This thesis consists of three essays in empirical finance and macroeconomics. The first essay proposes a new structural-break vector autoregressive model for predicting real output growth by the nominal yield curve. The model allows for the possibility of both in-sample and out-of-sample breaks in parameter values and uses information in historical regimes to make inference on out-of-sample breaks. A Bayesian estimation and forecasting procedure is developed which accounts for the uncertainty of both structural breaks and model parameters. I discuss dynamic consistency when forecasting recursively and provide a solution. Applied to monthly US data, I find strong evidence of breaks in the predictive relation between the yield curve and output growth. Incorporating the possibility of structural breaks improves out-of-sample forecasts of output growth. The second essay proposes a sequential Monte Carlo method for estimating GARCH models subject to an unknown number of structural breaks. We use particle filtering techniques that allow for fast and efficient updates of posterior quantities and forecasts in real-time. The method conveniently deals with the path dependence problem that arises in these type of models. The performance of the method is shown to work well using simulated data. Applied to daily NASDAQ returns, we find strong evidence of structural breaks in the long-run variance of returns. Models with flexible return distributions such as t-innovations or with jumps indicate fewer breaks than models with normal return innovations and are favored by the data. The third essay proposes a new tilt stochastic volatility model which extends the existing volatility models by modeling the asymmetric correlation between return and volatility innovations in a unified and flexible framework. The Efficient Importance Sampling (EIS) procedure is adapted to estimate the model. Simulation studies show that the Maximum Likelihood (ML)-EIS estimation of the model is accurate. The new model is applied to the CRSP daily returns. I find the extensions are significant and incorporating them improves the accuracy of volatility estimates.

This thesis consists of three essays in empirical finance and macroeconomics. The first essay proposes a new structural-break vector autoregressive model for predicting real output growth by the nominal yield curve. The model allows for the possibility of both in-sample and out-of-sample breaks in parameter values and uses information in historical regimes to make inference on out-of-sample breaks. A Bayesian estimation and forecasting procedure is developed which accounts for the uncertainty of both structural breaks and model parameters. I discuss dynamic consistency when forecasting recursively and provide a solution. Applied to monthly US data, I find strong evidence of breaks in the predictive relation between the yield curve and output growth. Incorporating the possibility of structural breaks improves out-of-sample forecasts of output growth. The second essay proposes a sequential Monte Carlo method for estimating GARCH models subject to an unknown number of structural breaks. We use particle filtering techniques that allow for fast and efficient updates of posterior quantities and forecasts in real-time. The method conveniently deals with the path dependence problem that arises in these type of models. The performance of the method is shown to work well using simulated data. Applied to daily NASDAQ returns, we find strong evidence of structural breaks in the long-run variance of returns. Models with flexible return distributions such as t-innovations or with jumps indicate fewer breaks than models with normal return innovations and are favored by the data. The third essay proposes a new tilt stochastic volatility model which extends the existing volatility models by modeling the asymmetric correlation between return and volatility innovations in a unified and flexible framework. The Efficient Importance Sampling (EIS) procedure is adapted to estimate the model. Simulation studies show that the Maximum Likelihood (ML)-EIS estimation of the model is accurate. The new model is applied to the CRSP daily returns. I find the extensions are significant and incorporating them improves the accuracy of volatility estimates.

Thesis (Ph.D.)--University of Nebraska-Lincoln, 2009. / Title from title screen (site viewed July 21, 2009). PDF text: xv, 386 p. : ill. (some col.) ; 10 Mb. UMI publication number: AAT 3352204. Includes bibliographical references. Also available in microfilm and microfiche formats.

The haptoglobin-haemoglobin receptor (HpHbR) is expressed by the African try- panosome, T. brucei, whilst in the bloodstream of the mammalian host. This allows ac- quisition of haem, but also results in uptake of trypanolytic factor 1, a mediator of in- nate immunity against non-human African trypanosomes. Here, the structure of HpHbR in complex with its ligand, haptoglobin-haemoglobin (HpHb), is presented, revealing an elongated binding site along the membrane-distal half of the receptor. A ~50° kink allows the simultaneous binding of two receptors to one dimeric HpHb, increasing the efficiency of ligand uptake whilst also increasing binding site exposure within the densely packed cell surface. The possibility of targeting this receptor with antibody-drug conjugates is ex- plored. The characterisation of the unexpected interaction between T. congolense HpHbR and its previously unknown ligand, haemoglobin, is also presented. This receptor is iden- tified as an epimastigote-specific protein expressed whilst the trypanosome occupies the mouthparts of the tsetse fly vector. An evolutionary pathway of the receptor is proposed, describing how the receptor has changed to adapt to a role as a bloodstream form-specific protein in T. brucei. Apolipoprotein L1 (ApoL1) is the pore-forming component of the trypanolytic factors. An expression and purification protocol for ApoL1 is presented here, and the functionality of the protein established. Initial attempts to characterise the pores and structure of ApoL1 are described.

