Mass media and the Internet have emerged as enablers for terrorist planning, facilitation, and communication. The Internet allows terrorists to operate without the confines of borders and increases the potential impact on victims. The purpose of this phenomenological study was to explore the perceptions of American terrorist experts on how terrorists' Internet use has shaped international terrorism. Stepanova's asymmetric conflict theory served as the theoretical framework of this study. Specifically, this study explored terrorists' Internet-based recruitment strategies, the ways in which those recruitment efforts were supported in the United States, the measures to counter such recruitment efforts, and the future direction of terrorist recruitment in the 21st century. Data were collected through in-depth semistructured interviews with a purposive sample of 10 American terrorist experts. Data were analyzed using thematic coding. Findings indicated that terrorists' Internet use has resulted in challenges for counterterrorism agencies in the United States and abroad due to the ability of terrorists to easily close, change, and create new websites or accounts. These findings may inform the work of domestic and international counterterrorism entities in creating policy objectives that address the fluid nature of Internet recruitment, including proactive and coordinated responses by member states. This action may improve the United States' security through more effective recognition and response to terrorist Internet tactics.

O conhecimento do risco de ativos financeiros é de fundamental importância para gestão ativa de carteiras, determinação de preços de opções e análise de sensibilidade de retornos. O risco é medido através da variância estatística e há na literatura diversos modelos econométricos que servem a esta finalidade. Esta pesquisa contempla o estudo de modelos determinísticos de volatilidade, mais especificamente os modelos GARCH simétricos e assimétricos. O período de análise foi dividido em dois: de janeiro de 2000 à fevereiro de 2008 e à outubro de 2008. Tal procedimento foi adotado procurando identificar a influência da crise econômica originada nos EUA nos modelos de volatilidade. O setor escolhido para o estudo foi o mercado de petróleo e foram escolhidas as nove maiores empresas do setor de acordo com a capacidade produtiva e reservas de petróleo. Além destas, foram modeladas também as commodities negociadas na Bolsa de Valores de Nova York: o barril de petróleo do tipo Brent e WTI. A escolha deste setor deve-se a sua grande importância econômica e estratégica para todas as nações. Os resultados encontrados mostraram que não houve um padrão de modelo de volatilidade para todos os ativos estudados e para a grande maioria dos ativos, há presença de assimetria nos retornos, sendo o modelo GJR (1,1) o que mais prevaleceu, segundo a modelagem pelo método da máxima verossimilhança. Houve aderência, em 81% dos casos, dos ativos a um determinado modelo de volatilidade, alterando apenas, como eram esperados, os coeficientes de reatividade e persistência. Com relação a estes, percebe-se que a crise aumentou os coeficientes de reatividade para alguns ativos. Ao se compararem as volatilidades estimadas de curto prazo, percebe-se que o agravamento da crise introduziu uma elevação média de 265,4% em relação ao período anterior, indicando um aumento substancial de risco. Para a volatilidade de longo prazo, o aumento médio foi de 7,9%, sugerindo que os choques reativos introduzidos com a crise, tendem a ser dissipados ao longo do tempo. / The knowledge of the risk of financial assets is of basic importance for active management of portfolios, determination of prices of options and analysis of sensitivity of returns. The risk is measured through the variance statistics and has in literature several econometrical models that serve to this purpose. This research contemplates the study of deterministic models of volatility, more specifically symmetrical and asymmetrical models GARCH. The period of analysis was divided in two: January of 2000 to the February of 2008 and the October of 2008. Such a proceeding was adopted trying to identify the influence of the economic crisis given rise in U.S.A. in the volatility models. The sector chosen for the study was the oil market and had been chosen the nine bigger companies of the sector in accordance with the productive capacity and reserves of oil. Beyond these, there were modeled also the commodities negotiated in the Stock Exchange of New York: the barrel of oil of the types Brent and WTI. The choice of this sector is due to his great economical and strategic importance for all the nations. The results showed that there was no a standard of model of volatility for all the studied assets and for the majority of them, there is presence of asymmetry in the returns, being the model GJR (1,1) that more prevailed, according to the method of likelihood. There was adherence, in 81 % of the cases, of the assets to a determined model of volatility, altering only the coefficients of reactivity and persistence. Regarding these, it is realized that the crisis increased the coefficients of reactivity for some assets. In relation to the volatilities of short term, it is realized that the aggravation of the crisis introduced an elevation of 265,4% regarding the previous period, indicating a substantial increase of risk. In relation to the volatility of long term, the increase was 7,9 %, suggesting that the reactive shocks introduced with the crisis have a tendency to be dispersed along the time.

