Thematische Bibliographien / Frequency jumps

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Auswahl der wissenschaftlichen Literatur zum Thema „Frequency jumps“

Autor: Grafiati

Veröffentlicht am 25. Juni 2021

Zuletzt aktualisiert am 1. Februar 2022

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Zeitschriftenartikel zum Thema "Frequency jumps"

Jurdi, Doureige. „Intraday Jumps, Liquidity, and U.S. Macroeconomic News: Evidence from Exchange Traded Funds“. Journal of Risk and Financial Management 13, Nr. 6 (05.06.2020): 118. http://dx.doi.org/10.3390/jrfm13060118.

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This paper uses two highly liquid S&P 500 and gold exchange-traded funds (ETFs) to evaluate the impact of liquidity and macroeconomic news surprises on the frequency of observing intraday jumps. It explicitly addresses market microstructure noise-induced biases in realized estimators used in jump detection tests and applies non-parametric intraday jump detection tests. The results show a significant increase in trading costs and elevated levels of information asymmetry before observing jumps. Depth, resiliency, and trading activity are associated with the frequency of observing intraday jumps and cojumps. The ability of liquidity variables to predict intraday jumps persists after controlling for news surprises. Results show that intraday jump realizations affect the price discovery of ETFs.

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Nkwoma, Inekwe John. „FUTURES-BASED MEASURES OF MONETARY POLICY AND JUMP RISK“. Macroeconomic Dynamics 21, Nr. 2 (23.05.2016): 384–405. http://dx.doi.org/10.1017/s1365100515000553.

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We estimate the effects of anticipated and unanticipated monetary policy changes on jump variation by employing high-frequency nonparametric jump detection methods. We find that anticipated changes in the Fed funds have no significant effect on jumps. In contrast, jump variation in the price of financial market data increases with monetary policy surprises. We document evidence of asymmetries in the response of jumps to monetary policy changes. Monetary policy surprises and positive changes in the Fed target rate induce increments in jumps. Similar results exist in the sector analysis. In addition, this study uncovers no evidence of endogenous response between jumps and monetary policy surprises.

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Lima, Ricardo Franco, José M. Palao und Filipe Manuel Clemente. „Jump Performance During Official Matches in Elite Volleyball Players: A Pilot Study“. Journal of Human Kinetics 67, Nr. 1 (05.07.2019): 259–69. http://dx.doi.org/10.2478/hukin-2018-0080.

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AbstractThe purpose of this pilot study was to assess the types and intensity of the jumps that professional male volleyball players executed. Seven male elite volleyball players participated in this study. The sample was composed of 1599 jumps performed in 15 sets of five official matches of the regular season of a professional team. A descriptive pilot study design was implemented to analyze the types of jumps and jump heights by particular playing positions (outside hitters, setter, and middle blockers). The jump height was recorded using an inertial measurement device. No significant differences in the heights of jumps were found between the sets of the matches. Different players’ roles had different frequencies for different types of jumps and jump intensities. The data provide reference values of the type of jumps performed, their frequency, and intensity by particular playing positions in competition. The results confirm the need to individualize the practice and training of volleyball players according to the players’ roles. Extensive studies are needed to provide more information about repeated jump ability in volleyball players.

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LU, XINHONG, KEN-ICHI KAWAI und KOICHI MAEKAWA. „ESTIMATING BIVARIATE GARCH-JUMP MODEL BASED ON HIGH FREQUENCY DATA: THE CASE OF REVALUATION OF THE CHINESE YUAN IN JULY 2005“. Asia-Pacific Journal of Operational Research 27, Nr. 02 (April 2010): 287–300. http://dx.doi.org/10.1142/s0217595910002697.

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This paper analyzes the behavior of one-minute high-frequency time-series data of exchange rates for five currencies (Japanese Yen, Australian Dollar, Canadian Dollar, Euro, and Pound Sterling) against the US Dollar when the Chinese Yuan was revalued on July 21st, 2005. The data show the following distinctive features: (1) There is a large jump in the exchange rates time series at the time of the Yuan revaluation. (2) Large volatility in the returns of exchange rates is observed for a while after the jump. (3) There are many other jumps, possibly correlated, in each exchange rate time series. To capture these features we fit the following models to the data: (i) a univariate GARCH-Jump model with a large jump that is influential on volatility, and (ii) a bivariate GARCH-Jump model with correlated Poisson jumps. For comparison, we also estimate these GARCH models without the associated jumps. The model performance is evaluated based on Value-at-Risk (VaR).

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Janszky, J., und P. Adam. „Strong squeezing by repeated frequency jumps“. Physical Review A 46, Nr. 9 (01.11.1992): 6091–92. http://dx.doi.org/10.1103/physreva.46.6091.

