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Sensitivity of the causality in variance tests to GARCH(1,1) parameters

In this paper we discuss the sensitivity of causality of variance tests to the GARCH\((1,1)\) parameters. The idea of study is to investigate the impact of a number of volatile data sets on volatility spillover tests. We investigate a type of data generating process, AR(1)-GARCH(1,1), with an extensive set of Monte Carlo simulations. It is found that causation pattern, due to causality between two

Isolation and sequence analysis of a cDNA clone encoding the fifth complement component

We have used available protein sequence data for the anaphylatoxin (C5a) portion of the fifth component of human complement (residues 19-25) to synthesize a mixed-sequence oligonucleotide probe. The labeled oligonucleotide was then used to screen a human liver cDNA library, and a single candidate cDNA clone of 1.85 kilobase pairs was isolated. Hybridization of the mixed-sequence probe to the compl