O conhecimento do risco de ativos financeiros é de fundamental importância para gestão ativa de carteiras, determinação de preços de opções e análise de sensibilidade de retornos. O risco é medido através da variância estatística e há na literatura diversos modelos econométricos que servem a esta finalidade. Esta pesquisa contempla o estudo de modelos determinísticos de volatilidade, mais especificamente os modelos GARCH simétricos e assimétricos. O período de análise foi dividido em dois: de janeiro de 2000 à fevereiro de 2008 e à outubro de 2008. Tal procedimento foi adotado procurando identificar a influência da crise econômica originada nos EUA nos modelos de volatilidade. O setor escolhido para o estudo foi o mercado de petróleo e foram escolhidas as nove maiores empresas do setor de acordo com a capacidade produtiva e reservas de petróleo. Além destas, foram modeladas também as commodities negociadas na Bolsa de Valores de Nova York: o barril de petróleo do tipo Brent e WTI. A escolha deste setor deve-se a sua grande importância econômica e estratégica para todas as nações. Os resultados encontrados mostraram que não houve um padrão de modelo de volatilidade para todos os ativos estudados e para a grande maioria dos ativos, há presença de assimetria nos retornos, sendo o modelo GJR (1,1) o que mais prevaleceu, segundo a modelagem pelo método da máxima verossimilhança. Houve aderência, em 81% dos casos, dos ativos a um determinado modelo de volatilidade, alterando apenas, como eram esperados, os coeficientes de reatividade e persistência. Com relação a estes, percebe-se que a crise aumentou os coeficientes de reatividade para alguns ativos. Ao se compararem as volatilidades estimadas de curto prazo, percebe-se que o agravamento da crise introduziu uma elevação média de 265,4% em relação ao período anterior, indicando um aumento substancial de risco. Para a volatilidade de longo prazo, o aumento médio foi de 7,9%, sugerindo que os choques reativos introduzidos com a crise, tendem a ser dissipados ao longo do tempo. / The knowledge of the risk of financial assets is of basic importance for active management of portfolios, determination of prices of options and analysis of sensitivity of returns. The risk is measured through the variance statistics and has in literature several econometrical models that serve to this purpose. This research contemplates the study of deterministic models of volatility, more specifically symmetrical and asymmetrical models GARCH. The period of analysis was divided in two: January of 2000 to the February of 2008 and the October of 2008. Such a proceeding was adopted trying to identify the influence of the economic crisis given rise in U.S.A. in the volatility models. The sector chosen for the study was the oil market and had been chosen the nine bigger companies of the sector in accordance with the productive capacity and reserves of oil. Beyond these, there were modeled also the commodities negotiated in the Stock Exchange of New York: the barrel of oil of the types Brent and WTI. The choice of this sector is due to his great economical and strategic importance for all the nations. The results showed that there was no a standard of model of volatility for all the studied assets and for the majority of them, there is presence of asymmetry in the returns, being the model GJR (1,1) that more prevailed, according to the method of likelihood. There was adherence, in 81 % of the cases, of the assets to a determined model of volatility, altering only the coefficients of reactivity and persistence. Regarding these, it is realized that the crisis increased the coefficients of reactivity for some assets. In relation to the volatilities of short term, it is realized that the aggravation of the crisis introduced an elevation of 265,4% regarding the previous period, indicating a substantial increase of risk. In relation to the volatility of long term, the increase was 7,9 %, suggesting that the reactive shocks introduced with the crisis have a tendency to be dispersed along the time.

