision by which UNC-40-directed processes can reach their MADD-4-expressing targets within a field of the UNC-6 guidance cue.
I also identified the involvement of integrins in the guidance of muscle arms and axons. I found that integrin likely forms a complex with EVA-1 and UNC-40 to mediate MADD-4 responses. Disruption of integrin suppresses MADD-4 induced axon dorsalization such that the axons extend in a wild type manner, suggesting that integrins play a role in MADD-4 oriented guidance. The function of integrins may provide a mechanistic link between nascent guided membrane and the maintenance of structural support.
2016-11-30 00:00:00
Advisors/Committee Members: Roy, Peer J, Molecular and Medical Genetics.
Subjects/Keywords: Axon guidance; C. elegans; Cell migration; Chemoattraction; DCC; Netrin; 0758
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Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
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APA (6th Edition):
Chan, K. K. M. (2014). Investigations into UNC-40-Mediated Guidance of Cell Migrations and Cell Extensions. (Doctoral Dissertation). University of Toronto. Retrieved from http://hdl.handle.net/1807/74807
Chicago Manual of Style (16th Edition):
Chan, Kevin Ka Ming. “Investigations into UNC-40-Mediated Guidance of Cell Migrations and Cell Extensions.” 2014. Doctoral Dissertation, University of Toronto. Accessed January 24, 2021.
http://hdl.handle.net/1807/74807.
MLA Handbook (7th Edition):
Chan, Kevin Ka Ming. “Investigations into UNC-40-Mediated Guidance of Cell Migrations and Cell Extensions.” 2014. Web. 24 Jan 2021.
Vancouver:
Chan KKM. Investigations into UNC-40-Mediated Guidance of Cell Migrations and Cell Extensions. [Internet] [Doctoral dissertation]. University of Toronto; 2014. [cited 2021 Jan 24].
Available from: http://hdl.handle.net/1807/74807.
Council of Science Editors:
Chan KKM. Investigations into UNC-40-Mediated Guidance of Cell Migrations and Cell Extensions. [Doctoral Dissertation]. University of Toronto; 2014. Available from: http://hdl.handle.net/1807/74807

University of Southern California
23.
Wang, Jiawei.
Physical chemistry and polymeric modification of
elastin-like polypeptides.
Degree: MS, Pharmaceutical Sciences, 2014, University of Southern California
URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/406948/rec/5042
► Polymers are widely used in biomedical engineering. Among these, protein polymers like elastin‐like polypeptides (ELPs) have emerged with multiple novel applications. In this study, we…
(more)
▼ Polymers are widely used in biomedical engineering.
Among these, protein polymers like elastin‐like polypeptides (ELPs)
have emerged with multiple novel applications. In this study, we
have evaluated the potential application for ELPs to develop
reversible adhesives for use with medical bandages. A current
limitation of bandages is that they continue to adhere even with
the bandage must be removed, and for patients with fragile skin
bandage removal can actually create new wounds. To overcome this
problem, new bio‐adhesive materials are necessary. ELP protein
polymers phase separate above a transition temperature, which can
be tuned by changing their amino acid composition. In order to
understand how ELP polymers might be used to generate
thermally‐reversible adhesives, my thesis has focused on
investigating their physical chemistry as well as their
modification by adhesive polymers. In the first part of this study,
efforts were made to figure out the change in entropy during the
transition process for various kinds of ELPs by using differential
scanning calorimetry. In the second part of the study, emulsion
polymerization method was used to polymerize ELP with acrylate
based pressure sensitive adhesives (PSAs). From current results, it
seems the delta H in transition process of ELPs is not only
dependent on the type of guest residues but also on the length of
ELPs. The polymerization process has not been successful yet. In
the end, future directions are also discussed.
Advisors/Committee Members: Mackay, John Andrew (Committee Chair), Okamoto, Curtis Toshio (Committee Member), Olenyuk, Bogdan (Committee Member).
