Search Results/Filters    

Filters

Year

Banks



Expert Group










Full-Text


Issue Info: 
  • Year: 

    2016
  • Volume: 

    21
  • Issue: 

    66
  • Pages: 

    59-83
Measures: 
  • Citations: 

    1
  • Views: 

    1126
  • Downloads: 

    0
Abstract: 

The conventional literature suggests a positive relationship between the expected return and the conditional volatility, but according to the empirical evidence there is not a specific and constant relationship between them. In this regard, the study investigates the role of significant characteristics of financial asset prices including time-varying conditional volatility and Jump in the relationship between risk and return in Tehran stock market. For this purpose the ARJI-GARCH model which includes both features is applied and the results are compared with two more simple models i.e. GARCH-M and GARCH- Jump.The former consists of the conditional variance and the latter has both features but with the constant probability of the Jump. The empirical findings using daily data from September 9th 1997 to March 15th 2015 imply that the Jump component has a significant impact, and the risk of Iran’s stock returns includes both smoothly changing variance and Jump events. Therefore, the traditional GARCH-M model cannot explain correctly the relationship between risk and return in Iran’s stock market. Also, the analysis of the time-varying risk premium shows that in the short-run only the risk arising from Jump is significant.

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

View 1126

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesDownload 0 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesCitation 1 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesRefrence 0
Author(s): 

Issue Info: 
  • Year: 

    2020
  • Volume: 

    11
  • Issue: 

    -
  • Pages: 

    0-0
Measures: 
  • Citations: 

    1
  • Views: 

    62
  • Downloads: 

    0
Keywords: 
Abstract: 

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

View 62

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesDownload 0 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesCitation 1 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesRefrence 0
Issue Info: 
  • Year: 

    2022
  • Volume: 

    7
  • Issue: 

    1 (25)
  • Pages: 

    71-96
Measures: 
  • Citations: 

    0
  • Views: 

    114
  • Downloads: 

    0
Abstract: 

New findings show that volatility models with Jump component are more successful than without Jumping models in modeling stylized facts about the stock market. This study focuses on the role of Jump in the return of the total index of Tehran Stock Exchange from the beginning of the trading day 1396 to the last trading day 1399. The empirical approach used for this purpose is different from the usual procedure for estimating parameters and performing diagnostic tests. In this approach, Jump times, Jump size and volatility are estimated. These estimates provide a dynamic picture of the role of these factors and are useful for analyzing periods of market pressure. The results of the Jump existence test using Bayesian factor show the superiority of the stochastic volatility model with Jump component and leverage effect (SVLJ) over other models. The results of estimating the SVLJ model show that only two Jumps in the total index yield occurred with a probability between 0. 015 and 0. 02 in the time interval between the data of this study and six Jumps with a probability greater than 0. 01 occurred in the return. However, the Jump component accounts for up to 15. 75% of the efficiency changes, which, if not included in the modeling, will lead to inaccurate results in volatility and risk measurements. This is important because it is important to determine the share of Jumps in periods of market stress, as the risk of a Jump in returns usually cannot be covered, and investors may need to risk premium to bear these risks.

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

View 114

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesDownload 0 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesCitation 0 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesRefrence 0
Author(s): 

Journal: 

SCIENCE AND SPORTS

Issue Info: 
  • Year: 

    2020
  • Volume: 

    38
  • Issue: 

    13
  • Pages: 

    1475-1487
Measures: 
  • Citations: 

    1
  • Views: 

    36
  • Downloads: 

    0
Keywords: 
Abstract: 

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

View 36

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesDownload 0 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesCitation 1 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesRefrence 0
Issue Info: 
  • Year: 

    2011
  • Volume: 

    1
  • Issue: 

    2
  • Pages: 

    19-27
Measures: 
  • Citations: 

    0
  • Views: 

    3237
  • Downloads: 

    0
Abstract: 

Introduction: Biomechanical analysis of vertical Jump is necessary for determining the best Jumping method with high mechanical efficiency. This is clear that Jumping method is significant in record and result. The purpose of this study is to compare the kinetic and kinematic parameters of two kinds of vertical Jump: squat vertical Jumping and Jumping with contrary motion.Methods: for this reason among 16 Esfahan Zobe Ahan youth (13-17years) players, 11 volunteers having 14.64±1.28 age, 179.55±7.6 h.cm, 66.58±8.7 m.kg. and length of lower extremity 84.36±3.1 cm participated in research. The comparison of these two kinds of Jumping was done by dynamometer. The subject performed two methods of vertical Jump on faceplate, and the best result for everybody was recorded. In squat Jump the subject’s knees are put in a situation while having 120 degrees and he Jumped from this position with extending his knees. Meanwhile in vertical Jump of the contrary movement, the subject after being stayed on faceplate and flexed his knees in good position while extending his knees immediately Jumped vertically. The independent T-statistical method and Pearson correlation coefficient were used for analyzing data in the meaningful level (P≤%5).Results: A meaningful difference was observed between vertical reaction force, (p=0.03), rate (p=0.05) and height (p=0.01) in both Jumping types, these three factors in vertical Jumping with contrary motions were more than squat Jumping, thus significant relationship is observed between rate of takeoff and height.Conclusion: as a result it can be concluded that the record of vertical Jumping with contrary motion is better than squat vertical Jumping.