O conhecimento do risco de ativos financeiros é de fundamental importância para gestão ativa de carteiras, determinação de preços de opções e análise de sensibilidade de retornos. O risco é medido através da variância estatística e há na literatura diversos modelos econométricos que servem a esta finalidade. Esta pesquisa contempla o estudo de modelos determinísticos de volatilidade, mais especificamente os modelos GARCH simétricos e assimétricos. O período de análise foi dividido em dois: de janeiro de 2000 à fevereiro de 2008 e à outubro de 2008. Tal procedimento foi adotado procurando identificar a influência da crise econômica originada nos EUA nos modelos de volatilidade. O setor escolhido para o estudo foi o mercado de petróleo e foram escolhidas as nove maiores empresas do setor de acordo com a capacidade produtiva e reservas de petróleo. Além destas, foram modeladas também as commodities negociadas na Bolsa de Valores de Nova York: o barril de petróleo do tipo Brent e WTI. A escolha deste setor deve-se a sua grande importância econômica e estratégica para todas as nações. Os resultados encontrados mostraram que não houve um padrão de modelo de volatilidade para todos os ativos estudados e para a grande maioria dos ativos, há presença de assimetria nos retornos, sendo o modelo GJR (1,1) o que mais prevaleceu, segundo a modelagem pelo método da máxima verossimilhança. Houve aderência, em 81% dos casos, dos ativos a um determinado modelo de volatilidade, alterando apenas, como eram esperados, os coeficientes de reatividade e persistência. Com relação a estes, percebe-se que a crise aumentou os coeficientes de reatividade para alguns ativos. Ao se compararem as volatilidades estimadas de curto prazo, percebe-se que o agravamento da crise introduziu uma elevação média de 265,4% em relação ao período anterior, indicando um aumento substancial de risco. Para a volatilidade de longo prazo, o aumento médio foi de 7,9%, sugerindo que os choques reativos introduzidos com a crise, tendem a ser dissipados ao longo do tempo. / The knowledge of the risk of financial assets is of basic importance for active management of portfolios, determination of prices of options and analysis of sensitivity of returns. The risk is measured through the variance statistics and has in literature several econometrical models that serve to this purpose. This research contemplates the study of deterministic models of volatility, more specifically symmetrical and asymmetrical models GARCH. The period of analysis was divided in two: January of 2000 to the February of 2008 and the October of 2008. Such a proceeding was adopted trying to identify the influence of the economic crisis given rise in U.S.A. in the volatility models. The sector chosen for the study was the oil market and had been chosen the nine bigger companies of the sector in accordance with the productive capacity and reserves of oil. Beyond these, there were modeled also the commodities negotiated in the Stock Exchange of New York: the barrel of oil of the types Brent and WTI. The choice of this sector is due to his great economical and strategic importance for all the nations. The results showed that there was no a standard of model of volatility for all the studied assets and for the majority of them, there is presence of asymmetry in the returns, being the model GJR (1,1) that more prevailed, according to the method of likelihood. There was adherence, in 81 % of the cases, of the assets to a determined model of volatility, altering only the coefficients of reactivity and persistence. Regarding these, it is realized that the crisis increased the coefficients of reactivity for some assets. In relation to the volatilities of short term, it is realized that the aggravation of the crisis introduced an elevation of 265,4% regarding the previous period, indicating a substantial increase of risk. In relation to the volatility of long term, the increase was 7,9 %, suggesting that the reactive shocks introduced with the crisis have a tendency to be dispersed along the time.