Rocks of the western and eastern Inner Piedmont, along with the eastern Blue Ridge, comprise the Neoacadian metamorphic core of the southern Appalachians. The composite Inner Piedmont consists of the eastern Tugaloo (western Inner Piedmont) and Cat Square (eastern Inner Piedmont) terranes, which are separated by the Brindle Creek fault. Geochronologic evidence established the Brindle Creek fault as a terrane boundary within the Inner Piedmont, separating terranes of Laurentian and mixed Laurentian/Avalonian (peri-Gondwanan) zircon suites. The Newton window exposes Tugaloo terrane rocks of the Tallulah Falls Formation in the footwall of the Brindle Creek thrust sheet. Detailed geologic mapping in the western Newton window revealed structural and metamorphic similarities between rocks across the Brindle Creek fault. Peak metamorphism occurred contemporaneously with peak deformation, reaching upper amphibolite facies across both terranes. Peak Neoacadian metamorphism occurred between 360 and 345 Ma. Electron microprobe analyses of Cat Square terrane core and rim garnet-biotite and garnet-plagioclase pairs indicate an average temperature and pressure of 620 C, 3.6 kbar and 710 C, 6.1 kbar, respectively. Temperature and pressure estimates from the lower Tallulah Falls Formation core and rim analyses yield conditions of 570 C, 4.1 kbar and 690 C, 5.9 kbar, respectively. The maximum burial depth for both Cat Square and Tugaloo terrane rocks is ~20 km. The range in metamorphic ages suggests subduction and accretion occurred at a rate of 1 kilometer per 1.75 million years. Six deformational events shaped the western Newton window. D1 features are limited to amphibolite boudins of the Tugaloo terrane. D2 regional penetrative structures such as high-temperature foliations, mineral stretching lineations, and curved fold axes are the product of Neoacadian tectonism. The dominant S2 foliation trends north-northwest and dips moderately to the west-southwest. North-northwest-trending L2 mineral lineations parallel F2 fold axes, creating a curved map pattern recording crustal flow in an ancient orogenic channel. D3 resulted in open folding. The D4 event produced regional open folds. D5 and D6 features occur as joints, cataclasis, and diabase intrusion.

