238 research outputs found
Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models
No full textLarge and very large portfolios of financial assets are routine for many individuals and organizations. The two most widely used models of conditional covariances and correlations are BEKK and DCC. BEKK suffers from the archetypal "curse of dimensionality" whereas DCC does not. This is a misleading interpretation of the suitability of the two models to be used in practice. The primary purposes of the paper are to define targeting as an aid in estimating matrices associated with large numbers of financial assets, analyze the similarities and dissimilarities between BEKK and DCC, both with and without targeting, on the basis of structural derivation, the analytical forms of the sufficient conditions for the existence of moments, and the sufficient conditions for consistency and asymptotic normality, and computational tractability for very large (that is, ultra high) numbers of financial assets, to present a consistent two step estimation method for the DCC model, and to determine whether BEKK or DCC should be preferred in practical applications.
Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models
No full textLarge and very large portfolios of financial assets are routine for many individuals and organizations. The two most widely used models of conditional covariances and correlations are BEKK and DCC. BEKK suffers from the archetypal "curse of dimensionality" whereas DCC does not. This is a misleading interpretation of the suitability of the two models to be used in practice. The primary purposes of the paper are to define targeting as an aid in estimating matrices associated with large numbers of financial assets, analyze the similarities and dissimilarities between BEKK and DCC, both with and without targeting, on the basis of structural derivation, the analytical forms of the sufficient conditions for the existence of moments, and the sufficient conditions for consistency and asymptotic normality, and computational tractability for very large (that is, ultra high) numbers of financial assets, to present a consistent two step estimation method for the DCC model, and to determine whether BEKK or DCC should be preferred in practical applications.Conditional correlations, Conditional covariances, Diagonal models, Forecasting, Generalized models, Hadamard models, Scalar models, Targeting.
The Crystal Structure of Netrin-1 in Complex with DCC Reveals the Bifunctionality of Netrin-1 As a Guidance Cue
No full textSummaryNetrin-1 is a guidance cue that can trigger either attraction or repulsion effects on migrating axons of neurons, depending on the repertoire of receptors available on the growth cone. How a single chemotropic molecule can act in such contradictory ways has long been a puzzle at the molecular level. Here we present the crystal structure of netrin-1 in complex with the Deleted in Colorectal Cancer (DCC) receptor. We show that one netrin-1 molecule can simultaneously bind to two DCC molecules through a DCC-specific site and through a unique generic receptor binding site, where sulfate ions staple together positively charged patches on both DCC and netrin-1. Furthermore, we demonstrate that UNC5A can replace DCC on the generic receptor binding site to switch the response from attraction to repulsion. We propose that the modularity of binding allows for the association of other netrin receptors at the generic binding site, eliciting alternative turning responses
DCC/NTN1 complex mutations in patients with congenital hypogonadotropic hypogonadism impair GnRH neuron development
No full text\ua9 The Author 2017. Congenital hypogonadotropic hypogonadism(CHH) is a rare genetic disease characterized by absent puberty and infertility due to GnRH deficiency, and is often associated with anosmia [Kallmann syndrome (KS)]. The genetic etiology of CHH is heterogeneous, andmore than 30 genes have been implicated in approximately 50% of patients with CHH.We hypothesized that genes encoding axon-guidance proteins containing fibronectin type-III (FN3) domains (similar to ANOS1, the first gene associated with KS), aremutated in CHH.We performed whole-exome sequencing in a cohort of 133 CHH probands to test this hypothesis, and identified rare sequence variants (RSVs) in genes encoding for the FN3-domain encoding protein deleted in colorectal cancer (DCC) and its ligand Netrin-1 (NTN1). In vitro studies of these RSVs revealed altered intracellular signaling associated with defects in cellmorphology, and confirmed five heterozygous DCCmutations in 6 probands-5 of which presented as KS. Two KS probands carry heterozygousmutations in both DCC and NTN1 consistent with oligogenic inheritance. Further, we show that Netrin-1 promotesmigration in immortalized GnRH neurons (GN11 cells). This study implicates DCC and NTN1 mutations in the pathophysiology of CHH consistent with the role of these two genes in the ontogeny of GnRH neurons inmice
Author response image 2.
