In this paper, we fill a gap in the financial econometrics literature, by developing a “jump test” for the null hypothesis that the probability of a jump is zero. The test is based on realized third moments, and uses observations over an increasing time span. The test offers an alternative to standard finite time span tests, and is designed to detect jumps in the data generating process rather ...

A study was performed to evaluate effects of elastic energy stored pre-stretch on the mechanical work output while performing vertical jump. Eight male volunteers of age between 21 29 years old participated in the present study. The present study hypothesized that the vertical jump height during countermovement jumps (CMJ) would be higher than that during squat jump (SJ). During squat jump, a v...

BACKGROUND Anterior cruciate ligament (ACL) injuries are common, and children as young as 10 years of age exhibit movement patterns associated with an ACL injury risk. Prevention programs have been shown to reduce injury rates, but the mechanisms behind these programs are largely unknown. Few studies have investigated biomechanical changes after injury prevention programs in children. Purpose/H...

in korea, hypertension has become more prevalent with the westernization of korean diets and lack of exercise. this study aimed at investigating the associations between physical fitness variables and hypertension status in korean women.the subjects were 9,216 women aged >20 years who visited a public health promotion center for physical fitness tests. cardiovascular respiratory fitness was eva...

Required in a wide range of applications in, e.g., finance, engineering, and physics, first-passage time problems have attracted considerable interest over the past decades. Since analytical solutions often do not exist, one strand of research focuses on fast and accurate numerical techniques. In this paper, we present an efficient and unbiased Monte-Carlo simulation to obtain double-barrier fi...

background: physical exercises can influence some anthropometric and fitness components differently. the aim of present study was to evaluate how a relatively long‑term training program in 11‑14‑year‑old male iranian students affects their anthropometric and motor performance measures. methods: measurements were conducted on the anthropometric and fitness components of participants (n = 28) pri...

This paper proposes a Laplace-transform-based approach to price the fixed-strike quantile options as well as to calculate the associated hedging parameters (delta and gamma) under a hyperexponential jump diffusion model, which can be viewed as a generalization of the well-known Black–Scholes model and Kou’s double exponential jump diffusion model. By establishing a relationship between floating...