Search results for "Micro"

showing 2 items of 23412 documents

Characterization and antimicrobial activity of the volatile components of the flowers of Magydaris tomentosa (Desf.) DC. collected in Sicily and Alge…

2014

The essential oils of the flowers of Magydaris tomentosa (Desf.) DC. (Apiaceae) collected in Sicily (MSi) and Algeria (MAl), respectively, were obtained by hydrodistillation, and their compositions were analysed. The analyses allowed the identification and quantification of 23 components in MSi and 60 compounds in MAl, respectively, showing a very different profile in the composition of the two populations. The main components of MSi were cembrene (28.2%), α-springene (17.5%) and β-springene (14.8%), also present in MAl but in lesser amount (0.4%, 1.8% and 0.9%, respectively), whereas the principal constituents of MAl were (E)-nerolidol (35.4%), α-costol (13.3%) and β-costol (6.8%). Both MS…

β-springeneFlowersMicrobial Sensitivity TestsPlant ScienceBiochemistryMagydaris tomentosaGas Chromatography-Mass Spectrometryessential oilAnalytical ChemistryAnti-Infective Agentsα\-springeneStaphylococcus epidermidisparasitic diseasesOils VolatileMagydarisSicilyApiaceaeantimicrobial activitybiologyTraditional medicineOrganic ChemistrySettore CHIM/06 - Chimica Organicabiology.organism_classificationAntimicrobialαspringeneAnti-Bacterial AgentsPlant LeavesChemotaxonomyAlgerialipids (amino acids peptides and proteins)Composition (visual arts)DiterpenesAntibacterial activitySesquiterpenesApiaceae
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High frequency data entry: statistical findings at high frequency

2010

We introduce some of the most common types of high-frequency financial data: tick-by-tick data, trade andquote data, order bookdata, andmarket member data. We describe the types of variables that are usually available in the most popular high-frequency financial databases. We discuss the issues related to the handling of these data, including cleaning protocols, timing issues, and issues related to data size. We then briefly consider the issues related to the stylized facts detected in the empirical analysis of high- frequency data. Specifically, we consider (i) the irregular temporal spacing of the events at high frequency and its relevance for the econometric modeling of financial variables, (…

financial markets high-frequency data data analysis tick-by-tick data order bookdata market microstructure econophysicsSettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)
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