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Maćkała, Krzysztof, Marek Fostiak und Kacper Kowalski. „Selected Determinants of Acceleration in the 100m Sprint“. Journal of Human Kinetics 45, Nr. 1 (01.03.2015): 135–48. http://dx.doi.org/10.1515/hukin-2015-0014.

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Abstract The goal of this study was to examine the relationship between kinematics, motor abilities, anthropometric characteristics, and the initial (10 m) and secondary (30 m) acceleration phases of the 100 m sprint among athletes of different sprinting performances. Eleven competitive male sprinters (10.96 s ± 0.36 for 100 with 10.50 s fastest time) and 11 active students (12.20 s ± 0.39 for 100 m with 11.80 s fastest time) volunteered to participate in this study. Sprinting performance (10 m, 30 m, and 100 m from the block start), strength (back squat, back extension), and jumping ability (standing long jump, standing five-jumps, and standing ten-jumps) were tested. An independent t-test for establishing differences between two groups of athletes was used. The Spearman ranking correlation coefficient was computed to verify the association between variables. Additionally, the Ward method of hierarchical cluster analysis was applied. The recorded times of the 10 and 30 m indicated that the strongest correlations were found between a 1- repetition maximum back squat, a standing long jump, standing five jumps, standing ten jumps (r = 0.66, r = 0.72, r = 0.66, and r = 0.72), and speed in the 10 m sprint in competitive athletes. A strong correlation was also found between a 1-repetition maximum back squat and a standing long jump, standing five jumps, and standing ten jumps (r = 0.88, r = 0.87 and r = 0.85), but again only for sprinters. The most important factor for differences in maximum speed development during both the initial and secondary acceleration phase among the two sub-groups was the stride frequency (p<0.01).

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Vortelinos, Dimitrios, und Konstantinos Gkillas. „The effect of the european economic news releases to the US financial markets in the crisis period“. Investment Management and Financial Innovations 13, Nr. 4 (15.12.2016): 33–57. http://dx.doi.org/10.21511/imfi.13(4).2016.04.

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This paper evaluates the effect of all European economic news releases on the US financial markets for the main crisis period from June 2007 up to October 2011. Evaluation concerns Sharpe ratios, as well as magnitude and frequency of volatility jumps for the periods before and after a news release. Sharpe ratios are examined with the risk of the excess returns being estimated by the flat-top Bartlett kernel estimator of Barndorff-Nielsen et al. (2008) with an optimal (in a finite sample) choice for the number of autocovariances, as suggested by Bandi and Russell (2011). Volatility jumps are detected according to the jump detection scheme of Ait-Sahalia and Jacod (2009). Keywords: European economic news releases,crisis; macroeconomic variables, Sharpe ratio,jumps. JEL Classification: G01, G15

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Newhouse, Randal, Justine Minish und Gary S. Collins. „Diffusion in Binary and Pseudo-Binary L1₂ Indides, Stannides, Gallides and Aluminides of Rare-Earth Elements as Studied Using Perturbed Angular Correlation of ¹¹¹In/Cd“. Defect and Diffusion Forum 323-325 (April 2012): 447–52. http://dx.doi.org/10.4028/www.scientific.net/ddf.323-325.447.

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Diffusional jumps can produce fluctuating electric field gradients at nuclei of jumping atoms. Using perturbed angular correlation of gamma rays (PAC), jumps of probe atoms cause nuclear quadrupole relaxation that can be fitted to obtain the mean jump frequency. An overview is given of the application of this approach to highly ordered intermetallic compounds having the L12(Cu3Au) crystal structure. New results are then presented for jump frequencies of111In/Cd probe atoms in pseudo-binary L12compounds of the forms In3(La1-xPrx) and (In1-xSnx)3La. For the mixed rare-earth system, jump frequencies are found to scale with composition between jump frequencies of the end-member phases In3La and In3Pr. However, for the mixed sp-element system, a large decrease in jump frequency is observed as Sn atoms substitute for In-atoms. This difference in behavior appears to depend on whether atomic disorder is on the diffusion sublattice (In-Sn substitution), as opposed to a neighboring sublattice (La-Pr substitution), whether or not there is a difference in diffusion mechanism between end-member phases, and/or whether or not there is a valence difference between the mixing atoms. All three conditions apply for only (In1-xSnx)3La.

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Gosain, K. L., D. K. Chaturvedi, Irina V. Belova und Graeme E. Murch. „Tracer Diffusion by Six-Jump-Cycles in Nonstoichiometric B2 Intermetallic Compounds“. Defect and Diffusion Forum 247-248 (Dezember 2005): 9–20. http://dx.doi.org/10.4028/www.scientific.net/ddf.247-248.9.

