This paper describes a simple yet powerful methodology to decompose asset returns sampled at high frequency into their base components (continuous, small jumps, large jumps), determine the relative magnitude of the components, and analyze the finer characteristics of these components such as the degree of activity of the jumps.

An increase in the period over which a muscle generates force can lead to the generation of greater force and, therefore, for example in jumping, to greater jump height. The aim of this study was to examine the effect of squat depth on maximum vertical jump performance. We hypothesized that jump height would increase with increasing depth of squat due to the greater time available for the gener...

We give the closed form of the ruin probability for a Lévy processes, possibly killed at a constant rate, with completely arbitrary positive distributed jumps, and finite intensity negative jumps with distribution characterized by having a rational Laplace or Fourier transform. Abbreviated Title: WH-factors of Lévy processes with rational jumps.

The aim of this study was to examine the chronic effects of single and repeated jumps training on vertical landing force (VGRF) and jump height in untrained men. The VGRF and jump height were compared after a six-week plyometric training programme containing single and repeated jumps, together with two additional parameters: landing time (LT) and range of the knee flexion during landing (KF). T...

We consider a bivariate process Xt = (X t , X t ), which is observed on a finite time interval [0, T ], at discrete times 0, ∆n, 2∆n, · · ·. Assuming that its two components X and X have jumps on [0, T ], we derive tests to decide whether they have at least one jump occurring at the same time (“common jumps”) or not (“disjoint jumps”). There are two different tests, for the two possible null hy...

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...