Subjects/Keywords: DCC polymerization; differential scanning calorimetry; elastin-like polypeptides
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APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Wang, J. (2014). Physical chemistry and polymeric modification of
elastin-like polypeptides. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/406948/rec/5042
Chicago Manual of Style (16th Edition):
Wang, Jiawei. “Physical chemistry and polymeric modification of
elastin-like polypeptides.” 2014. Masters Thesis, University of Southern California. Accessed January 24, 2021.
http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/406948/rec/5042.
MLA Handbook (7th Edition):
Wang, Jiawei. “Physical chemistry and polymeric modification of
elastin-like polypeptides.” 2014. Web. 24 Jan 2021.
Vancouver:
Wang J. Physical chemistry and polymeric modification of
elastin-like polypeptides. [Internet] [Masters thesis]. University of Southern California; 2014. [cited 2021 Jan 24].
Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/406948/rec/5042.
Council of Science Editors:
Wang J. Physical chemistry and polymeric modification of
elastin-like polypeptides. [Masters Thesis]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/406948/rec/5042

University of New South Wales
24.
Sherman Durai, Chandramathi.
Design and synthesis of DNA-binding agents using dynamic combinatorial chemistry.
Degree: Chemistry, 2012, University of New South Wales
URL: http://handle.unsw.edu.au/1959.4/51940
;
https://unsworks.unsw.edu.au/fapi/datastream/unsworks:10610/SOURCE02?view=true
► This thesis reports the application of dynamic combinatorial chemistry (DCC)to identify new DNA-binding compounds, and provide insight into the factorsthat are important in DNA recognition.…
(more)
▼ This thesis reports the application of dynamic combinatorial chemistry (
DCC)to identify new DNA-binding compounds, and provide insight into the factorsthat are important in DNA recognition. The discovery of new binding motifsand DNA-binding compounds are important to understanding the rules ofDNA recognition, and in the long term has the potential to assist on the designof new compounds with therapeutic and biotechnological applications.
DCC was used to generate heterocycles functionalised with amidines andcarbohydrates in the presence of different oligonucleotides, in order to identifyfunctionality that would increase the affinity of the heterocycles for DNA.Water soluble heterocycle building blocks of quinolines, imidazoles andnaphthalamide were synthesised as thiol and disulfide derivatives. The thiolsubstitution on the quinoline ring was varied in these building blocks, and inthe case of 4-thioquinoline, included an electron withdrawing trifluoromethylgroup. The carbohydrates included glucose and aryl derivatives of thedeoxysugar fucose, while the amidines included alkyl, benzyl and aryl groups.Flexible bisamine and bisthiol derivatives with the potential to form DNAbisintercalators were also studied.
DCC experiments were conducted using thiol disulfide chemistry in aqueousmethanol using either GSSG/GSH at neutral pH or disulfide exchange at basicpH, conditions that have not been used previously for studies with nucleicacids.
DCC experiments were conducted to assess the effect of overall charge,substitution of the quinoline ring, the importance of deoxysugars versusglucose, aryl and imidazole rings on DNA-binding. Analysis of both the DNAbound and unbound solutions provided important insights into the featuresthat are important for DNA recognition and allowed the effect of subtlestructural features on DNA-binding to be identified. Molecular visualisation ofthe selected DNA-bound and unbound compounds were used to rationalisethe results and propose minor groove and intercalation binding motifs.Flexible amino quinoline Q4-Y and guanidine disulfides Q4-A1 and Q4-A2interacted with DNA. In contrast, neither of the aromatic guanidine disulfidesQ4-A2 and Q4-A3 interacted with DNA, suggesting that the aryl groups mayinterfere with positioning of the amidine near the phosphate backbone. In thecase of 7-trifluoromethyl-4-thioquinoline Q2, the thioglucose derivate Q2-S1was amplified with DNA, and the relative binding affinity Q2-Cys>Q2-A1>Q2-S1 was determined. This result is consistent with proposed models ofintercalation of the structurally related compound, chloroquine, with DNA. Incontrast, the rigid arylfucose with 2-thio quinoline Q1-S2, was amplified inpreference to the corresponding benzylic disulfide or glucose derivative. Thefucose sugar was shown to be important for DNA-binding, consistent withDNA minor groove binding. The flexible bisthiol derivatives failed to produceany DNA-binding compounds, and experiments with naphthalimides wereunsuccessful due to precipitation during the course of the assay.Biostable mimics…
Advisors/Committee Members: Harding, Margaret, Chemistry, Faculty of Science, UNSW.