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Tracer diffusion in non-stoichiometric B2 intermetallic compounds having antistructural disorder is investigated using the six-jump-cycle (6JC) as a fundamental diffusion unit. For non-stoichiometric compositions, the antistructural atoms are assumed to be isolated and located at one of the six [110]-type and [100]-type sites (as only these sites are involved in the 6JC or 2JC). The jump frequencies for the 6JC involving a perfectly ordered configuration are calculated in terms of a four-frequency-model, using the meanfirst- passage concept of Arita et al. The jump frequency of an antistructural atom at [110] or [100]-type sites is taken to be the harmonic mean of frequencies of two successive nearestneighbour jumps of the same kind of atoms. The expressions for the tracer diffusion coefficients are derived for both atomic components at deviations from stoichiometry, assuming that the 6JC mechanism is valid. The results are compared with Monte Carlo simulations based on single vacancy jumps and found to be in fair agreement for compositions close to stoichiometry.

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Catania, Leopoldo, und Mads Sandholdt. „Bitcoin at High Frequency“. Journal of Risk and Financial Management 12, Nr. 1 (15.02.2019): 36. http://dx.doi.org/10.3390/jrfm12010036.

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This paper studies the behaviour of Bitcoin returns at different sample frequencies. We consider high frequency returns starting from tick-by-tick price changes traded at the Bitstamp and Coinbase exchanges. We find evidence of a smooth intra-daily seasonality pattern, and an abnormal trade- and volatility intensity at Thursdays and Fridays. We find no predictability for Bitcoin returns at or above one day, though, we find predictability for sample frequencies up to 6 h. Predictability of Bitcoin returns is also found to be time–varying. We also study the behaviour of the realized volatility of Bitcoin. We document a remarkable high percentage of jumps above 80 % . We also find that realized volatility exhibits: (i) long memory; (ii) leverage effect; and (iii) no impact from lagged jumps. A forecast study shows that: (i) Bitcoin volatility has become more easy to predict after 2017; (ii) including a leverage component helps in volatility prediction; and (iii) prediction accuracy depends on the length of the forecast horizon.

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Dissertationen zum Thema "Frequency jumps"

Tsai, Ping-Chen. „An empirical study on jumps in asset prices using high-frequency data : volatility specification, jumps detection & the modelling of jump intensity“. Thesis, Lancaster University, 2013. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.663227.

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To provide further evidences on jumps in asset prices, in this thesis we conduct an empirical analysis on high-frequency data from a stock index and consider the problem of identifying jumps at intraday intervals. Our approach generalizes two existing methods in the literature in terms of estimating spot volatility and of correcting for the spurious rejection problem due to multiple testing. The proposed procedure directly depends on a credible volatility model that we specify and calibrate from the index data. By simulating the volatility model, it is shown that a relevant parameter which governs the shape of the generalized extreme value (GEV) distribution determines the critical regions of jump tests. Empirical sizes of jump tests can then be held at nominal level approximately when the testing procedure is applied to high-frequency returns. We also study the dynamics of detected jumps and model their time-varying intensities with a linear self-exciting point process.

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Maini, Vincenzo. „Price and liquidity discovery, jumps and co-jumps using high frequency data from the foreign exchange markets“. Thesis, City University London, 2012. http://openaccess.city.ac.uk/2382/.

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The thesis provides a novel contribution to the literature of microstructural theory and discovery models. The main contributions are twofolds. First, we move from price to liquidity discovery and explicitly study the dynamic behavior of a direct measure of liquidity observed from the foreign exchange markets. We extend the framework presented by Hasbrouck (1991) and Dufour and Engle (2000) by allowing the coefficients of both liquidity and trade activity to be time dependent. We find that liquidity time is characterized by a strong stochastic component and that liquidity shocks tend to have temporary effects when transactional time is low or equivalently when trading volatility is high. We then analyze the contribution of liquidity to systemic risk and contagion and, in particular, assess the price impact of liquidity shocks. We extend the approach in Dumitru and Urga (2012) and present a co-jump testing procedure, robust to microstructural noise and spurious detection, and based on a number of combinations of univariate tests for jumps. The proposed test allows us to distinguish between transitory-permanent and endogenous-exogenous co-jumps and determine a causality effect between price and liquidity. In the empirical application, we find evidence of contemporaneous and permanent co-jumps but little signs of exogenous co-jumps between the price and the available liquidity of EUR/USD FX spot during the week from May 3 to May 7, 2010.