Poucos estudiosos têm entendido como as redes como um todo podem ser ativamente gerenciadas para atingir objetivos individuais e coletivos e criar valor. Nesse contexto, o objetivo principal desta tese foi explicar a influência direta e indireta do gerenciamento da rede no valor criado em redes estratégicas regionais. Para tanto, após identificar, teórica e empiricamente, as funções e atividades características do gerenciamento de redes, verificou-se a influência direta e indireta do gerenciamento no valor criado, bem como, o papel de construtos intermediadores nesse processo, quais sejam Qualidade das Relações e Troca e Combinação de Recursos Complementares. Metodologicamente adotou-se uma abordagem quantitativa, com utilização do método de levantamento e aplicação de questionário a 126 empresas pertencentes a três redes do setor de tecnologia da informação e comunicação do Estado de São Paulo. As relações hipotetizadas foram testadas por modelagem de equações estruturais (PSL-SEM). Em suma, os resultados demostraram que o gerenciamento de rede tem uma influência direta no valor criado (H1), além disso, Troca e Combinação de Recursos exerce um papel mediador na relação dos dois construtos mencionados (H3). A Qualidade das Relações, por sua vez, não medeia a relação entre gerenciamento e valor criado (H2), mas por outro lado, apresenta um impacto positivo na Troca e Combinação de Recursos Complementares (H4). A partir destes resultados evidenciou-se o relevante papel que as atividades de gerenciamento desempenham no processo de criação de valor, explicando sua relação direta e indireta com os resultados gerados no âmbito das redes estratégicas regionais. Dentre as principais contribuições do estudo destacam-se (i) a definição de um modelo conceitual que explique a criação de valor além da perspectiva diádica estendendo a noção de valor criado ao nível da rede como um todo; (ii) a apresentação de um roteiro de atividades que operacionalizam o gerenciamento das redes; (iii) a análise empírica dos construtos relacionados ao processo de criação e suas inter-relações fornecendo uma nova interpretação para os determinantes da criação de valor em redes. Em suma, a principal contribuição deste estudo foi prover um modelo explicativo do processo de criação de valor em redes estratégicas regionais, destacando a importância do gerenciamento para o mesmo, e atendendo à chamada de estudos que avancem na compreensão do papel do gerenciamento sobre o desempenho das redes. Além de avançar na compreensão teórica, o modelo proposto fornece uma orientação gerencial acerca das melhores práticas para o gerenciamento de redes regionais visando a criação de valor nos níveis individual e coletivo. / Few scholars have understood how networks as a whole can be actively managed to achieve individual and collective goals and create value. In this context, the main objective of this thesis was to explain the direct and indirect influence of network management on the value created in regional strategic networks. To that end, after identifying, theoretically and empirically, the functions and activities characteristic of network management, we verified the direct and indirect influence of management on the value created, as well as the role of intermediary constructs in this process, which are Quality of Relationships and Exchange and Combination of Complementary Resources. Methodologically, a quantitative approach was adopted, using the method of surveying and applying a questionnaire to 126 companies belonging to three networks in the information and communication technology sector of the State of São Paulo. The hypothesized relationships were tested by structural equation modeling (PSL-SEM). In short, the results showed that network management has a direct influence on the value created (H1). In addition, the Exchange and Resource Combination plays a mediating role in the relationship between the two mentioned constructs (H3). The Quality of Relationships, in turn, does not mediate the relationship between management and value created (H2), but on the other hand, it has a positive impact on the Exchange and Combination of Complementary Resources (H4). Based on these results, the important role that management activities played in the value creation process was explained, explaining its direct and indirect relationship with the results generated within the regional strategic networks. Among the main contributions of the study are: (i) the definition of a conceptual model that explains the creation of value beyond the perspective of the diaphragm, extending the notion of value created at the level of the network as a whole; (ii) the presentation of a roadmap of activities that operationalize the management of the networks; (iii) the empirical analysis of the constructs related to the creation process and their interrelations providing a new interpretation for the determinants of value creation in networks. In sum, the main contribution of this study was to provide an explanatory model of the process of value creation in regional strategic networks, highlighting the importance of management for the same, and taking into account the call for studies that advance the understanding of the role of management over performance networks. In addition to advancing theoretical understanding, the proposed model provides a managerial orientation about the best practices for the management of regional networks aiming at the creation of value at the individual and collective levels.

As visual display technologies move closer to producing true three dimensional displays, pixel technologies need to be ever smaller and more functional to keep pushing the boundaries. Plasmonic metasurfaces have been shown to control the phase, amplitude and/or polarisation of incoming electromagnetic radiation. Nano-fabrication advancements have resulted in the fabrication of the building blocks of such metasurfaces at nano-scale dimensions, allowing the surfaces to interact with visible light, opening up applications in visual displays. As pixel sizes shrink, smaller colour filters will be required. The excitation of plasmonic resonances in metallic nano-structure arrays have resulted in colour filters an order of magnitude smaller than what is currently commercially available. As colour filters, plasmonic metasurfaces offer numerous advantages over pigment-based colour filters used in modern commercial liquid crystal (LC) displays, including environmental, size and longevity factors. Furthermore, exploiting the wavelength and polarisation dependant scattering of nano-structures, optical components, including lenses, waveplates and holograms containing sub-wavelength pixels have been demonstrated in the visible wavelength spectrum. The metasurfaces are able to mould optical wavefronts into arbitrary shapes with sub-wavelength resolution by introducing spatial variations in the optical response of the light scatterers. The applications demonstrated so far are, on the whole, static devices, that is to say their optical properties may not be altered post fabrication. To realise the full potential of plasmonic metasurfaces to visual applications the devices must be made active. By activating structural colour surfaces, not only may pixel densities potentially be increased simply by removing the need for separate red, green and blue filters, but a new class of high definition ultra-thin display devices may be accessible, whilst the dynamic manipulation of the wavelength and polarisation properties of nano-scattering elements would open up the possibilities to create sub-wavelength holographic pixels. This thesis investigates ways to activate static metasurfaces for colour, flat optic, and holographic applications. First, methods of dynamic control of the structural colour of plasmonic nano-hole arrays are investigated. By combining nano-hole arrays with liquid crystals, transmissive electrically tunable LC-nanohole pixels operating across the visible spectrum with un-polarised input light are experimentally demonstrated. An output analyser in combination with a nematic LC layer enables pixel colour to be electronically controlled through an applied voltage across the device, where LC re-orientation leads to tunable mixing of the relative contributions from the plasmonic colour input. Furthermore, exploiting the strong surface anchoring effects between an aluminium surface and LC molecules a twisted nematic LC cell, using a metallic grating as a combined colour filter, electrode and alignment layer, was shown to act a variable amplitude colour filter. The colour of these pixels was improved greatly utilising a grating-insulator-grating structure unique to this work. Second, a new process for fabricating aluminium nano-rod structures embedded in an elastomeric medium, with high spatial accuracy, is presented. The process is used to create nano-rod plasmonic resonator arrays whose optical properties may be altered by mechanical deformation. The pattern transfer process is further utilised to create dynamic optical elements, including nano-rod arrays for colour filters, tunable focal length Fresnel zone plates and photon sieves, and stretchable holograms with dynamic replay fields.