Subjects/Keywords: dynamic combinatorial chemistry (DCC); DNA-binding; DNA recognition; design; synthesis; intercalation
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Sherman Durai, C. (2012). Design and synthesis of DNA-binding agents using dynamic combinatorial chemistry. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/51940 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:10610/SOURCE02?view=true
Chicago Manual of Style (16th Edition):
Sherman Durai, Chandramathi. “Design and synthesis of DNA-binding agents using dynamic combinatorial chemistry.” 2012. Doctoral Dissertation, University of New South Wales. Accessed January 24, 2021.
http://handle.unsw.edu.au/1959.4/51940 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:10610/SOURCE02?view=true.
MLA Handbook (7th Edition):
Sherman Durai, Chandramathi. “Design and synthesis of DNA-binding agents using dynamic combinatorial chemistry.” 2012. Web. 24 Jan 2021.
Vancouver:
Sherman Durai C. Design and synthesis of DNA-binding agents using dynamic combinatorial chemistry. [Internet] [Doctoral dissertation]. University of New South Wales; 2012. [cited 2021 Jan 24].
Available from: http://handle.unsw.edu.au/1959.4/51940 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:10610/SOURCE02?view=true.
Council of Science Editors:
Sherman Durai C. Design and synthesis of DNA-binding agents using dynamic combinatorial chemistry. [Doctoral Dissertation]. University of New South Wales; 2012. Available from: http://handle.unsw.edu.au/1959.4/51940 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:10610/SOURCE02?view=true
25.
Pereira, Inês de Jesus Prates.
Contágio da crise da dívida soberana na área do euro no período de 2007 a 2013: os casos de Portugal, Grécia e Irlanda.
Degree: 2013, RCAAP
URL: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/7271
► Códigos JEL: E43, E44 e G15.
Este estudo analisa o co-movimento entre o mercado obrigacionista português e o mercado obrigacionista grego, irlandês e alemão, após…
(more)
▼ Códigos JEL: E43, E44 e G15.
Este estudo analisa o co-movimento entre o mercado obrigacionista português e o mercado obrigacionista grego, irlandês e alemão, após o início da crise do subprime (2007 a 2013). Pretende-se com este trabalho perceber se existiram evidências de contágio entre o mercado obrigacionista português e o mercado obrigacionista grego e irlandês e se existiram fluxos de capitais do mercado obrigacionista português e grego para o mercado obrigacionista da Alemanha (fuga para a qualidade), nos períodos de crise identificados (desde o início da crise do subprime até ao 1º trimestre de 2013). O estudo permite também averiguar se existe um decoupling entre o mercado obrigacionista de Portugal e da Grécia e uma aproximação dos mercados obrigacionistas de Portugal e Irlanda, como tem vindo a ser percecionado pelos investidores.
A análise é realizada através da estimação de modelos econométricos DCC-IGARCH, utilizando dados diários dos yields das OT com maturidade a 10 anos do mercado obrigacionista de Portugal, Grécia, Irlanda e Alemanha.
Os resultados obtidos sugerem a existência de contágio entre o mercado obrigacionista grego e português na maior parte das crises identificadas. A análise da evolução da correlação entre os mercados obrigacionistas, no final do período em estudo, indicia a não existência de decoupling entre os yields de Portugal e da Grécia e um afastamento entre os yields de Portugal e Irlanda. São evidentes, na maior parte das crises identificadas (inclusive nas verificadas em 2012 e 2013), fluxos de fuga para a qualidade do mercado obrigacionista português e grego para o alemão.