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Kau, Jonas. „Stochastic Volatility Models with Jumps and High Frequency Data : Theory, Estimation, and Option Pricing /“. Aarhus : Institut for Økonomi, Aarhus Universitet, 2009. http://mit.econ.au.dk/Library/Specialer/2009/20033896.pdf.

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Haff, G. Gregory, R. Ruben, H. Saffel, J. McCory, P. Cormie, William A. Sands und Michael H. Stone. „Reliability of Accelerometer Based Performance Measurements during Countermovement Vertical Jumps and the Influence of Sampling Frequency“. Digital Commons @ East Tennessee State University, 2010. https://dc.etsu.edu/etsu-works/4531.

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The assessment of vertical jump performance is widely undertaken by coaches and sports scientists because of its strong relationship with sports performances including those in weightlifting, sprinting, and cycling. With the development of accelerometer based testing devices the traditional vertical jump field test may offer a more detailed evaluation of an athlete's performance capacity. However, little data are available on the reliability of this technology and the impact of sampling frequency on reliability. PURPOSE: To determine the reliability of accelerometer based performance measurements during countermovement vertical jumps and the influence of sampling frequency on reliability. METHODS: Ten college aged men (age = 23.6 ± 3.1 y; height = 180.1 ± 6.3 cm; mass = 85.0 ± 15.2kg; body fat = 14.2 ± 6.5%) performed two series of five restricted (no arm swing) zero load countermovement vertical jumps. During each jump a triaxial accelerometer that sampled at 500 Hz was used to assess acceleration, from which peak force (PF), rate of force development (RFD), peak power output (PP), peak velocity (PV), flight time (FT), and peak vertical displacement (VD) were derived and analyzed using a custom LabView Program. This program was used to re-sample the data collected at 500 Hz to 250Hz, 125 Hz and 50 Hz, which were then analyzed. The reliability of the accelerometer system was assessed with the use of intraclass correlations, while precision was determined with the use of the coefficient of variation (CV), and criterion validity was assessed via Pearsons correlation. RESULTS: At 500 Hz the accelerometer was reliable for PF (ICC = 0.94), RFD (ICC = 0.92), PP (ICC = 0.87), FT (ICC = 0.93), and VD (ICC = 0.93). Additionally, reliability was maintained at 250Hz for PF(0.95), RFD(0.92), PP(ICC = 0.86), FT(ICC = 0.93) and VD(ICC = 0.92). Good precision was determined for PF (CV = 7.3%), PV (CV = 7.6%), FT (CV = 2.3%), and VD(CV = 4.7%) at 500 Hz. Additionally precision was maintained at 250Hz for PF (CV = 6.8%), PV (CV = 7.7%), FT (CV = 2.4%), and VD(CV = 4.9%). Finally, criterion validity was high for PF(r = 0.96), RFD(r = 0.97), PP(r = 0.99), PV(r = 0.99), FT(r = 0.99) and VD(r = 0.99) when comparing the 250Hz data to the 500 Hz data. When sampling frequency was decreased below 250Hz reliability, precision and criterion validity all decreased. CONCLUSIONS: The accelerometer used in this investigation produced reliable, precise and valid for assessments of PF, PP, FT, and VD data at sampling frequencies ≥250Hz. PRACTICAL APPLICATIONS: For vertical jump applications it appears that accelerometers must have a minimum sampling frequency of 250Hz in order to maintain reliability, precision and validity. Therefore when assessing athlete performance, it is essential that the strength and conditioning professional consider sampling rate when utilizing this technology. ACKNOWLEDGMENTS: This investigation was partially supported by MyoTest Inc., which donated the accelerometer system used in this investigation.

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M'saddek, Oussama. „Essays in international finance : risk, jumps and diversification“. Thesis, Université Clermont Auvergne‎ (2017-2020), 2018. http://www.theses.fr/2018CLFAD009.

