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British Journal of Sports Medicine, ISSN 0306-3674, 05/2013, Volume 47, Issue 8, pp. 503 - 507
.... Aim The aim was to examine the relationship between jumping ability and change of jumping ability as potential risk factors for developing jumper's knee... 
SPORT SPECIALIZATION | SPORT SCIENCES | INJURY RISK | VERTICAL JUMP | PERFORMANCE | MALE VOLLEYBALL PLAYERS | POWER | MECHANISMS | STRENGTH | PREVALENCE | Prospective Studies | Volleyball - injuries | Knee Injuries - etiology | Athletic Injuries - etiology | Humans | Risk Factors | Adolescent | Female | Male | Case-Control Studies | Athletic Performance - physiology | Knee | Analysis | Research | Jumping | Health aspects | Injuries | Risk factors
Journal Article
JOURNAL OF APPLIED PROBABILITY, ISSN 0021-9002, 12/2019, Volume 56, Issue 4, pp. 1086 - 1105
We study the distribution of the negative Wiener-Hopf factor for a class of two-sided jump Levy processes whose positive jumps have a rational Laplace transform... 
negative Wiener-Hopf factor | FACTORIZATION | Levy risk process | Wiener-Hopf factorization | Two-sided jump Levy process | STATISTICS & PROBABILITY | FAMILY | Queuing theory | Laplace transforms | Stochastic models | Random variables | Asymptotic methods | Distribution functions
Journal Article
Applied numerical mathematics, ISSN 0168-9274, 2017, Volume 115, pp. 252 - 274
The most recent update of financial option models is American options under stochastic volatility models with jumps in returns (SVJ) and stochastic volatility... 
Stochastic volatility | American option | Wendland functions | Meshless weak form | Merton jump diffusion | MATHEMATICS, APPLIED | MLPG METHOD | INTEGRAL-EQUATIONS | SCHEME | COLLOCATION METHOD | FINITE-ELEMENT | CONVERGENCE | PROBABILITY DENSITY-FUNCTION | RADIAL BASIS FUNCTIONS | VOLATILITY | DIFFUSION MODELS | Usage | Models | Analysis | Methods | Pricing
Journal Article
Quantitative Economics, ISSN 1759-7323, 05/2019, Volume 10, Issue 2, pp. 419 - 456
We develop tests for deciding whether a large cross‐section of asset prices obey an exact factor structure at the times of factor jumps... 
specification test | C52 | high‐frequency data | Factor model | semimartingale | jumps | G12 | panel | stochastic volatility | C51 | REGRESSION | NUMBER | high-frequency data | ECONOMICS | Measurement | Economic models | Prices | Null hypothesis | Assets | Sampling | Risk factors | Estimators | Averages
Journal Article
Computational statistics & data analysis, ISSN 0167-9473, 2011, Volume 55, Issue 3, pp. 1319 - 1330
Journal Article
Journal of Econometrics, ISSN 0304-4076, 08/2015, Volume 187, Issue 2, pp. 593 - 605
Journal Article
Insurance Mathematics and Economics, ISSN 0167-6687, 01/2017, Volume 72, pp. 21 - 35
Journal Article