Palavras-chave: contágio; fuga para a qualidade; crise da dívida soberana da área do euro; .
This work aims to analyse the co-movements between the Portuguese and the Greek, Irish and German government bond market, after the subprime crisis (2007 to 2013). Its double objective is to detect the existence of contagion between the Portuguese market and the Greece and Ireland markets and to explore the phenomena of flight-to-quality, by taking a look at the capital flows moving from the Portuguese and Greek bond markets to the German bond market. This study also investigates if Portugal bond market is decoupling from Greek bond market and approaching the Irish market situation, seen as a better one by the market participants.
The analysis is undertaken through econometric estimations (DCC-IGARCH models), using daily data for the yields of 10 year maturity government bonds of Portugal, Greece, Ireland and Germany.
The obtained results suggest the existence of contagion between the Greek and the Portuguese market. The correlation between the Portuguese and Greek yields at the end of the analysed period indicates the not existence of decoupling between the two countries. By other hand, the correlation between Portugal and Ireland shows these countries are heading to different directions. During most of the identified crises periods, flight-to-quality flows are evident from the Portuguese and Greek bond…
Advisors/Committee Members: Lagoa, Sérgio Miguel Chilra.
Subjects/Keywords: Modelo DCC-GARCH; Contágio; Fuga para a qualidade; Crise da dívida soberana da área do euro; Financial contagion; Flight-to-quality; Euro sovereign debt crisis; DCC-GARCH model
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APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Pereira, I. d. J. P. (2013). Contágio da crise da dívida soberana na área do euro no período de 2007 a 2013: os casos de Portugal, Grécia e Irlanda. (Thesis). RCAAP. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/7271
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Pereira, Inês de Jesus Prates. “Contágio da crise da dívida soberana na área do euro no período de 2007 a 2013: os casos de Portugal, Grécia e Irlanda.” 2013. Thesis, RCAAP. Accessed January 24, 2021.
https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/7271.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Pereira, Inês de Jesus Prates. “Contágio da crise da dívida soberana na área do euro no período de 2007 a 2013: os casos de Portugal, Grécia e Irlanda.” 2013. Web. 24 Jan 2021.
Vancouver:
Pereira IdJP. Contágio da crise da dívida soberana na área do euro no período de 2007 a 2013: os casos de Portugal, Grécia e Irlanda. [Internet] [Thesis]. RCAAP; 2013. [cited 2021 Jan 24].
Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/7271.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Pereira IdJP. Contágio da crise da dívida soberana na área do euro no período de 2007 a 2013: os casos de Portugal, Grécia e Irlanda. [Thesis]. RCAAP; 2013. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/7271
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

INP Toulouse
26.
Aulagnier, Guillaume.
Optimisation de convertisseurs DC-DC SoC (System on Chip) pour l'automobile : Optimization of SoC (System on Chip) DC-DC converters for automotive application.
Degree: Docteur es, Génie Électrique, 2015, INP Toulouse
URL: http://www.theses.fr/2015INPT0023
► L’équipe de conception de Freescale à Toulouse développe des circuits intégrés dédiés au marché de l’automobile pour des applications châssis, sécurité ou loisir. Les contraintes…
(more)
▼ L’équipe de conception de Freescale à Toulouse développe des circuits intégrés dédiés au marché de l’automobile pour des applications châssis, sécurité ou loisir. Les contraintes associées à l’embarquement des circuits sont nombreuses : niveau d’intégration, fiabilité, températures élevées, et compatibilité électromagnétique. Les produits conçus par Freescale intègrent des convertisseurs à découpage pour l’alimentation en énergie des microcontrôleurs. Cette thèse a pour objet l’étude de nouvelles topologies de convertisseur d’énergie pour la baisse de l’encombrement et des perturbations électromagnétiques. La structure multiphase répond à la problématique dans son ensemble. Un prototype est réalisé dans une technologie silicium Freescale haute tension 0.25µm. Le volume des composants externes de filtrage est optimisé et réduit. Les mesures sur le prototype montrent des performances en accord avec les objectifs, et des émissions électromagnétiques particulièrement faibles.
