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You searched for subject:(afterhours). Showing records 1 – 3 of 3 total matches.

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University of Tasmania

1. Li, T. Duration modelling of the after-hours electronic futures market.

Degree: 2012, University of Tasmania

This thesis explores a class of models for modelling the time between trades, known as trade duration, in the after-hours electronic market for U.S. equity futures. These electronic markets have grown significantly over the last 10 years but little empirical work has been done to describe them. This is particularly so with duration modelling. High frequency trade duration data for the S&P 500 and NASDAQ-100 modelled in this thesis are collected from the GLOBEX electronic trading platform from the Chicago Mercantile Exchange for the period of 2004 to 2008. This thesis first fits standard linear Autoregressive Conditional Duration (ACD) models with Exponential, Weibull and Generalized Gamma error distributional assumptions to the period 2004 to 2006. The Generalized Gamma distribution outperforms the alternatives but still provides unsatisfactory results in the form of serially correlated residuals (volume is used as an additional mark in the model specifications). In order to improve the models, nonlinear forms of ACDmodel are estimated. In particular, the threshold and logarithmic forms are implemented. Although the results improve with these more flexible forms, there remains continued evidence of nonlinearity in the results. As a consequence, and taking into consideration the fact that the sample period of this thesis is much longer than the 3 month samples typically examined in the existing ACD literature, the thesis then examines the S&P 500 data for potential structural changes. Structural breaks are detected using a range of conditional Lagrange Multiplier tests associated with Andrews (1993) and Andrews and Ploberger (1994). FittingWeibull ACD models to the segmented sub-periods identified with the structural break tests significantly improves the model estimation results. Finally, this thesis examines the evidence for structural breaks in ACD models in the global financial crisis period using S&P 500 data from 2006 to 2008. The most significant structural change is found to occur in July, 2007, which is consistent with the onset of the crisis. Many of the structural change points detected in the data can be aligned with economic events during the crisis period, and sub-period estimations reveal the impact of the crisis on the electronic futures market.

Subjects/Keywords: Duration; afterhours; high-frequency data; intraday; electronic futures

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Li, T. (2012). Duration modelling of the after-hours electronic futures market. (Thesis). University of Tasmania. Retrieved from https://eprints.utas.edu.au/14772/2/whole-li-thesis.pdf

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):

Li, T. “Duration modelling of the after-hours electronic futures market.” 2012. Thesis, University of Tasmania. Accessed November 27, 2020. https://eprints.utas.edu.au/14772/2/whole-li-thesis.pdf.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Li, T. “Duration modelling of the after-hours electronic futures market.” 2012. Web. 27 Nov 2020.

Vancouver:

Li T. Duration modelling of the after-hours electronic futures market. [Internet] [Thesis]. University of Tasmania; 2012. [cited 2020 Nov 27]. Available from: https://eprints.utas.edu.au/14772/2/whole-li-thesis.pdf.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Li T. Duration modelling of the after-hours electronic futures market. [Thesis]. University of Tasmania; 2012. Available from: https://eprints.utas.edu.au/14772/2/whole-li-thesis.pdf