L'étude de l'os est d'un intérêt majeur en Anthropologie. Constituant la charpente des vertébrés, le squelette est le reflet de l'activité motrice. En effet, chaque élément du squelette a une fonction dictée par sa forme et un rôle autorisé par sa morphologie. C'est l'illustration la plus visible de l'adaptation. Ce processus est largement étudié dans la lignée humaine et ce dogme est au cœur de nombreuses recherches en Anthropobiologie. Ces caractères sont inscrits dans la forme de l'os. Chaque courbure, apophyse ou crête témoignent au moins en partie de l'action d'un muscle ou d'une fonction dictée par un lent processus évolutif voire adaptatif. Cette évolution se fait par l'évolution de caractères externes de l'os par sa forme ou l'anatomie " visible " d'une part et par l'évolution de caractères plus internes, subtils et directement lié aux propriétés biomécaniques de l'os à savoir l'os trabéculaire. L'os trabéculaire est un matériau plus fragile, déformable que l'os cortical. Il constitue une trace indirecte des contraintes appliquées squelette. C'est ainsi que les activités locomotrices, alimentaires ou occupationnelle seront inscrite dans l'endostructure osseuse. C'est la théorie développée par Wolff dès 1870 dans " The law of bone remodelling ". Il développa cette conception d'un processus actif, évolutif par l'observation macroscopique des travées de l'extrémité supérieure du fémur chez l'homme. Si la contrainte exercée sur un os en particulier augmente, il va se remodeler pour devenir plus rigide et résister à la charge dans ce segment d'os particulier et pour cette force particulière de contrainte. Nous avons étudié cette théorie sur deux modèles chez le vivant au niveau du membre supérieur et au niveau du membre inférieur pour caractériser les contraintes asymétriques appliquées à l'os trabéculaires. La latéralité ou préférence manuelle est un exemple d'activité asymétrique. Ses effets sur l'os sont bien connus lors de la pratique de sports intensifs ou d'activités très latéralisées. Cependant peu de données existent sur les activités usuelles et la préférence manuelle de l'homme jeune sans activité particulière. Par une étude en microscanner avec des coupes de 41 microns, des volumes d'intérêt dans les os du squelette carpien radial ont été réalisés sur des individus d'âge jeune sans antécédent particulier de façon bilatérale. Plusieurs variables cliniques et anthropométriques ont également été recueillis. Nous avons pu mettre en évidence des caractères endostructuraux expliquant la variabilité interindividuelles en les comparant avec des éléments anthropomorphiques et la force de serrage manuelle. Par ailleurs, les défauts d'axe en varus ou en valgus exercent des contraintes asymétriques également sur les articulations portantes. La chirurgie prothétique du genou croit ces dernières années de façon exponentielle par un effet conjoint de l'amélioration des techniques, et l'augmentation de l'incidence de l'arthrose. / The study of bone is of major interest in Anthropology. The skeleton is an image of motor activity. Indeed, every element of the skeleton has a function dictated by its shape and role and then by its morphology. This illustrates the most visible adaptation of the bone. This process is widely studied in the human lineage. This theory is an important path of research in Anthropology. These characters are inscribed in the shape of the bone. Each curve, or crest reflect the action of a muscle or a function dictated by a slow evolutionary process. This change is by changing external characteristics of the bone by its form or anatomy "visible" on the one hand and by the evolution of more internal character, subtle and directly related to the biomechanical properties of bone namely trabecular bone. Trabecular bone is a more brittle material, deformable than cortical bone. It is an indirect trace of the stresses applied to the bone. Thus locomotion, feeding or occupational activities can be analyzed into the bone endostructure. This is the theory developed by Wolff in 1870 in "The law of bone remodeling." He developed this idea of ??an active, evolving process by macroscopic observation of the spans of the proximal femur in humans. If the stress on a particular bone increases, it will remodel to become more rigid and withstand the load in that particular bone segment and for this particular force of constraint. We studied this theory on two models in the living human being. One concerned the upper limb and the second the lower limb to characterize asymmetrical forces on trabecular bone. Laterality or handedness is an example of asymmetrical activity. Its effects on bone are well known in the practice of intensive sports or very lateralized activities. However, little data exist on the usual activities and the handedness of the young man with no particular activity. We performed a microCT study with cuts 41 microns slices. Volumes of interest in radial carpal bones were performed on both sides on young human adults without particular medical history. Several clinical and anthropometric variables were also collected. We were able to highlight endostructural patterns explaining the interindividual variability in comparison with anthropometric parameters and crush or pinch grip. Furthermore, axis deviations in varus or valgus exert asymmetric constraints also on weight-bearing joints. The prosthetic knee surgery increases exponentially in the last decades by a combined effect of improved techniques and the increased incidence of osteoarthritis. The OA is multifactorial but the weight has a major effect on cartilage wear. We further know that the morphology and deformation of members influence this phenomenon. We wanted to characterize the response of the bone to endostructure these asymmetrical stresses on the tibial plateau. We collected tibial plateaus during total joint replacement surgeries for knee and compare the bone under chondral internal and external with microCT 7.4 micron slices. Some parameters highlight the major effect weight and body mass such as bone volume fraction BV/TV, structure model index SMI, trabecular space Tb. and trabecular number Tb.N. Subchondral densification during osteoarthritis is associated with a reduction in its elastic modulus, which could increase cartilage stress, and accelerate cartilage loss.