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Essays on Realized Volatility and Jumps

Financial markets sometimes generate significant discontinuities, so called jumps, triggered by large informational shocks and extreme events. In the last decade, there is an increasing interest in financial economics towards modeling these jumps which may have significant consequences for risk management, and portfolio allocation. This thesis extends the literature within these areas in several w

Radiative lifetimes for the 4p excited states of phosphorus and the oscillator strengths of solar lines

Radiative lifetimes for the levels of the 3s(2)3p(2)4p configuration in neutral phosphorus have been determined experimentally for the first time and also theoretically. Experiments were performed by using two-photon UV laser excitation and subsequent fluorescence detection in a laser-produced plasma. In relativistic Hartree-Fock calculations, the Cowan code extended to 42 configurations was used.

Seasonal and regional variations of asthma and association with osteoporosis: possible role of vitamin D in asthma.

Background. Based on the evidence that vitamin D is involved in the development of immune system and vitamin D receptor gene is associated with asthma, we supposed that vitamin D is related to the development of asthma. Methods. Asthma patients were identified from the Swedish Hospital Discharge Register and the hospitalization rate was examined by different seasons and regions. Standardized incid

p38 MAPK regulates ischemia-reperfusion-induced recruitment of leukocytes in the colon.

BACKGROUND: Our objective was to examine the role of p38 mitogen-activated protein kinase (MAPK) in ischemia-reperfusion (I/R)-induced recruitment or leukocytes in the colon. METHODS: C57/Bl6 mice were subjected to 30 minutes of ischemia by clamping the superior mesenteric artery followed by 2 hours of reperfusion. Animals were pretreated with the selective p38 MAPK inhibitors SB 239063 and SKF 86

Early human pregnancy serum cytokine levels predict autoimmunity in offspring.

It is generally believed that pregnancy is mediated by a Th2 response, which includes cytokines that promote placental growth and are involved in inducing tolerance to the foetus. If the balance between Th1/and Th2-mediated cytokines is disrupted, systemic and local changes could predispose the foetus to future disease. Therefore, a shift in the Th1/Th2 balance during pregnancy, possibly caused by

Pathophysiology and treatment of focal cerebral ischemia. Part I: Pathophysiology.

This article examines the pathophysiology of lesions caused by focal cerebral ischemia. Ischemia due to middle cerebral artery occlusion encompasses a densely ischemic focus and a less densely ischemic penumbral zone. Cells in the focus are usually doomed unless reperfusion is quickly instituted. In contrast, although the penumbra contains cells "at risk," these may remain viable for at least 4 to