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Manchester

2. Wegner, Sven. Synaptic communication in the mammalian master circadian clock.

Degree: PhD, 2015, University of Manchester

The mammalian suprachiasmatic nuclei (SCN) are located in the ventral part of the hypothalamus and orchestrate circadian rhythms in physiology and behaviour. The ~20.000 neurones of the murine SCN express key molecular clock components including the Cryptochrome (Cry1/2) and Period (Per1/2/3) genes and their protein products CRY1/2 and PER1/2/3. Using different mouse models, this work demonstrates that with disrupted expression of CRY in the after-hours (Afh/Afh) mouse, cells of the ventral part of the SCN (vSCN) have a propensity to desynchronise. They receive increased GABAergic inputs and are less excitable during the projected night but not during the day compared to congenic wildtype (+/+). The linkage between CRY protein expression and the reduced excitability at night is supported by recordings from SCN cells of Cry2 deficient mice (Cry2-/-), which exhibit similar electrophysiological behaviour. Luminometrical recordings of single cell Per2 expression confirms the involvement of GABAergic signalling in both, maintaining a coherent rhythm in synchronised SCN cells from +/+ controls and the propensity of Afh/Afh SCN cells to desynchronise. A mechanism by which neuronal excitability is regulated in mammals, is the modulation of activity of small-conductance Ca2+-activated K+ (SK) channels. Western blot analysis demonstrates the expression of SK2 and SK3 channel protein in SCN neurones. Functionally, we show with whole cell electrophysiology, calcium imaging and luminometry how SK channels regulate the levels of intracellular calcium ([Ca2+]i) from day to night. In the more hyperpolarised SCN network of the Afh/Afh genotype at night, SK channel activity is altered and contributes to the lower single cell excitability. Vasoactive intestinal polypeptide (VIP) and its cognate receptor, VPAC2, are synthesised by SCN neurones and this intercellular signal facilitates coordination of suprachiasmatic neuronal activity. How the loss of VPAC2 receptor signalling affects the electrophysiology of SCN neurones and their response to excitatory inputs is unclear. Here we made patch clamp recordings of SCN neurones in brain slices prepared from animals that do not express VPAC2 receptors (Vipr2-/- mice) as well as non-transgenic animals (Vipr2+/+ mice). While Vipr2+/+ SCN neurones exhibit coordinated day-night variation in their electrical state, Vipr2-/- neurones do not and instead manifest a range of states during both day and night. We find that Vipr2+/+ neurones vary the membrane threshold potential at which they start to fire actions potentials from day to night, while Vipr2-/- neurones lack this variation. This is due to Vipr2-/- neurones lacking a voltage-gated sodium current. Subsequently we determine that this aberrant temporal control of neuronal state and excitability alters appropriate neuronal responses to a neurochemical mimic of the light-input pathway to the SCN. Conclusively, these results highlight the critical role intercellular signalling plays in the activity of individual neuronal state and their response…

Subjects/Keywords: 612; Sodium channel; VIP; SK; Electrophysiology; Cryptochrome; Circadian; Suprachiasmatic Nucleus; Afterhours

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Wegner, S. (2015). Synaptic communication in the mammalian master circadian clock. (Doctoral Dissertation). University of Manchester. Retrieved from https://www.research.manchester.ac.uk/portal/en/theses/synaptic-communication-in-the-mammalian-master-circadian-clock(f8f5aa2d-8742-4ab1-b578-0d29c28cf3be).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.727802

Chicago Manual of Style (16th Edition):

Wegner, Sven. “Synaptic communication in the mammalian master circadian clock.” 2015. Doctoral Dissertation, University of Manchester. Accessed November 27, 2020. https://www.research.manchester.ac.uk/portal/en/theses/synaptic-communication-in-the-mammalian-master-circadian-clock(f8f5aa2d-8742-4ab1-b578-0d29c28cf3be).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.727802.

MLA Handbook (7th Edition):

Wegner, Sven. “Synaptic communication in the mammalian master circadian clock.” 2015. Web. 27 Nov 2020.

Vancouver:

Wegner S. Synaptic communication in the mammalian master circadian clock. [Internet] [Doctoral dissertation]. University of Manchester; 2015. [cited 2020 Nov 27]. Available from: https://www.research.manchester.ac.uk/portal/en/theses/synaptic-communication-in-the-mammalian-master-circadian-clock(f8f5aa2d-8742-4ab1-b578-0d29c28cf3be).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.727802.

