We employ model-free jump measures to study monetary policy operations in the US and UK around major economic events by exploiting the relationship between jumps, interest rates, and macroeconomic news releases related to monetary policy. In our analysis, we explicitly account for the timing of jumps in US and UK interest rates and the correlation across jumps in the same two interest rates and...

In this paper, we describe the nonlinear outcome of spiral shocks in protoplan-etary disks. Spiral shocks, for most protoplanetary disk conditions, create a loss of vertical force balance in the post-shock region and result in rapid expansion of the gas perpendicular to the disk midplane. This expansion has characteristics similar to hydraulic-jumps, which occur in incompressible fluids. We pre...

We formulate a bivariate stochastic volatility jump-diffusion model with correlated jumps and volatilities. An MCMC Metropolis-Hastings sampling algorithm is proposed to estimate the model’s parameters and latent state variables (jumps and stochastic volatilities) given observed returns. The methodology is successfully tested on several artificially generated bivariate time series and then on t...

Object-oriented languages have recently become common, making register indirect jumps more important than ever. In objectoriented languages, virtual functions are heavily used because they improve programming productivity greatly. Virtual function calls usually consist of register indirect jumps, and consequently, programs written in objectoriented languages contain many register indirect jumps...

Measurements of confinement jumps in pure electron plasmas confined on magnetic surfaces are presented and discussed. The experiments were performed in the Columbia non-neutral torus stellarator T. S. Pedersen, J. P. Kremer, R. G. Lefrancois, Q. Marksteiner, N. Pomphrey, W. Reiersen, F. Dahlgren, and X. Sarasola, Fusion Sci. Technol. 50, 372 2006 . The jumps exhibit hysteresis and are associate...

in this article, the effect of cells' radius on the behavior of wavelength switching optical filter andthe effect of the radius of the optical filters' key characteristics such as wavelength resonance onan optical filter based on photonic crystals, have been investigated. currently, the most commonapplied mechanism for designing optical filter based on photonic crystals is using twome...