The Freescale design team in Toulouse develops integrated circuits for automotive application such as chassis, safety or infotainment. Constraints associated with the embodiment of such circuits are many: die-size, safety, EMC (Electromagnetic Compliance). Switching Mode Power Supplies are integrated in these products to supply power to microcontrollers. This PhD thesis is to study new topologies of power supply to reduce the volume and electromagnetic disturbances. The multiphase structure responds to the raised issue. A prototype is produced in a Freescale 0.25µm high voltage silicon technology. Volume of the external components for filtering is optimized and reduced. Measures show upgrades in performance and reduced electromagnetic emissions.
Advisors/Committee Members: Meynard, Thierry (thesis director), Cousineau, Marc (thesis director).
Subjects/Keywords: DC-DCC; Buck; Multiphase; CEM; Emissions conduites; SoC (System on Chip); IC (Integrated Circuit); DC-DCC; Buck; CEM; SoC (System on Chip); IC (Integrated Circuit)
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APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Aulagnier, G. (2015). Optimisation de convertisseurs DC-DC SoC (System on Chip) pour l'automobile : Optimization of SoC (System on Chip) DC-DC converters for automotive application. (Doctoral Dissertation). INP Toulouse. Retrieved from http://www.theses.fr/2015INPT0023
Chicago Manual of Style (16th Edition):
Aulagnier, Guillaume. “Optimisation de convertisseurs DC-DC SoC (System on Chip) pour l'automobile : Optimization of SoC (System on Chip) DC-DC converters for automotive application.” 2015. Doctoral Dissertation, INP Toulouse. Accessed January 24, 2021.
http://www.theses.fr/2015INPT0023.
MLA Handbook (7th Edition):
Aulagnier, Guillaume. “Optimisation de convertisseurs DC-DC SoC (System on Chip) pour l'automobile : Optimization of SoC (System on Chip) DC-DC converters for automotive application.” 2015. Web. 24 Jan 2021.
Vancouver:
Aulagnier G. Optimisation de convertisseurs DC-DC SoC (System on Chip) pour l'automobile : Optimization of SoC (System on Chip) DC-DC converters for automotive application. [Internet] [Doctoral dissertation]. INP Toulouse; 2015. [cited 2021 Jan 24].
Available from: http://www.theses.fr/2015INPT0023.
Council of Science Editors:
Aulagnier G. Optimisation de convertisseurs DC-DC SoC (System on Chip) pour l'automobile : Optimization of SoC (System on Chip) DC-DC converters for automotive application. [Doctoral Dissertation]. INP Toulouse; 2015. Available from: http://www.theses.fr/2015INPT0023
27.
Zagiel, Benjamin.
Chimie combinatoire dynamique pour l’identification de mimes de protéines : Dynamic combinatorial chemistry for the identification of protein mimics.
Degree: Docteur es, Chimie bioorganique, 2018, Sorbonne université
URL: http://www.theses.fr/2018SORUS520
► Les interactions protéines protéines (PPI) constituent des cibles thérapeutiques de premier intérêt mais la complexité des interfaces impliquées dans ces interactions rend le développement d’inhibiteurs…
(more)
▼ Les interactions protéines protéines (PPI) constituent des cibles thérapeutiques de premier intérêt mais la complexité des interfaces impliquées dans ces interactions rend le développement d’inhibiteurs de PPI difficile. Les peptides présentent un grand potentiel pour cibler les PPI mais sans structure 3D définie, ils ne présentent généralement pas d’affinité. Les peptides contraints dans une conformation contrôlée ou scaffolds constituent une solution efficace mais leur conception requiert une compréhension significative du complexe protéique à l’échelle de l’épitope. Ce travail a pour but de développer une approche de chimie combinatoire dynamique (DCC) pour la fonctionnalisation de scaffolds peptidiques. Cette approche permettrait de générer des librairies dynamiques par des réactions réversibles équilibrées entre des blocs moléculaires. Ces systèmes dynamiques étant sensibles aux stimuli, il est alors possible d’introduire une cible d’intérêt pour les cribler, le tout en une seule étape. Ce manuscrit présente la conception et la synthèse de blocs moléculaires et de scaffolds pour cette stratégie de DCC. La mise au point de cette méthodologie de DCC est ensuite présentée dans une approche pas à pas jusqu’à une tentative d’application à une cible d’intérêt : l’héparine. La développement d’une méthode d'analyse par spectrométrie de masse des composés générés par DCC est ensuite abordée. Enfin, l'analyse structurale des plateformes et l'influence de leur fonctionnalisation sur leur structuration est abordée.