0 comportamento higroscópico do suco de laranja liofilizado, e aditivado com malto-dextrinas e lactose, e de misturas mecânicas do suco liofilizado com os aditivos secos, foi estudado através da cinética e das isotermas de sorção de água, em diferentes temperaturas. Avaliou-se as características espectrais no visível e ultravioleta, e o teor de vitamina C, de amostras de suco de laranja liofilizado expostas a diferentes umidades relativas e temperaturas. Estudou-se a influência do valor de pH e natureza do tampão sobre a retenção do limoneno emulsionado em soluções de lactose, liofilizadas. A liofilização praticamente não alterou o teor de vitamina C e as características espectrais do suco de laranja, mas aumentou o valor monomolecular da malto-dextrina (dextrose equivalente de 9 a 12%). A lactose liofilizada apresentou-se no estado amorfo. Os teores de umidade de equilíbrio das misturas aditivadas liofilizadas, foram menores que os das misturas mecânicas. Os aditivos reduziram a sorção de umidade em função do tempo. A retenção do limoneno foi influenciada pela sua concentração inicial, sendo que ocorreu a major perda, durante a liofilização na major concentração utilizada. / The higroscopic behavior of freeze-dried orange juice, with added maltodextrins and lactose and mechanical mixtures with this additives was studied through the kinetics and isoterms of water sorption in different temperatures. It was evaluated the spectral characteristics, in the visible and ultraviolet range, and the vitamin C content from samples of freeze-dried orange juice exposed at different relative humidities and temperatures. It was studied the influence of pH and buffer composition, on the limonene retention of freeze-dried emulsions. The spectral characteristics and vitamin C content showed no alterations after liofilization the maltodextrin (9-12 % dextrose equivalent monomolecular value increased. Freezedried lactose was amorphous. The equilibrium humidity content of the samples with additives were reduced when compared with mechanical mixtures. The additives also reduced the rate of water sorption. The limonene retention during freeze-drying was influenced by the initial concentration of the emulsion. The greater concentration studied showed the lower retention value.