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Cette thèse se compose d'un chapitre introductif et de trois études empiriques qui contribuent à la littérature sur la finance internationale en examinant la dynamique des sauts simultanés des marchés boursiers internationaux et en évaluant leur impact sur l'allocation de portefeuilles internationaux et l'évaluation des actifs financiers.Dans la première étude, nous examinons l’impact de co-sauts entre les marchés boursiers internationaux sur la demande d’actifs étrangers et les gains de la diversification internationale. En utilisant les données intra-journalières de trois indices internationaux (SPY, EFA et EEM), nous identifions un nombre significatif de co-sauts intra-journaliers entre les trois marchés considérés. Nous constatons également que l’intensité de co-sauts est particulièrement élevée pendant la crise financière mondiale de 2008-2009. En outre, l'application du processus de Hawkes montre que les sauts ont tendance à se propager des États-Unis et d'autres marchés développés vers les marchés émergents. Afin d’évaluer l'impact des co-sauts sur la diversification internationale, nous considérons un investisseur américain qui choisit la composition de son portefeuille à partir d’un actif risqué domestique (SPY) et deux actifs risqués étrangers (EFA et EEM) de manière à réduire le risque global de son portefeuille. Nos résultats montrent également que l'impact des moments d'ordre supérieur (skewness, kurtosis,..) induits par les sauts idiosyncratiques et systématiques sur la composition optimale du portefeuille n'est pas significatif.Dans la deuxième étude, nous nous intéressons à la problématique d’évaluation des actions internationales en décomposant le risque systématique en composantes continues et discontinues (sauts). Nous contribuons à la littérature financière sur l’explication des rendements d’actifs internationaux en proposant un modèle à six facteurs de risque. En utilisant les données intra-journalières d'un ensemble de fonds négociés en bourse couvrant les marchés développés, émergents et frontaliers, nous montrons que les risques de fluctuations continus et baissiers discontinus du marché sont positivement récompensés durant la période précédant la crise financière tandis que les risques de sauts positifs et grands sont rémunérés par une prime négative pendant la période qui suit la crise financière. Nous montrons également que les sauts des prix du marché sont négativement corrélés aux sauts de la volatilité, suggérant que les risques de prix et de volatilité partagent des compensations pour les mêmes facteurs de risque sous-jacents.Dans la troisième étude, nous examinons conjointement les risques de saut des prix et de la volatilité et étudions la réaction des marchés internationaux aux sauts d’un facteur de risque global à la fois au niveau des prix et de la volatilité. En utilisant les données intra-journaliers de dix fonds négociés en bourse couvrant les principaux marchés développés et émergents et deux indices de volatilité (VIX et VXEEM), nous montrons que les betas de sauts des prix et de la volatilité varient dans le temps et présentent une asymétrie entre les sauts positifs et négatifs. Nous montrons également que les sauts des prix et de la volatilité du marché ont un pouvoir prédictif significatif sur les rendements futurs des actions
This thesis consists of an introductory chapter and three empirical studies that contribute to the international finance literature by investigating the dynamics of cojumps between major equity markets and assessing their impact on international portfolio allocation and asset pricing. The first study aims to examine the impact of cojumps between international stock markets on asset holdings and portfolio diversification benefits. Using intraday index-based data for exchange-traded funds (SPY, EFA and EEM) as proxies for international equity markets, we document evidence of significant intraday cojumps, with the intensity increasing during the global financial crisis of 2008-2009. The application of the Hawkes process also shows that jumps propagate from the US and other developed markets to emerging markets. However, the evidence of jump spillover from emerging markets to developed markets is weak. To assess the impact of cojumps on international asset holdings, we consider a representative American investor who allocates his wealth among one domestic risky asset, the SPY fund, and two foreign risky assets, the EFA and EEM funds and compute the optimal portfolio composition from the US investor perspective by minimizing the portfolio's risk. We find that the demand of foreign assets is negatively correlated to jump correlation, implying that a domestic investor will invest less in foreign markets when the frequency of cojumps between domestic and foreign assets increases. In contrast, idiosyncratic jumps are found to increase the diversification benefits and foreign asset holdings in international equity portfolios.The second study tackles the issue of pricing of both continuous and jump risks in the cross-section of international stock returns. We contribute to the literature on international asset pricing by considering a general pricing framework involving six separate market risk factors. We first decompose the systematic market risk into intraday and overnight components. The intraday market risk includes both continuous and jump parts. We then consider the asymmetry and size effects of market jumps by separating the systematic jump risk into positive vs. negative and small vs. large components. Using the intraday data of a set of country exchange traded funds covering developed, emerging and frontier markets, we show that continuous and downside discontinuous risks are positively rewarded in the cross-section of expected stock returns during the pre-financial crisis period whereas the upside and large jump risks are negatively priced during the crisis and post-crisis periods.The third study examines how international equity markets respond to aggregate market jumps at price and volatility levels. Using intraday data of ten exchange-traded funds covering major developed and emerging markets and two international market volatility indices (VIX and VXEEM), we show that both price and volatility jump betas are time-varying and exhibit asymmetric effects across upside and downside market movements. Looking at the relation between future stock market returns and aggregate market price and volatility jumps, we measure the proportion of future excess returns explained by market price and volatility jumps and provide evidence of a significant predictive power that market price and volatility jumps have on future stock returns

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Grothe, Oliver. „Contributions to short-term financial risk management : volatility in high frequency data, Lévy processes and the dependence of jumps /“. Münster : Verl.-Haus Monsenstein und Vannerdat, 2008. http://d-nb.info/991504089/04.