No full textRNA-binding proteins (RBPs) control multiple aspects of post-transcriptional gene regulation and function during various biological processes in the nervous system. To further reveal the functional significance of RBPs during neural development, we carried out an in vivo RNAi screen in the dorsal spinal cord interneurons, including the commissural neurons. We found that the NOVA family of RBPs play a key role in neuronal migration, axon outgrowth, and axon guidance. Interestingly, Nova mutants display similar defects as the knockout of the Dcc transmembrane receptor. We show here that Nova deficiency disrupts the alternative splicing of Dcc, and that restoring Dcc splicing in Nova knockouts is able to rescue the defects. Together, our results demonstrate that the production of DCC splice variants controlled by NOVA has a crucial function during many stages of commissural neuron development
Report of a Novel Homozygous Intragenic DCC Duplication and a Review of Literature of Developmental Split-Brain Syndrome aka Horizontal Gaze Palsy with Progressive Scoliosis-2 with Impaired Intellectual Development Syndrome
No full textAbstract
Introduction:
Horizontal gaze palsy with progressive scoliosis-2 (HGPPS2, MIM 617542) with impaired intellectual development aka developmental split-brain syndrome is an ultra-rare congenital disorder caused by pathogenic biallelic variants in the deleted in colorectal cancer (DCC) gene.
Case Presentation:
We report the clinical and genetic characterization of a Syrian patient with a HGPPS2 phenotype and review the previously published cases of HGPPS2. The genetic screening was performed using exome sequencing on Illumina platform. Genetic analysis revealed a novel DCC c.(?_1912)_(2359_?)dup, p.(Ser788Tyrfs*4) variant segregating recessively in the family. This type of variant has not been described previously in the HGPPS2 patients. To date, including the case reported here, three different homozygous pathogenic frameshift variants, one homozygous missense variant, and an intragenic duplication in the DCC gene have been reported in 8 patients with the HGPPS2 syndrome.
Conclusion:
The analysis of duplications and deletions in the DCC should be included in the routine genetic diagnostic evaluation of patients with suspected HGPPS2. This report expands the knowledge of phenotypic and genotypic spectrum of pathogenic variants causing HGPPS2.Abstract
Introduction:
Horizontal gaze palsy with progressive scoliosis-2 (HGPPS2, MIM 617542) with impaired intellectual development aka developmental split-brain syndrome is an ultra-rare congenital disorder caused by pathogenic biallelic variants in the deleted in colorectal cancer (DCC) gene.
Case Presentation:
We report the clinical and genetic characterization of a Syrian patient with a HGPPS2 phenotype and review the previously published cases of HGPPS2. The genetic screening was performed using exome sequencing on Illumina platform. Genetic analysis revealed a novel DCC c.(?_1912)_(2359_?)dup, p.(Ser788Tyrfs*4) variant segregating recessively in the family. This type of variant has not been described previously in the HGPPS2 patients. To date, including the case reported here, three different homozygous pathogenic frameshift variants, one homozygous missense variant, and an intragenic duplication in the DCC gene have been reported in 8 patients with the HGPPS2 syndrome.
Conclusion:
The analysis of duplications and deletions in the DCC should be included in the routine genetic diagnostic evaluation of patients with suspected HGPPS2. This report expands the knowledge of phenotypic and genotypic spectrum of pathogenic variants causing HGPPS2
Dynamic Correlations between Real Estate Prices and International Speculative Capital Flows: An Empirical Study Based on DCC-MGARCH Method
No full textAbstractThis paper employs DCC-MGARCH to calculate the dynamic correlation coefficient between international capital flows and real estate prices. Then it uses VAR model to analyze the relationship between the dynamic correlations between international capitals flows and real estate prices. The empirical study shows that there is a steady positive correlation between real estate prices and international short-term capital flows. When the real estate prices go up, the correlation coefficient is higher, which will lead the short-term international capital to entry. However, when the prices suffer a downturn, the correlation coefficient is lower, which will lead it to quit. The entry of short-term international capital will contribute to the increase of the real estate prices
- …
