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具有时变杠杆效应的已实现GARCH模型
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作者 林金官 毛义之 郝红霞 《统计学报》 2023年第1期23-35,共13页
杠杆效应是金融市场中的一种常见现象。为了更好地刻画杠杆效应的时变性,首先基于线性样条函数将时变杠杆效应引入了经典已实现GARCH模型,得到了具有时变杠杆效应的已实现GARCH模型,并给出了模型的参数估计及其算法。其次,模拟研究了本... 杠杆效应是金融市场中的一种常见现象。为了更好地刻画杠杆效应的时变性,首先基于线性样条函数将时变杠杆效应引入了经典已实现GARCH模型,得到了具有时变杠杆效应的已实现GARCH模型,并给出了模型的参数估计及其算法。其次,模拟研究了本文所提模型在有无杠杆效应、不同样本容量及不同噪声选取下的有限样本表现。最后,利用伦敦富时100指数实证分析了本文所提模型相比于经典已实现GARCH模型的优越性。 展开更多
关键词 已实现波动率 GARCH模型 时变杠杆效应 杠杆函数
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肝胃百合汤对慢性应激与幽门螺杆菌双重损伤因素模型小鼠胃黏膜组织TFF1、p-ERK蛋白表达的影响 被引量:6
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作者 喻斌 曾孟晖 +6 位作者 徐寅 阳力 周赛男 杜珊 毛一之 李珍 李玲 《中国中医药信息杂志》 CAS CSCD 2018年第10期44-48,共5页
目的观察肝胃百合汤对慢性应激与幽门螺杆菌(Hp)双重损伤因素模型小鼠胃黏膜组织三叶因子1(TFF1)、磷酸化细胞外信号调节激酶(p-ERK)蛋白表达的影响,探讨其治疗慢性应激性胃溃疡合并Hp感染的相关机制。方法将60只BALB/c雄性小鼠随机分... 目的观察肝胃百合汤对慢性应激与幽门螺杆菌(Hp)双重损伤因素模型小鼠胃黏膜组织三叶因子1(TFF1)、磷酸化细胞外信号调节激酶(p-ERK)蛋白表达的影响,探讨其治疗慢性应激性胃溃疡合并Hp感染的相关机制。方法将60只BALB/c雄性小鼠随机分为空白组、应激组、单纯Hp组、双重因素组、肝胃百合汤组、雷尼替丁组,每组10只,选取10种不可预知刺激因素制备慢性应激小鼠模型,造模第7日给予单纯Hp组、双重因素组、肝胃百合汤组、雷尼替丁组灌胃Hp菌液;肝胃百合汤组给予肝胃百合汤灌胃,雷尼替丁组给予雷尼替丁灌胃,其余各组给予蒸馏水灌胃。采用免疫组化检测小鼠胃黏膜组织TFF1、p-ERK蛋白表达。结果双重因素组溃疡指数与TFF1、p-ERK蛋白表达明显高于空白组(P<0.01);与双重因素组比较,肝胃百合汤组和雷尼替丁组溃疡指数显著降低(P<0.01),且肝胃百合汤组明显低于雷尼替丁组(P<0.01);肝胃百合汤组和雷尼替丁组TFF1、p-ERK蛋白表达明显高于双重因素组(P<0.05,P<0.01),且肝胃百合汤组明显高于雷尼替丁组(P<0.01)。结论慢性应激与Hp可协同致胃黏膜损伤,肝胃百合汤可促进TFF1、p-ERK的表达及胃黏膜的修复,达到促进溃疡愈合的目的。 展开更多
关键词 肝胃百合汤 慢性应激性胃溃疡 幽门螺杆菌 三叶因子1 磷酸化细胞外信号调节激酶 小鼠
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Network Pharmacology Approach to Investigate the Preventive Mechanism of Hunan Expert Group Recommended Chinese Medicine Prevention No.2 Prescription Against COVID-19 被引量:1
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作者 WU Hua-Ying LI Jing +4 位作者 mao yi-zhi YUAN Zhi-Ying LI Feng LI Liang HUANG Hui-Yong 《Digital Chinese Medicine》 2020年第2期116-132,共17页
Objective To explore the possible preventive mechanism of Hunan expert group recommended Chinese medicine prescription of No.2(Pre-No.2)against coronavirus disease 2019(COVID-19)by network pharmacology method.Methods ... Objective To explore the possible preventive mechanism of Hunan expert group recommended Chinese medicine prescription of No.2(Pre-No.2)against coronavirus disease 2019(COVID-19)by network pharmacology method.Methods The target proteins of effective components and active compounds in Pre-No.2 were screened by searching the Traditional Chinese Medicine Systems Pharmacology Database and Analysis Platform(TCMSP).A component-target-disease interaction network of Pre-No.2 was constructed by Cytoscape 3.7.2,gene ontology(GO)analysis,and Kyoto encyclopedia of genes and genomes(KEGG)analysis of target protein pathway by DAVID.Results A total of 163 compounds and 278 target protein targets in Pre-No.2 were collected from the TCMSP database.Kaempferol,wogonin,7-methoxy-2-methyl isoflavone,formononetin,isorhamnetin,and licochalcone A were the most frequent targets in the regulatory network.GO enrichment analysis showed that Pre-No.2 regulated response to virus,viral processes,humoral immune responses,defense responses to virus and viral entry into host cells.KEGG enrichment analysis showed that the formula regulated the NF-κB signaling pathway,B cell receptor signaling pathway,viral carcinogenesis,T cell signaling pathway and FcγR-mediated phagocytosis signaling pathway.Conclusions Pre-No.2 may play a preventive role against COVID-19 through regulation of the Toll-like signaling,T cell signaling,B cell signaling and other signaling pathways.It may regulate the immune system to protect against anti-influenza virus. 展开更多
关键词 Hunan expert group recommended Chinese medicine prevention No.2 prescription(Pre-No.2) Coronavirus disease 2019(COVID-19) Network pharmacology Immune system
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