Search Results - "Oomen, C.A"

Regulation of adult neurogenesis by stress, sleep disruption, exercise and inflammation: Implications for depression and antidepressant action by Lucassen, P.J, Meerlo, P, Naylor, A.S, van Dam, A.M, Dayer, A.G, Fuchs, E, Oomen, C.A, Czéh, B

“…Abstract Adult hippocampal neurogenesis, a once unorthodox concept, has changed into one of the most rapidly growing fields in neuroscience. The present report…”
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Fact or friction: Jumps at ultra high frequency by Christensen, Kim, Oomen, Roel C.A., Podolskij, Mark

“…This paper shows that jumps in financial asset prices are often erroneously identified and are, in fact, rare events accounting for a very small proportion of…”
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Inhibitory control in BALB/c mice sub-strains during extinction learning by Dam, S.A., Jager, A., Oomen, C.A., Buitelaar, J.K., Arias-Vasquez, A., Glennon, J.C.

“…•Extinction learning tasks allows the study of cognitive flexibility and impulsivity.•BALB/c sub-strains can acquire the task with BALB/cJ mice being more…”
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P.1.h.028 Structural and neurochemical changes in the anterior cingulate cortex (ACC) are associated with aggression and global attention deficits: A study in the BALB/cJ mouse by Jager, A, Amiri, H, Oomen, C.A, Buitelaar, J.K, Kozicz, L.T, Aschrafi, S.A, Glennon, J.C

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Testing for jumps when asset prices are observed with noise–a “swap variance” approach by Jiang, George J., Oomen, Roel C.A.

“…This paper proposes a new test for jumps in asset prices that is motivated by the literature on variance swaps. Formally, the test follows by a direct…”
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Covariance measurement in the presence of non-synchronous trading and market microstructure noise by Griffin, Jim E., Oomen, Roel C.A.

“…This paper studies the problem of covariance estimation when prices are observed non-synchronously and contaminated by i.i.d. microstructure noise. We derive…”
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New translational assays for preclinical modelling of cognition in schizophrenia: The touchscreen testing method for mice and rats by Bussey, T.J., Holmes, A., Lyon, L., Mar, A.C., McAllister, K.A.L., Nithianantharajah, J., Oomen, C.A., Saksida, L.M.

“…We describe a touchscreen method that satisfies a proposed ‘wish-list’ of desirables for a cognitive testing method for assessing rodent models of…”
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Early-life stress mediated modulation of adult neurogenesis and behavior by Korosi, A., Naninck, E.F.G., Oomen, C.A., Schouten, M., Krugers, H., Fitzsimons, C., Lucassen, P.J.

“…► Early-life stress is correlated with vulnerability to psychopathologies. ► Adult hippocampal neurogenesis is involved in cognition and emotional regulation…”
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Properties of Bias-Corrected Realized Variance Under Alternative Sampling Schemes by Oomen, Roel C.A

“…In this article I study the statistical properties of a bias-corrected realized variance measure when high-frequency asset prices are contaminated with market…”
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Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time? by Griffin, Jim E., Oomen, Roel C. A.

“…This article introduces a new model for transaction prices in the presence of market microstructure noise in order to study the properties of the price process…”
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Estimating Latent Variables and Jump Diffusion Models Using High-Frequency Data by Jiang, George J., Oomen, Roel C. A.

“…This article proposes a new approach to exploit the information in high-frequency data for the statistical inference of continuous-time affine jump diffusion…”
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A blocking and regularization approach to high-dimensional realized covariance estimation by Hautsch, Nikolaus, Kyj, Lada M., Oomen, Roel C. A.

“…We introduce a blocking and regularization approach to estimate high-dimensional covariances using high-frequency data. Assets are first grouped according to…”
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Properties of Realized Variance Under Alternative Sampling Schemes by Oomen, Roel C. A

“…This article investigates the statistical properties of the realized variance estimator in the presence of market microstructure noise. Different from the…”
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ETTL by Gatheral, Jim, Oomen, Roel C.A.

“…Given a time series of intra-day tick-by-tick price data, how can realized variance be estimated? The obvious estimator - the sum of squared returns between…”
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Zero-intelligence realized variance estimation by Gatheral, Jim, Oomen, Roel C. A.

“…Given a time series of intra-day tick-by-tick price data, how can realized variance be estimated? The obvious estimator—the sum of squared returns between…”
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High-dimensional covariance forecasting for short intra-day horizons by Oomen, Roel C. A.

“…Asset return covariances at intra-day horizons are known to tend towards zero due to market microstructure effects. Thus, traders who simply scale their daily…”
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