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

View 3237

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesDownload 0 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesCitation 0 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesRefrence 0
Issue Info: 
  • Year: 

    2016
  • Volume: 

    9
Measures: 
  • Views: 

    759
  • Downloads: 

    11
Abstract: 

INTRODUCTION: IN BASKETBALL, A RUNNING SINGLE LEG Jump IS FREQUENTLY USED IN VARIOUS COMPETITIVE ACTIVITIES SUCH AS REBOUNDING, BLOCKED SHOTS AND LAY-UP SHOTS AT A HIGHER POSITION. HENCE, THE ABILITY OF THE LAYUP Jump IS A DETERMINANT FOR ACHIEVING HIGH COMPETITIVE PERFORMANCES IN THIS SPORT.METHODOLOGY: THE PURPOSE OF THE STUDY WAS TO IDENTIFY THE CRUCIAL VARIABLES THAT CONTRIBUTE TO A SUCCESSFUL BASKETBALL LAYUP PERFORMANCE BY USING BIOMECHANICAL ANALYSIS. THIRTEEN MALE BASKETBALL PLAYERS PERFORMED 3 SINGLE LEG JumpS. THREE-DIMENSIONAL COORDINATE OBTAINED WITH RAPTOR CAMERA INFRARED MOTION ANALYSIS SYSTEM (MAC 3D SYSTEM) AT A SAMPLING FREQUENCY OF 500-HZ AND SYNCHRONIZED TO EACH OTHER WERE USED. IN ORDER TO LOCATE SEGMENTS AND JOINTS, MARKERS WERE ATTACHED AT 9 IDENTIFIED SECTION OF THE BODY ON THE RIGHT SIDE OF EACH SUBJECT: THE HEAD OF THE 2ND DORSAL PHALANX (TOE), BASE OF THE CALCANEOUS (HEEL), LATERAL MALLEOLUS (ANKLE), LATERAL CONDYLE OF THE FEMUR (KNEE), GREATER TROCHANTER (HIP), GLENOHUMERAL JOINT (SHOULDER), CHIN-NECK INTERSECTION (HEAD), HEAD OF RADIUS (ELBOW), AND ULNAR STYLOID PROCESS (WRIST). SIMI MOTION 7.5 MOTION ANALYSIS PROGRAM WAS USED TO MAKE KINEMATIC ANALYSIS. COORDINATE DATA WERE FILTERED AND THEN KINEMATIC VARIABLES WERE CALCULATED TO DESCRIBE THE BASKETBALL RUNNING SINGLE LEG JumpS PERFORMANCE RESULTS: THE RESULTS OF THE PRESENT STUDY REVEALED FIVE VARIABLES THAT STRONGLY CONTRIBUTED TO Jump HEIGHT ACCORDING TO MODEL SELECTION. IN THE APPROACH PHASE, THE HORIZONTAL VELOCITY OF COM WAS A CONTRIBUTOR. THE SHOULDER JOINT ANGULAR VELOCITY WAS THE ONLY VARIABLE IDENTIFIED IN THE FLIGHT PHASE. THE REMAINING FOUR VARIABLES WERE FROM THE TAKEOFF PHASE: HIP JOINT ANGULAR VELOCITY, ANKLE JOINT ANGULAR VELOCITY AND MAXIMUM NEGATIVE VERTICAL VELOCITY OF COM DURING TAKEOFF.DISCUSSION: THE CURRENT RESULTS INDICATE THAT ANKLE JOINT ANGULAR VELOCITY DURING THE TAKEOFF PERIOD WAS SIGNIFICANT PREDICTOR THAT IS IN ACCORDANCE WITH THE RESULTS OF SUGIYAMA AND ET AL (2014) FOR Jump HEIGHT [1]. ALSO, IT IS VERY IMPORTANT TO USE THEIR ARMS CORRECTLY AT TAKEOFF AND FLIGHT PHASE ARE CORRELATED WITH THE Jump HEIGHT THAT WAS CONSISTENT WITH LEES AND ET AL (2004) IT WAS FOUND THAT THE ARM SWING AFFECTS THE Jump HEIGHT [2]. THEREFORE, IT IS VERY IMPORTANT TO USE THEIR ARMS CORRECTLY, THE HIP EXTENSION SPEED, ANKLE JOINT ANGULAR VELOCITY, HORIZONTAL VELOCITY OF COM AND MAXIMUM NEGATIVE VERTICAL VELOCITY OF COM AT LAYUP Jump THAT ARE CORRELATED WITH THE Jump HEIGHT.