Council of Science Editors:

Wegner S. Synaptic communication in the mammalian master circadian clock. [Doctoral Dissertation]. University of Manchester; 2015. Available from: https://www.research.manchester.ac.uk/portal/en/theses/synaptic-communication-in-the-mammalian-master-circadian-clock(f8f5aa2d-8742-4ab1-b578-0d29c28cf3be).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.727802


University of Manchester

3. Wegner, Sven. Synaptic communication in the mammalian master circadian clock.

Degree: 2015, University of Manchester

The mammalian suprachiasmatic nuclei (SCN) are located in the ventral part of the hypothalamus and orchestrate circadian rhythms in physiology and behaviour. The ~20.000 neurones of the murine SCN express key molecular clock components including the Cryptochrome (Cry1/2) and Period (Per1/2/3) genes and their protein products CRY1/2 and PER1/2/3. Using different mouse models, this work demonstrates that with disrupted expression of CRY in the after-hours (Afh/Afh) mouse, cells of the ventral part of the SCN (vSCN) have a propensity to desynchronise. They receive increased GABAergic inputs and are less excitable during the projected night but not during the day compared to congenic wildtype (+/+). The linkage between CRY protein expression and the reduced excitability at night is supported by recordings from SCN cells of Cry2 deficient mice (Cry2-/-), which exhibit similar electrophysiological behaviour. Luminometrical recordings of single cell Per2 expression confirms the involvement of GABAergic signalling in both, maintaining a coherent rhythm in synchronised SCN cells from +/+ controls and the propensity of Afh/Afh SCN cells to desynchronise.A mechanism by which neuronal excitability is regulated in mammals, is the modulation of activity of small-conductance Ca2+-activated K+ (SK) channels. Western blot analysis demonstrates the expression of SK2 and SK3 channel protein in SCN neurones. Functionally, we show with whole cell electrophysiology, calcium imaging and luminometry how SK channels regulate the levels of intracellular calcium ([Ca2+]i) from day to night. In the more hyperpolarised SCN network of the Afh/Afh genotype at night, SK channel activity is altered and contributes to the lower single cell excitability.Vasoactive intestinal polypeptide (VIP) and its cognate receptor, VPAC2, are synthesised by SCN neurones and this intercellular signal facilitates coordination of suprachiasmatic neuronal activity. How the loss of VPAC2 receptor signalling affects the electrophysiology of SCN neurones and their response to excitatory inputs is unclear. Here we made patch clamp recordings of SCN neurones in brain slices prepared from animals that do not express VPAC2 receptors (Vipr2-/- mice) as well as non-transgenic animals (Vipr2+/+ mice). While Vipr2+/+ SCN neurones exhibit coordinated day-night variation in their electrical state, Vipr2-/- neurones do not and instead manifest a range of states during both day and night. We find that Vipr2+/+ neurones vary the membrane threshold potential at which they start to fire actions potentials from day to night, while Vipr2-/- neurones lack this variation. This is due to Vipr2-/- neurones lacking a voltage-gated sodium current. Subsequently we determine that this aberrant temporal control of neuronal state and excitability alters appropriate neuronal responses to a neurochemical mimic of the light-input pathway to the SCN. Conclusively, these results highlight the critical role intercellular signalling plays in the activity of individual neuronal state and their response to… Advisors/Committee Members: BROOMHEAD, DAVID DS, MONTEMURRO, MARCELO M, Broomhead, David, Montemurro, Marcelo, Piggins, Hugh.

Subjects/Keywords: Suprachiasmatic Nucleus; Circadian; Afterhours; Cryptochrome; SK; VIP; Sodium channel; Electrophysiology

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Wegner, S. (2015). Synaptic communication in the mammalian master circadian clock. (Doctoral Dissertation). University of Manchester. Retrieved from http://www.manchester.ac.uk/escholar/uk-ac-man-scw:275537

Chicago Manual of Style (16th Edition):

Wegner, Sven. “Synaptic communication in the mammalian master circadian clock.” 2015. Doctoral Dissertation, University of Manchester. Accessed November 27, 2020. http://www.manchester.ac.uk/escholar/uk-ac-man-scw:275537.

MLA Handbook (7th Edition):

Wegner, Sven. “Synaptic communication in the mammalian master circadian clock.” 2015. Web. 27 Nov 2020.

Vancouver:

Wegner S. Synaptic communication in the mammalian master circadian clock. [Internet] [Doctoral dissertation]. University of Manchester; 2015. [cited 2020 Nov 27]. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:275537.

Council of Science Editors:

Wegner S. Synaptic communication in the mammalian master circadian clock. [Doctoral Dissertation]. University of Manchester; 2015. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:275537

.