Protein protein interactions (PPI) are therapeutic targets of prime interest but the complexity of their interaction interfaces makes difficult the development of PPIs inhibitors. Peptides display great potential for targeting PPIs but without a defined 3D structure, they usually show no affinity. Constrained peptides with a controlled conformation or scaffolds constitute an effective solution but their design requires a significant comprehension of the protein complex at the epitope scale.This work aims at developing a dynamic combinatorial chemistry (DCC) approach to functionalize peptide scaffolds. This approach allows to generate dynamic libraries thanks to equilibrated reversible reactions between molecular building blocks. These dynamic systems being stimuli-responsive, it is therefore possible to introduce a relevant target to screen them in one step. This thesis presents the design and the synthesis of the building blocks and scaffolds for this DCC strategy. The development of the DCC methodology is then presented in a step by step approach up to an application attempt with heparin as the target. Next, the mass spectrometry method for the analysis of the DCC generated compounds and its setting up is addressed. Finally, the analysis of the peptide scaffolds structure and the influence of their functionalization on it is broached.
Advisors/Committee Members: Moumné, Roba (thesis director).
Subjects/Keywords: Mimes de protéines; Greffage d'épitope; Chimie combinatoire dynamique (DCC); Scaffolds peptidiques; Peptides cycliques; Thioesters; Protein mimics; Epitope grafting; Dynamic combinatorial chemistry (DCC); Peptide scaffolds; Cyclic peptides; Thioesters; 547
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Zagiel, B. (2018). Chimie combinatoire dynamique pour l’identification de mimes de protéines : Dynamic combinatorial chemistry for the identification of protein mimics. (Doctoral Dissertation). Sorbonne université. Retrieved from http://www.theses.fr/2018SORUS520
Chicago Manual of Style (16th Edition):
Zagiel, Benjamin. “Chimie combinatoire dynamique pour l’identification de mimes de protéines : Dynamic combinatorial chemistry for the identification of protein mimics.” 2018. Doctoral Dissertation, Sorbonne université. Accessed January 24, 2021.
http://www.theses.fr/2018SORUS520.
MLA Handbook (7th Edition):
Zagiel, Benjamin. “Chimie combinatoire dynamique pour l’identification de mimes de protéines : Dynamic combinatorial chemistry for the identification of protein mimics.” 2018. Web. 24 Jan 2021.
Vancouver:
Zagiel B. Chimie combinatoire dynamique pour l’identification de mimes de protéines : Dynamic combinatorial chemistry for the identification of protein mimics. [Internet] [Doctoral dissertation]. Sorbonne université; 2018. [cited 2021 Jan 24].
Available from: http://www.theses.fr/2018SORUS520.
Council of Science Editors:
Zagiel B. Chimie combinatoire dynamique pour l’identification de mimes de protéines : Dynamic combinatorial chemistry for the identification of protein mimics. [Doctoral Dissertation]. Sorbonne université; 2018. Available from: http://www.theses.fr/2018SORUS520

Brno University of Technology
28.
Prokš, Jiří.
Inteligentní řízení modelu vlakového kolejiště: Intelligent control of train track model.