Yearly Impact:   مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

View 759

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesDownload 11
Author(s): 

Journal: 

Sports

Issue Info: 
  • Year: 

    2022
  • Volume: 

    10
  • Issue: 

    9
  • Pages: 

    0-0
Measures: 
  • Citations: 

    1
  • Views: 

    11
  • Downloads: 

    0
Keywords: 
Abstract: 

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

View 11

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesDownload 0 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesCitation 1 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesRefrence 0
Issue Info: 
  • Year: 

    2011
  • Volume: 

    24
  • Issue: 

    5
  • Pages: 

    995-1007
Measures: 
  • Citations: 

    0
  • Views: 

    1005
  • Downloads: 

    0
Abstract: 

In this study, the effect of suspended load transport on the characteristics of submerged hydraulic Jump (SHJ) in a rectangular channel was investigated experimentally. Sediment concentration and jet Froude numbers in the range of 0.424%-16.15% and 1.93-4.96, respectively, were considered. Tow grain size 0.15 and 0.03 mm were used in the experiments. Characteristics of submerged hydraulic Jump including velocity and concentration distribution, length of Jump, the submergence depth on the gate and the energy dissipation were studied. The results showed that the submergence depth on the gate and the energy dissipation are constant by increasing of sediment concentration. The length of the Jump at the presence of suspended sediment is smaller than those due to clear water flow. Also, suspended sediment by decreasing of flow resistance is made to decrease flow velocity.

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

View 1005

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesDownload 0 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesCitation 0 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesRefrence 0
Issue Info: 
  • Year: 

    2019
  • Volume: 

    12
  • Issue: 

    41
  • Pages: 

    79-88
Measures: 
  • Citations: 

    0
  • Views: 

    537
  • Downloads: 

    0
Abstract: 

Beacause of the hydraulic Jump unstable behavior in adverse-slope stilling basins downstream of sloping beds, the Jump toe is transmitted on sloping bed. Therefore, formation of the B-F Jump is common in practice. In this research, using dimensional analysis and Incomplete Self-Similarity (ISS) theorem, a general equation was derived to computation of the sequent depth ratio of a B-F Jump on smooth sloping bed. The experiments were conducted in a physical model for three different slopes of upstream channel (13. 5, 21. 5 and 29. 5 degree) and downstream stilling basin (-0. 05,-0. 1 and-0. 15 %). The results showed that the sequent depth ratio decreases as the slope of stilling basin increases so that for the stilling basin with the slope of 0. 15 % and for the constant position of the Jump (E0=0. 5), the sequent depth ratio decreases about 60% compared with the slope of 0. 05%. Then, the roller length was investigated and based on relative energy loss in the Jump a general equation was derived to calculate the roller length of a B-F Jump. The results showed that the equation of roller length is independent of upstream channel and stilling basin slopes. Finally, using all of the experimental data the required coefficients were calculated and the mean percentage errors were obtained 8. 71 and 13. 31 % for the sequent depth and roller lenghth equations respectively.

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

View 537

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesDownload 0 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesCitation 0 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesRefrence 0
Issue Info: 
  • Year: 

    2016
  • Volume: 

    7
  • Issue: 

    2
  • Pages: 

    0-0
Measures: 
  • Citations: 

    0
  • Views: 

    240
  • Downloads: 

    162
Abstract: 

Background: Jump landing is a complex movement in sports. While competing and practicing, athletes frequently perform multiplanar Jump landing. Anticipatory muscle activity could influence the amount of knee flexion and prepare the knee for dynamic weight bearing such as landing tasks.Objectives: The aim of the present study was to examine knee muscle function and knee flexion excursion as athletes naturally performed multi-direction Jump landing.Materials and Methods: Eighteen male athletes performed the Jump-landing test in four directions: forward (0o), 30o diagonal, 60o diagonal, and lateral (90o). Muscles tested were vastus medialis (VM), vastus lateralis (VL), rectus femoris (RF), semitendinosus (ST), and biceps femoris (BF). A ViconTM 612 workstation collected the kinematic data. An electromyography was synchronized with the ViconTM Motion system to quantify dynamic muscle function. Repeated measure ANOVA was used to analyze the data.Results: Jump-landing direction significantly influenced (P<0.05) muscle activities of VL, RF, and ST and knee flexion excursion.Jumpers landed with a trend of decreasing knee flexion excursion and ST muscle activity 100 ms before foot contact progressively from forward to lateral directions of Jump landing.Conclusions: A higher risk of knee injury might occur during lateral Jump landing than forward and diagonal directions. Athletes should have more practice in Jump landing in lateral direction to avoid injury. Landing technique with high knee flexion in multi-directions should be taught to Jumpers for knee injury prevention.

Yearly Impact: مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

View 240

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesDownload 162 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesCitation 0 مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic ResourcesRefrence 0
litScript
telegram sharing button
whatsapp sharing button
linkedin sharing button
twitter sharing button
email sharing button
email sharing button
email sharing button
sharethis sharing button