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Mies, Fabian [Verfasser], Ansgar Matthias [Akademischer Betreuer] Steland, Markus [Akademischer Betreuer] Bibinger und Mark [Akademischer Betreuer] Podolskij. „High-frequency inference for stochastic processes with jumps of infinite activity / Fabian Mies ; Ansgar Matthias Steland, Markus Bibinger, Mark Podolskij“. Aachen : Universitätsbibliothek der RWTH Aachen, 2020. http://d-nb.info/1218788194/34.

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Marmitt, Juliano. „Dados de alta frequência : averiguando o impacto de microestrutura de mercado e sazonalidade intradiária na detecção de saltos e estimação da variação quadrática“. reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2012. http://hdl.handle.net/10183/61935.

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Neste trabalho, visamos mostrar as características usuais dos dados de alta frequência, bem como utilizar modelagem não paramétrica para estimar a variância/volatilidade para esses dados. Após uma revisão sobre microestrutura de mercado, sazonalidade intradiária, variação quadrática e saltos, utilizamos os dados da PETR4 para estimar a variância realizada e variação bipotente. Determinadas essas séries, testamos se há saltos nas mesmas. Em seguida, analisamos o impacto que a microestrutura de mercado e a sazonalidade intradiária causam na detecção dos saltos. Concluímos que, enquanto a presença de microestrutura aponta para um número de saltos menor que o esperado, a sazonalidade intradiária aponta para o lado contrário, ou seja, ela causa um viés para detectar mais saltos, dada a estrutura típica da curva de volatilidade ao longo do dia em formato de J invertido, causando mais saltos incorretamente detectados no período mais volátil do dia (que corresponde a abertura da bolsa de valores).
In this work, we aim to show the usual characteristics of high-frequency data and the estimation of variance/volatility for this kind of data using nonparametric models. After reviewing concepts about market microstructure, intraday seasonality, quadratic variation and jumps, we use PETR4 data to estimate realized variance and bipower variation. With these series determined, we test for jumps. Then, we analyze the impact that market microstructure and intraday seasonality causes in jump detection. We conclude that while microstructure noise indicates fewer jumps than the ideal amount, intraday seasonality goes in the opposite direction, i.e., it detects more jumps than it should, since the typical inverted-J-shaped intraday volatility pattern tends to incorrectly detect more jumps at the most volatile period (which is when stock markets start negotiations).

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Bunnell, Leah M. „SUBHARMONIC FREQUENCIES IN GUITAR SPECTRA“. Cleveland State University / OhioLINK, 2021. http://rave.ohiolink.edu/etdc/view?acc_num=csu1624389777728368.

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Sanderson, Mark Findlay. „Whole body vibration : stimulus characteristics and acute neuromuscular responses“. Thesis, University of Edinburgh, 2014. http://hdl.handle.net/1842/15741.

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Whole body vibration (WBV) delivers a stimulus to the body via an oscillating platform and remains a relatively new area of research. Several applications of WBV stimuli have been developed as strength training and rehabilitation modalities, but inconsistent results have been published. There is little knowledge underpinning the mechanisms to explain the elicited neuromuscular responses to WBV and a wide range of WBV parameters across the literature. As a result, safe and effective protocols are yet to be established or validated. The aim of this current research was to investigate: the electromyography (EMG) and explosive performance responses to varying WBV frequencies; the effect of WBV data analysis techniques; and the influence of external factors on WBV stimulus and neuromuscular responses. Three main studies were completed: 1. An individualised response of both EMG and jump performance appears to exist dependent on vertical WBV frequency, in trained participants. This is in spite of no overall frequency dependent effect of EMG or performance responses across participants as a group. The influence of the role of expectancy effect appears minimal following this particular WBV protocol. 2. There was a significant effect of filter technique on EMG data recorded during vertical WBV. A tailored, WBV specific notch filter technique may offer an effective balance; excluding WBV noise artifacts without removing significant portions of valuable muscle signal EMG data. 3. The influence of external load on WBV acceleration output also appears minimal. Platform acceleration output was dependent on WBV frequency, as expected. Lower accelerations were recorded in superior body segments, suggesting a dampening mechanism, which was also proportionally dependent on frequency. EMG activity of upper and lower leg segments may differ in response to frequency, likely due to transmission distances involved. This may partially account for a potential dampening mechanism. In addition, a protocol to quantify WBV stimuli delivered by this particular WBV type illustrated significant differences in theoretical and actual parameters. This may explain not only the lack of overall explosive performance effect reported earlier; but also the inconsistent WBV literature. Future research should quantify WBV stimulus before investigating possible neuromuscular responses to individualised protocols, which may be assessed via EMG activity.