Degree: 2019, Brno University of Technology
URL: http://hdl.handle.net/11012/71585
► The aim of this thesis is design of elements intelligent control of train track model. The first part of the thesis is focused on principle…
(more)
▼ The aim of this thesis is design of elements intelligent control of train track model. The first part of the thesis is focused on principle of data communication. It explains principle data communication, modulation and interference. Practical part of the thesis is focused on designe of communication. Data communication is realized by infrared radiation. Practical part describes the funcional parts of system and their design, such as: control part, receiver and transmitter, switching elements and h-bridge. At the and of this thesis is described of control software. Properties of elements specialize for model of railway are considered in design. Summary of the design’s parameters, use, advantages and disadvantages are described at the end of this thesis.
Advisors/Committee Members: Pavlík, Michal (advisor), Bohrn, Marek (referee).
Subjects/Keywords: DCC; interference; modulace; h-můstek; PWM; fototranzistor; IR LED dioda; Atmega8; DCC; interference; modulation; h-bridge; PWM; phototransistor; IR LED diode; Atmega8
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Prokš, J. (2019). Inteligentní řízení modelu vlakového kolejiště: Intelligent control of train track model. (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/71585
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Prokš, Jiří. “Inteligentní řízení modelu vlakového kolejiště: Intelligent control of train track model.” 2019. Thesis, Brno University of Technology. Accessed January 24, 2021.
http://hdl.handle.net/11012/71585.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Prokš, Jiří. “Inteligentní řízení modelu vlakového kolejiště: Intelligent control of train track model.” 2019. Web. 24 Jan 2021.
Vancouver:
Prokš J. Inteligentní řízení modelu vlakového kolejiště: Intelligent control of train track model. [Internet] [Thesis]. Brno University of Technology; 2019. [cited 2021 Jan 24].
Available from: http://hdl.handle.net/11012/71585.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Prokš J. Inteligentní řízení modelu vlakového kolejiště: Intelligent control of train track model. [Thesis]. Brno University of Technology; 2019. Available from: http://hdl.handle.net/11012/71585
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Universidade do Rio Grande do Sul
29.
Chaine, Marcelo.
Contágio como mecanismo de transmissão da crise financeira de 2008.
Degree: 2013, Universidade do Rio Grande do Sul
URL: http://hdl.handle.net/10183/70001
► A crise financeira americana de 2008 acarretou alta na volatilidade na maioria das bolsas de valores mundo afora. Nesse trabalho, é testada e analisada a…
(more)
▼ A crise financeira americana de 2008 acarretou alta na volatilidade na maioria das bolsas de valores mundo afora. Nesse trabalho, é testada e analisada a hipótese de contágio financeiro como mecanismo de transmissão da crise iniciada em 2008 dos Estados Unidos para 16 países da amostra. Por meio de modelos multivariados de volatilidade das classes BEKK e DCC e testes de quebras estruturais, conclui-se que a hipótese de contágio financeiro é verificada em todos os países estudados para justificar a alta acima do esperado das volatilidades dos mercados durante os anos de crise. Também é verificado que países apresentam diferentes graus de exposição ao risco de contágio, de acordo com nível de abertura de suas economias e participação de investimento externo em seus mercados financeiros.
The 2008 American financial crisis caused high volatility in most stock markets worldwide. In this study, it is tested and analyzed the hypothesis of financial contagion as a mechanism of transmission for the crisis beginning in 2008 in United States to the 16 countries in the sample. Using multivariate BEKK and DCC volatility models, and tests of structural breakpoints, it is concluded that the hypothesis of financial contagion is verified in all countries studied to justify volatility higher than expected in the markets during the crisis years. It is also noted that countries have different degrees of exposure to contagion, according to level of economic openness and foreign investment participation in their financial markets.
Advisors/Committee Members: Pôrto Júnior, Sabino da Silva.
