نتایج جستجو برای: sargent jump
تعداد نتایج: 19708 فیلتر نتایج به سال:
This paper examines the joint time series of the S&P 500 index and near-the-money short-dated option prices with an arbitrage-free model, capturing both stochastic volatility and jumps. Jump-risk premia uncovered from the joint data respond quickly to market volatility, becoming more prominent during volatile markets. This form of jump-risk premia is important not only in reconciling the dynami...
Sargent et al (J Clin Oncol 23: 8664-8670, 2005) concluded that 3-year disease-free survival (DFS) can be considered a valid surrogate (replacement) endpoint for 5-year overall survival (OS) in clinical trials of adjuvant chemotherapy for colorectal cancer. We address the question whether the conclusion holds for trials involving other classes of treatments than those considered by Sargent et a...
Background: Lavender is one type of medicinal plants which have long been used for different purposes. Objective: The purpose of this study is to investigate the effect of fragrances of Lavender on the Quality of Sleep, Mood, Team Cohesion and Performance of Women Volleyball Players. Methods: The participants in this study were 24 women volleyball players from Junior Clubs First Championship ...
Objective: This study aims to assess the effect of 12 weeks of core stability exercises on functional movement and balance of women working in hospitals. Methods: Participants were 34 women aged 30-50 years working in Imam Khomeini Hospital in Tehran, Iran. They were randomly divided into two groups of exercise and control. The exercise group performed core stability exercises for 12 weeks. Th...
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