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Bücher zum Thema "Frequency jumps"

Miller, Peter, Sabah Butty und Thomas Casciani. Percutaneous Creation of Jump Bypass in a Native Arteriovenous Hemodialysis Fistula. Herausgegeben von S. Lowell Kahn, Bulent Arslan und Abdulrahman Masrani. Oxford University Press, 2018. http://dx.doi.org/10.1093/med/9780199986071.003.0051.

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This chapter describes the experience with percutaneous creation of jump bypass grafts in nonmature and failed arteriovenous hemodialysis fistulas based on a case series of 10 patients. Percutaneous intervention has been used to salvage nonmature fistulas, dysfunctional fistulas, and grafts. Frequently, venous outflow stenosis is the major cause of arteriovenous fistula and graft failure. Long-segment stenoses and chronically occluded venous outflow stenoses are more difficult to treat percutaneously and may require surgical revision. This chapter describes an endovascular technique creating a percutaneous jump bypass from the cephalic vein to the basilic vein using stent grafts in all patients with excellent immediate results. Limited available follow-up is also reported, including patency of two stent grafts for more than 2 years.

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Buchteile zum Thema "Frequency jumps"

Kunitomo, Naoto, Seisho Sato und Daisuke Kurisu. „Estimating Quadratic Variation Under Jumps and Micro-market Noise“. In Separating Information Maximum Likelihood Method for High-Frequency Financial Data, 103–9. Tokyo: Springer Japan, 2018. http://dx.doi.org/10.1007/978-4-431-55930-6_9.

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Yalaman, Abdullah. „Bitcoin Jumps and Speculations: Empirical Evidence from High-Frequency Data“. In Contributions to Management Science, 617–29. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-29739-8_29.

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Tsai, Ping-Chen, und Mark B. Shackleton. „Detecting Jumps in High-Frequency Prices Under Stochastic Volatility: A Review and a Data-Driven Approach“. In Handbook of High-Frequency Trading and Modeling in Finance, 137–81. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2016. http://dx.doi.org/10.1002/9781118593486.ch6.

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Saleem, Shabir A. A., und Abdullah Yalaman. „Jumps and Earnings Announcement: Empirical Evidence from An Emerging Market Using High Frequency Data“. In Contributions to Management Science, 211–23. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-47172-3_14.

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Carrella, A. „Nonlinear Identification Using a Frequency Response Function With the Jump“. In Topics in Nonlinear Dynamics, Volume 3, 217–23. New York, NY: Springer New York, 2012. http://dx.doi.org/10.1007/978-1-4614-2416-1_17.

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Wang, Min, Hongzhou Chai, Zongpeng Pan und Haifeng Zhu. „A BDS Observation Preprocessing Method Considering the Influence of Frequent Clock Jump“. In Lecture Notes in Electrical Engineering, 147–58. Berlin, Heidelberg: Springer Berlin Heidelberg, 2014. http://dx.doi.org/10.1007/978-3-642-54737-9_15.

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Xu, Rulin, und Roman N. Makarov. „High-Frequency Statistical Modelling for Jump-Diffusion Multi-asset Price Processes with a Systemic Component“. In Springer Proceedings in Mathematics & Statistics, 747–57. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-63591-6_68.

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Ai, Xiao-Wei, Tianming Hu, Gong-Ping Bi, Cheng-Feng Lei und Hui Xiong. „Discovery of Jump Breaks in Joint Volatility for Volume and Price of High-Frequency Trading Data in China“. In Knowledge Science, Engineering and Management, 174–82. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-63558-3_15.

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Aïıt-Sahalia, Yacine, und Jean Jacod. „Co-jumps“. In High-Frequency Financial Econometrics. Princeton University Press, 2014. http://dx.doi.org/10.23943/princeton/9780691161433.003.0014.

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This chapter considers some questions which only make sense in a multivariate setting. It deals with two problems: one is about a multidimensional underlying process X, and we want to decide whether two particular components of X jump at the same time: this can happen always, or never, or for some but not all jump times. The second problem is again about a one-dimensional underlying process X, but we study the pair (X, σ‎), with the second component being the volatility of the first component X. Again, we want to decide whether X and σ‎ jump at the same times, always, or never, or sometimes. The process X is observed at the regularly spaced observation times iΔ‎₀, within a finite time interval [0, T].

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Aïıt-Sahalia, Yacine, und Jean Jacod. „Testing for Jumps“. In High-Frequency Financial Econometrics. Princeton University Press, 2014. http://dx.doi.org/10.23943/princeton/9780691161433.003.0010.

