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This study develops a term structure model for VIX futures. Instead of deriving the VIX futures price from a model for the instantaneous variance of the S&P 500 or a model for the VIX, the VIX futures price dynamics are specified exogenously. The empirical features of VIX futures returns (positive skewness, excess kurtosis, and a decreasing volatility term structure for longer term expirations

The psychometric properties of the Child PTSD Symptom Scale (CPSS) were examined in 2 samples. Sample 1 (N 185, ages 6–17 years) consisted of children recruited from hospitals after accidental injury, assault, and road traffic trauma, and assessed 6 months posttrauma. Sample 2 (N 68, ages 6–17 years) comprised treatment-seeking children who had experienced diverse traumas. In both samples psychome

Although flying insects have limited visual acuity (approx. 1°) and relatively small brains, many species pursue tiny targets against cluttered backgrounds with high success. Our previous computational model, inspired by electrophysiological recordings from insect 'small target motion detector' (STMD) neurons, did not account for several key properties described from the biological system. These i

To investigate whether preoperative retinal function measured by full-field ERG and multifocal ERG is correlated to postoperative visual acuity after macular hole surgery.

Benchmarking is becoming a more and more commonly used method for quality assurance and enhancement in higher education today. The aim of this study was to explore the impact and value of benchmarking e-learning in universities. Two European benchmarking initiatives, E-xcellence+ through the European Association of Distance Teaching Universities [EADTU] and an e-learning benchmarking exercise thro

Background: Self-injury, a manifestation of severe psychological distress, is increased in cancer-bereaved youths. Little is known about the potential influence on the risk for self-injury of factors that could be clinically relevant to and modifiable by the health-care professionals involved in the care of the dying parent. Methods: In a nationwide population-based anonymous study, 622 (73.1%) yo

The preservative methylchloroisothiazolinone/methylisothiazolinone (MCI/MI) is a well-known sensitiser and present in most baseline series since at least 20 years. The proportions of MCI/MI are 3:1. MI alone has been used as a preservative in occupational and household products, and cosmetics since less than 10 years. MCI/MI tested at 100 ppm fails to detect a significant percentage of contact-all

The New Zealand emissions trading scheme (NZ ETS) is one of the first national-level GHG trading schemes outside Europe. It is also unique in its design and comprehensive sectoral coverage, including forestry. This paper provides an ex-post-assessment of market behavior in the NZ ETS in its first phase (2008-2012). Findings are based on quantitative evidence on prices and units, as well as qualita

Objective: Compare the impact of two interventions, a web-based support and a folder support, for young persons who care for people who suffer from mental illness. Methods: This study was a randomized control trial, following the CONSORT statements, which compared the impact of two interventions. Primary outcome variable was stress, and secondary outcome variables were caring situation, general se

We introduce a new solution concept to problems with externalities, which is the first in the literature to take into account economic, regulatory and physical stability aspects of network problems in the very same model. A new class of cooperative games is defined where the worth of a coalition depends on the behavior of other players and on the state of nature as well. We allow for coalitions to

A fundamental aspect in the regulation of the continuity of electricity supply is the identification of faults that could be caused by an exceptional event and, therefore, that are outside the utility control and responsibility. Different methods have been proposed during the years: the interpretation of the observed faults as a signal of an underlying system naturally leads to the analysis of the

Stereoscopic rendering and 3D stereo displays are quickly becoming mainstream. The natural extension is autostereoscopic multi-view displays, which by the use of parallax barriers or lenticular lenses, can accommodate many simultaneous viewers without the need for active or passive glasses. As these displays, for the foreseeable future, will support only a rather limited number of views, there is

BACKGROUND: In a retrospective study on node-negative breast cancer, a prognostic index consisting of a proliferation factor, S-phase fraction (SPF), progesterone receptor status (PR), and tumour size identified one-third of patients as high risk, with a sixfold increased risk of breast cancer death. This prospective multicenter cohort study was set up to validate the index. PATIENTS AND METHODS:

Using X-ray photoemission spectroscopy (XPS) and scanning tunneling microscopy (STM) we resolve the temperature-, time-, and flake size-dependent intercalation phases of oxygen underneath graphene on Ir(111) formed upon exposure to molecular oxygen. Through the applied pressure of molecular oxygen the atomic oxygen created on the bare Ir terraces is driven underneath graphene flakes. The importanc

Matrix metalloproteinases (MMPs) degrade extracellular matrix proteins and play important roles in development and tissue repair. They have also been shown to have both protective and pathogenic effects in atherosclerosis, and experimental studies have suggested that MMP-12 contributes to plaque growth and destabilization. The objective of this study was to investigate the associations between cir

This paper investigates the explanatory power of development, prosperity and regulatory capability as proximate causes of non-indigenous species (NIS) occurrence in different countries, doing this by statistically analysing a global cross-sectional data set. Since the quantification of development is subject to much discussion, two different indicators are tested: gross domestic product (GDP) per

Free-living organisms are exposed to a wide range of stressors, all of which can disrupt components of stress-related and detoxification physiology. The subsequent accumulation of somatic damage is widely believed to play a major role in the evolution of senescence. Organisms have evolved sophisticated physiological regulatory mechanisms to maintain homeostasis in response to environmental perturb

We consider a distribution system consisting of a central warehouse and a group of retailers facing independent stochastic demand. The retailers replenish from the warehouse, and the warehouse from an outside supplier with ample supply. Time is continuous. Most previous studies on inventory control policies for this system have considered stock-based batch-ordering policies. We develop a time-base