Subjects/Keywords: Contagion; Mercado financeiro; Crise financeira; Financial crisis; Bolsa de valores; BEKK; Volatilidade; DCC
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Chaine, M. (2013). Contágio como mecanismo de transmissão da crise financeira de 2008. (Thesis). Universidade do Rio Grande do Sul. Retrieved from http://hdl.handle.net/10183/70001
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Chaine, Marcelo. “Contágio como mecanismo de transmissão da crise financeira de 2008.” 2013. Thesis, Universidade do Rio Grande do Sul. Accessed January 24, 2021.
http://hdl.handle.net/10183/70001.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Chaine, Marcelo. “Contágio como mecanismo de transmissão da crise financeira de 2008.” 2013. Web. 24 Jan 2021.
Vancouver:
Chaine M. Contágio como mecanismo de transmissão da crise financeira de 2008. [Internet] [Thesis]. Universidade do Rio Grande do Sul; 2013. [cited 2021 Jan 24].
Available from: http://hdl.handle.net/10183/70001.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Chaine M. Contágio como mecanismo de transmissão da crise financeira de 2008. [Thesis]. Universidade do Rio Grande do Sul; 2013. Available from: http://hdl.handle.net/10183/70001
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Ghana
30.
Siaw, R. O.
Investment Portfolio Optimization with Garch Models
.
Degree: 2014, University of Ghana
URL: http://ugspace.ug.edu.gh/handle/123456789/21697
► Since the introduction of the Markowitz mean-variance optimization model, several extensions have been made to improve optimality. This study examines the application of two models…
(more)
▼ Since the introduction of the Markowitz mean-variance optimization model, several extensions have been made to improve optimality. This study examines the application of two models - the ARMA-GARCH model and the ARMA-
DCC GARCH model - for the Mean-VaR optimization of funds managed by HFC Investment Limited. Weekly prices of the above mentioned funds from 2009 to 2012 were examined. The funds analysed were the Equity Trust Fund, the Future Plan Fund and the Unit Trust Fund. The returns of the funds are modelled with the Autoregressive Moving Average (ARMA) whiles volatility was modelled with the univariate Generalised Autoregressive Conditional Heteroskedasticity (GARCH) as well as the multivariate Dynamic Conditional Correlation GARCH (
DCC GARCH). This was based on the assumption of non-constant mean and volatility of fund returns. In this study the risk of a portfolio is measured using the value-at-risk. A single constrained Mean-VaR optimization problem was obtained based on the assumption that investors’ preference is solely based on risk and return. The optimization process was performed using the Lagrange Multiplier approach and the solution was obtained by the Kuhn-Tucker theorems. Conclusions which were drawn based on the results pointed to the fact that a more efficient portfolio is obtained when the value-at-risk (VaR) is modelled with a multivariate GARCH.
Advisors/Committee Members: Doku-Amponsah, K (advisor), Mettle, F. O (advisor).
Subjects/Keywords: Optimality;
ARMA-GARCH model;
ARMA- DCC GARCH model;
Autoregressive Moving Average (ARMA);
Univariate
Record Details
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Record Details
Similar Records
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Siaw, R. O. (2014). Investment Portfolio Optimization with Garch Models
. (Masters Thesis). University of Ghana. Retrieved from http://ugspace.ug.edu.gh/handle/123456789/21697
Chicago Manual of Style (16th Edition):
Siaw, R O. “Investment Portfolio Optimization with Garch Models
.” 2014. Masters Thesis, University of Ghana. Accessed January 24, 2021.
http://ugspace.ug.edu.gh/handle/123456789/21697.
MLA Handbook (7th Edition):
Siaw, R O. “Investment Portfolio Optimization with Garch Models
.” 2014. Web. 24 Jan 2021.
Vancouver:
Siaw RO. Investment Portfolio Optimization with Garch Models
. [Internet] [Masters thesis]. University of Ghana; 2014. [cited 2021 Jan 24].
Available from: http://ugspace.ug.edu.gh/handle/123456789/21697.
Council of Science Editors:
Siaw RO. Investment Portfolio Optimization with Garch Models
. [Masters Thesis]. University of Ghana; 2014. Available from: http://ugspace.ug.edu.gh/handle/123456789/21697
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