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This chapter is devoted to the most basic question about jumps: are they present at all? As seen in Chapter 5, this question can be answered unambiguously when the full path of the underlying process X is observed over the time interval of interest [0, T]. However, we suppose that X is discretely observed along a regular scheme with lag Δ‎₀, so no jump can actually be exactly observed, since observing a large discrete increment may be suggestive that a jump took place, but provides no certitude. We wish to derive testing procedures which are at least consistent. This can only be done under some structural hypotheses on X, and the property of being an Itô semimartingale is a suitable one.

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Konferenzberichte zum Thema "Frequency jumps"

Levine, Alfred M., Ercument Ozizmir, Reuven Zaibel und Yehiam Prior. „General jump model for laser noise: non-Markovian phase and frequency jumps“. In Boston - DL tentative, herausgegeben von Rajarshi Roy. SPIE, 1991. http://dx.doi.org/10.1117/12.24990.

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Huang, Xinming, Hai Sha, Hang Gong, Yiwei Wu und Gang Ou. „A detection algorithm of frequency jumps for GNSS satellite clocks“. In 2013 Joint European Frequency and Time Forum & International Frequency Control Symposium (EFTF/IFC). IEEE, 2013. http://dx.doi.org/10.1109/eftf-ifc.2013.6702180.

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Galleani, Lorenzo, und Patrizia Tavella. „Using the Kalman filter to detect frequency jumps in atomic clocks“. In 2011 Joint Conference of the IEEE International Frequency Control and the European Frequency and Time Forum (FCS). IEEE, 2011. http://dx.doi.org/10.1109/fcs.2011.5977813.

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Vaucher und Kianush. „A Global Car-radio Ic With Inaudible Frequency Jumps“. In 1998 International Conference on Consumer Electronics. IEEE, 1998. http://dx.doi.org/10.1109/icce.1998.678324.

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Wang, Bin, und Junping Chen. „Preliminary analysis of frequency jumps in BDS satellite clock“. In 2017 Forum on Cooperative Positioning and Service (CPGPS）. IEEE, 2017. http://dx.doi.org/10.1109/cpgps.2017.8075135.

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Oleksak, Kathryn, und James Camparo. „Clock Ensembling to Mitigate GNSS Atomic Clock Frequency Jumps“. In 52nd Annual Precise Time and Time Interval Systems and Applications Meeting. Institute of Navigation, 2021. http://dx.doi.org/10.33012/2021.17804.

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Kwak, J. G., S. K. Kim und Suwon Cho. „Power balance consideration of density jumps in pulsed helicon discharges“. In The twelfth topical conference on radio frequency power in plasmas. AIP, 1997. http://dx.doi.org/10.1063/1.53369.

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Mouaze, D., F. Murzyn und J. R. Chaplin. „Turbulence at Free Surface in Hydraulic Jumps“. In ASME 2004 Heat Transfer/Fluids Engineering Summer Conference. ASMEDC, 2004. http://dx.doi.org/10.1115/ht-fed2004-56077.

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In the context of recent work by Brocchini & Peregrine [1,2], this paper aims to document free surface profiles, and turbulence length scales in hydraulic jumps with Froude numbers between 1.98 and 4.82. Although information on bubble size, frequency and velocities in hydraulic jumps is available in the literature, there is not much data on the features of the free surface, or on mixing layer thickness. In the present case, measurements at the free surface have been realized with two miniature resistive wire gauges each comprising two parallel 50 micron diameter wires with a separation of 1mm. These instruments were calibrated dynamically over a range of frequencies up to 20 Hz. Furthermore optical probes were used to measure properties of the air phase within the jump, including void fractions (up to 98%). The present results extend the range of Froude numbers for which two-phase measurements in hydraulic jumps are available, and, in most respects, confirm earlier results obtained with different experimental techniques. Length scales at the free surface are deduced from cross-correlation analysis of wire gauge measurements, and are compared with similar data obtained from images of the surface.

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Bloch, M., O. Mancini und C. Stone. „The reflectometer-an indispensable instrument for eliminating frequency jumps and noise in precision crystal oscillators“. In 2008 IEEE International Frequency Control Symposium. IEEE, 2008. http://dx.doi.org/10.1109/freq.2008.4622959.

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Huang, Michael, Andrew Stapleton und James Camparo. „Eliminating Light-Shift Jumps in Rb Atomic Clocks: Active Stabilization of RF-Discharge Lamp Brightness“. In 2018 IEEE International Frequency Control Symposium (IFCS). IEEE, 2018. http://dx.doi.org/10.1109/fcs.2018.8597509.

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Berichte der Organisationen zum Thema "Frequency jumps"

Aït-Sahalia, Yacine, und Jean Jacod. Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data. Cambridge, MA: National Bureau of Economic Research, März 2010. http://dx.doi.org/10.3386/w15808.

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