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There are 56542 results for: content related to: Five Jumps per Day Increase Bone Mass and Breaking Force in Rats

  1. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models

    The Journal of Finance

    Volume 59, Issue 1, February 2004, Pages: 227–260, Michael Johannes

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6321.2004.00632.x

  2. News Arrival, Jump Dynamics, and Volatility Components for Individual Stock Returns

    The Journal of Finance

    Volume 59, Issue 2, April 2004, Pages: 755–793, John M. Maheu and Thomas H. McCurdy

    Version of Record online : 25 MAR 2004, DOI: 10.1111/j.1540-6261.2004.00648.x

  3. Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns

    Journal of Applied Econometrics

    Volume 25, Issue 2, March 2010, Pages: 233–261, Torben G. Andersen, Tim Bollerslev, Per Frederiksen and Morten Ørregaard Nielsen

    Version of Record online : 23 JUL 2009, DOI: 10.1002/jae.1105

  4. Time-varying jump risk premia in stock index futures returns

    Journal of Futures Markets

    Volume 32, Issue 7, July 2012, Pages: 639–659, Wing Hong Chan and Liling Feng

    Version of Record online : 8 JUL 2011, DOI: 10.1002/fut.20540

  5. Change in take-off elevation angle after limb autotomy mitigates the reduction in jumping distance in rice grasshoppers Oxya yezoensis

    Entomological Science

    Volume 17, Issue 2, April 2014, Pages: 181–190, Kaori Tsurui, Shota Narita, Yasushi Iwatani and Atsushi Honma

    Version of Record online : 30 SEP 2013, DOI: 10.1111/ens.12054

  6. Do Scheduled Macroeconomic Announcements Influence Energy Price Jumps?

    Journal of Futures Markets

    Kam Fong Chan and Philip Gray

    Version of Record online : 3 JUN 2016, DOI: 10.1002/fut.21796

  7. Stochastic Volatility Jump-Diffusions for European Equity Index Dynamics

    European Financial Management

    Volume 19, Issue 3, June 2013, Pages: 470–496, Andreas Kaeck and Carol Alexander

    Version of Record online : 4 JUN 2013, DOI: 10.1111/j.1468-036X.2010.00613.x

  8. Option pricing when asset returns jump interruptedly

    Applied Stochastic Models in Business and Industry

    Volume 29, Issue 5, September/October 2013, Pages: 527–551, Daniel Wei-Chung Miao and Steve Hsin-Ting Yu

    Version of Record online : 11 JUL 2012, DOI: 10.1002/asmb.1935

  9. EXACT FORMULAS FOR PRICING BONDS AND OPTIONS WHEN INTEREST RATE DIFFUSIONS CONTAIN JUMPS

    Journal of Financial Research

    Volume 28, Issue 3, September 2005, Pages: 319–341, John D. Finnerty

    Version of Record online : 28 JUL 2005, DOI: 10.1111/j.1475-6803.2005.00127.x

  10. Specification Analysis of Option Pricing Models Based on Time-Changed Lévy Processes

    The Journal of Finance

    Volume 59, Issue 3, June 2004, Pages: 1405–1439, Jing-zhi Huang and Liuren Wu

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00667.x

  11. Estimation of Housing Price Jump Risks and Their Impact on the Valuation of Mortgage Insurance Contracts

    Journal of Risk and Insurance

    Volume 77, Issue 2, June 2010, Pages: 399–422, Ming-Chi Chen, Chia-Chien Chang, Shih-Kuei Lin and So-De Shyu

    Version of Record online : 18 SEP 2009, DOI: 10.1111/j.1539-6975.2009.01326.x

  12. Evolution of jumping capacity in Tropidurinae lizards: does habitat complexity influence obstacle-crossing ability?

    Biological Journal of the Linnean Society

    Volume 91, Issue 3, July 2007, Pages: 393–402, TIANA KOHLSDORF and CARLOS A. NAVAS

    Version of Record online : 5 JUL 2007, DOI: 10.1111/j.1095-8312.2007.00804.x

  13. Risk Premium in Electricity Prices: Evidence from the PJM Market

    Journal of Futures Markets

    Volume 35, Issue 8, August 2015, Pages: 776–793, Yuewen Xiao, David B. Colwell and Ramaprasad Bhar

    Version of Record online : 3 JUL 2014, DOI: 10.1002/fut.21681

  14. Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets

    Journal of Futures Markets

    Marcel Prokopczuk, Lazaros Symeonidis and Chardin Wese Simen

    Version of Record online : 21 OCT 2015, DOI: 10.1002/fut.21759

  15. Changes in height of jump, maximal voluntary contraction force and low-frequency fatigue after 100 intermittent or continuous jumps with maximal intensity

    Acta Physiologica Scandinavica

    Volume 169, Issue 1, May 2000, Pages: 55–62, Skurvydas, Jascaninas and Zachovajevas

    Version of Record online : 24 DEC 2001, DOI: 10.1046/j.1365-201x.2000.00692.x

  16. Effects of fatigue and surface instability on neuromuscular performance during jumping

    Scandinavian Journal of Medicine & Science in Sports

    M. Lesinski, O. Prieske, M. Demps and U. Granacher

    Version of Record online : 15 SEP 2015, DOI: 10.1111/sms.12548

  17. Aggregate Jump and Volatility Risk in the Cross-Section of Stock Returns

    The Journal of Finance

    Volume 70, Issue 2, April 2015, Pages: 577–614, MARTIJN CREMERS, MICHAEL HALLING and DAVID WEINBAUM

    Version of Record online : 12 MAR 2015, DOI: 10.1111/jofi.12220

  18. Diffusion Kinetics in Solids

    Standard Article

    Materials Science and Technology

    Graeme E. Murch

    Published Online : 15 FEB 2013, DOI: 10.1002/9783527603978.mst0386

  19. MCMC ESTIMATION OF LÉVY JUMP MODELS USING STOCK AND OPTION PRICES

    Mathematical Finance

    Volume 21, Issue 3, July 2011, Pages: 383–422, Cindy L. Yu, Haitao Li and Martin T. Wells

    Version of Record online : 19 OCT 2010, DOI: 10.1111/j.1467-9965.2010.00439.x

  20. Jumps and Trading Activity in Interest Rate Futures Markets: The Response to Macroeconomic Announcements

    Asia-Pacific Journal of Financial Studies

    Volume 42, Issue 5, October 2013, Pages: 689–723, Johan Bjursell, George H. K. Wang and Robert I. Webb

    Version of Record online : 16 OCT 2013, DOI: 10.1111/ajfs.12028