0 comportamento higroscópico do suco de laranja liofilizado, e aditivado com malto-dextrinas e lactose, e de misturas mecânicas do suco liofilizado com os aditivos secos, foi estudado através da cinética e das isotermas de sorção de água, em diferentes temperaturas. Avaliou-se as características espectrais no visível e ultravioleta, e o teor de vitamina C, de amostras de suco de laranja liofilizado expostas a diferentes umidades relativas e temperaturas. Estudou-se a influência do valor de pH e natureza do tampão sobre a retenção do limoneno emulsionado em soluções de lactose, liofilizadas. A liofilização praticamente não alterou o teor de vitamina C e as características espectrais do suco de laranja, mas aumentou o valor monomolecular da malto-dextrina (dextrose equivalente de 9 a 12%). A lactose liofilizada apresentou-se no estado amorfo. Os teores de umidade de equilíbrio das misturas aditivadas liofilizadas, foram menores que os das misturas mecânicas. Os aditivos reduziram a sorção de umidade em função do tempo. A retenção do limoneno foi influenciada pela sua concentração inicial, sendo que ocorreu a major perda, durante a liofilização na major concentração utilizada. / The higroscopic behavior of freeze-dried orange juice, with added maltodextrins and lactose and mechanical mixtures with this additives was studied through the kinetics and isoterms of water sorption in different temperatures. It was evaluated the spectral characteristics, in the visible and ultraviolet range, and the vitamin C content from samples of freeze-dried orange juice exposed at different relative humidities and temperatures. It was studied the influence of pH and buffer composition, on the limonene retention of freeze-dried emulsions. The spectral characteristics and vitamin C content showed no alterations after liofilization the maltodextrin (9-12 % dextrose equivalent monomolecular value increased. Freezedried lactose was amorphous. The equilibrium humidity content of the samples with additives were reduced when compared with mechanical mixtures. The additives also reduced the rate of water sorption. The limonene retention during freeze-drying was influenced by the initial concentration of the emulsion. The greater concentration studied showed the lower retention value.

Viruses are entities which are made of a few genes and are reliant on obligate parasitism to propagate. Due to the obligate connection to their hosts, virus evolution is constrained to the type of host. Viruses however do transmit to evolutionary distinct hosts; in these cases, the phylogenetic relationship of the hosts usually are close. In some instances, RNA-viruses have made host jumps between evolutionary distant hosts, such as the host jump from invertebrates to vertebrates, and fungi to arthropod. Partitiviruses are double stranded RNA viruses which mainly infect fungi and plants. The defining characteristic of these double stranded RNA viruses are the double layered capsids which are formed by a single open reading frame (ORF). The capsid proteins form icosahedral virus particles which are in the magnitude of 30-40 nm. Metagenomic studies have discovered partitiviruses originating from an insect in the Odanata family, a finding which contradicts the fungal host specificity of partitiviruses. The finding of the Hubei.PLV 11 thus implies the existence of a partitiviruses containing structural elements in their capsids which could be involved in the infection of arthropods. Thus, this virus could be used as a model for a structural comparison with its fungi infecting relatives with hopes to identify common viral structural factors necessary for the infection of arthropods. For this purpose, the Hubei.PLV ORF was cloned and then transfected into insect Spodoptera frugiperda (Sf-9) cells using a baculovirus expression system, “bac-to-bac” expression system. The FLAG-tagged capsid proteins were expressed by the Sf-9 cells to be approximately 60 kDa. After ultra-centrifugation in a sucrose gradient, some spontaneous assembly into the expected ~40 nm icosahedral virus-like particles were observed using low resolution scanning electron microscopy. The observed particles were also confirmed by a dynamic light scattering experiment (DLS) and a higher resolution cryo-EM microscope. Thus, the bac-to-bac expression system can be used to produce VLPs from this genus of viruses, and this metagenomically derived virus genome. However, for future success in defining a high-resolution model of this virus, it is recommended that the Sf-9 culture volume is sufficiently high for enough particle production which is necessary for a high-resolution map. The other virus, the Southern pygmy squid Flavilike virus (SpSFV) has been suggested to be the oldest relative of the land based flaviviruses. The SpSFV was found to be the most divergent of the flaviviruses, and to infect invertebrates. Solving for the structure of the SpSFV and comparing it to vertebrate infecting flaviviruses could therefore lead to the identification of factors necessary for the adaptation to vertebrates and thus the humoral immunity by flaviviruses. The soluble E-protein was expressed using the bac-to-bac expression system. The protein was indicated to be multiglycosylated and approximately 50 kDa which is in line with other strains in the genus. Affinity chromatography did not elute this protein, likely due to the His-tag not being spatially available. Cation exchange could elute some protein, but not much from the small ~30 mL culture. To conclude, VLP assembly was confirmed by the Hubei.PLV, thus, solving for the structure is a distinct possibility when a larger Sf-9 culture is used to produce the VLPs. For the SpSFV soluble E-protein, the protein is secreted into the supernatant of the Sf-9 cultures, making purification a possibility. For this, a large Sf-9 culture can be used to produce this protein and then purify it with a cat-ion exchange chromatography.