浅谈背越式跳高的助跑节奏

一、背越式跳高的技术特征 背越式跳高技术两个最显著的特征是弧线助跑起跳和背越过杆.弧线助跑起跳为充分发挥和利用助跑速度提高起跳效果创造了有利条件,也是背越式跳高最大的优越性,从动作结构看,背越式跳高简单易学,助跑采用接近正常快跑动作的弧线形式起跳前利用弧线助跑身体内倾来降低身体体重,起跳过程中利用离心力使身体快速由内倾转为竖直以提高身体重心和加大垂直速度,完成正心用力起跳,腾空后由于摆动腿的作用、起跳后的惯性和离心力,完成空中转体背向横杆并通过肢体的相向运动完成过杆动作.     

试论影响男子高水平运动员背越式跳高成绩的因素

主要从最佳跳高姿势的标准(过杆时身体总重心高横杆最近者为宜,背越式高于横杆10厘米之内。)和背越式跳高是克服垂直障碍的非周期性运动的特点入手,层层剖析。最终得出背越式跳高技术七类影响因素:身体形态因素、身体素质因素、运动技术因素、心理素质因素、训练周期因素、教练员水平因素、运动员营养摄入因素。如何使青少年跳高水平提高,为国家储备后备力量,恢复其优势地位,这是要奋斗的目标。     

浅谈少儿跳高运动员的赛前心理素质训练

心理素质对少儿跳高运动员比赛成绩的影响较大,为了使少儿跳高运动员在比赛中取得好的成绩,在文献资料法、访谈法的基础上,对影响少儿跳高运动员比赛成绩的心理因素进行了分析,提出了少儿跳高运动员赛前心理素质的培养与训练的方法.     

“背越式”跳高的启示

1968年10月20日,墨西哥城正在进行第19届奥运会最后一天的比赛。田径场上,男子跳高赛竞争十分激烈。横杆升到2.24米了!人们顿时屏住了呼吸,注视着场上的美国男子跳高运动员福斯贝里。身材修长的他,     

浅谈跳高比赛中心理训练和调节的方法

通过查阅大量的文献资料、观摩和参加大量比赛及自身训练体会，对赛中跳高运动员的心理状态进行分析综合得出，心理训练能够帮助运动员解除外界环境的压力，并消除在跳高过程中出现的种种心理障碍，从而使运动员出现最佳竞技状态，获得好成绩。文中列出三种心理训练在比赛中的应用。     

渐放弧线加点控制法在背越式跳高教学中的应用研究

本文通过对体育院系学生分组进行的加点控制助跑弧线的教学实验认为背越式跳高的教学应该改变原来单一的助跑路线模式,在初期应采用较小助跑路线进行练习以促使学生掌握正确的技术动作,在学生技术动作较为熟练以后应适当将助跑路线放大,这样先小后大的助跑路线组合明显优于传统的助跑路线,能够取得较好的教学效果。     

有效提高跳高训练效果的辅助练习

通过多年来学校田径队的业余训练实践和探索发现，不失时机地加大一些身体素质练习，在提高跳高成绩方面，具有较大的可取性和实效性。但同时必须注意中学生的年龄和生理特点，辅助练习的运动负荷要适当，避免发生运动性伤害事故。     

浅析高校跳高运动员力量训练

力量训练一直是跳跃项目训练中的重要环节之一,力量水平的高低直接影响着专项成绩的好坏.随着人们对体育训练科学性认识的加深和训练方法的改变,世界上各项跳跃项目的成绩都有了较大幅度的提高.笔者在查阅文献、专家咨询和调查的基础上,选择四种力量练习常用手段进行组合,对6名高校跳高运动员(其中3名女生)进行8周的训练,得出该组合力...     

浅析业余背越式跳高运动员的技术训练

跳高训练分为身体训练和技术训练，身体是基础，技术是保证。没有好的技术素质再好也不行。仅就训练中容易被忽视的若干问题，如训练中要树立正确的技术概念，要重视不断改进跑的基本动作，基本技术和完整技术的训练要科学地结合起来，技术训练和专项训练要结合起来，训练要和比赛紧密结合，技术训练要结合本人特点等等。谈一点自己的看法。     

关于首次公开募股公司补税现象的探讨

2008年4月9日．夏草在网络上发表了“鱼跃医疗造假上市”的文章．文章称“江苏鱼跃医疗设备有限公司实际支付税费额2005年为577万．而在其IPO前一年的2007年增长超过10倍，达到6722万”。夏草的这篇文章，在网络上引起了轩然大波。     

资产收益率跳扩散过程的混频数据估计：一个波动率回馈框架

本文提出一个利用混频数据估计资产波动率的框架,该框架使用日内高频数据构造蕴含潜在发生概率的跳跃和扩散波动指标,以外生的滞后项进入回馈函数,既能充分利用样本信息,又能避免无限滞后期的回馈影响。在对沪深300指数的实证分析中,考虑一个跳跃对扩散波动具有非对称性溢出效应的双向波动率回馈模型。相对于基准模型,这一模型对数据的描述更优。分析结果显示,两类波动间存在正向回馈效应：跳跃向扩散的溢出导致自回归条件异方差（ARCH）系数存在两个区制且区制内的变异性明显;扩散向跳跃的溢出致使跳跃强度的自相关性在极端市场环境中出现强化。波动率回馈机制使得信息释放后价格反复调整变化,导致波动率高企;熔断事件折射出A股信息流质量差、融解效率低等问题。由此可以得出结论：相关监管和交易制度亟待完善。     

影响青少年运动员跳远踏跳准确性的因素分析

通过文献资料、工作经验、综合分析等方法，对青少年跳远运动员踏跳准确性进行分析研究，提出了踏跳准确性差是我国青少年运动员在比赛中难以取得理想成绩的主要因素。     

Solving Models with Jump Discontinuities in Policy Functions

We compare global methods for solving models with jump discontinuities in the policy function. We find that differences between value function iteration (VFI) and other methods are economically significant and Euler equation errors fail to be a sufficient measure of accuracy in such models. VFI fails to accurately identify both the location and size of jump discontinuities, while the endogenous grid method (EGM) and the finite element method (FEM) are much better at approximating this class of models. We further show that combining VFI with a local interpolation step (VFI‐INT) is sufficient to obtain accurate approximations. The combination of computational speed, relatively easy implementation and adaptability make VFI‐INT especially suitable for approximating models with jump discontinuities in policy functions: while EGM is the fastest method, it is relatively complex to implement; implementation of VFI‐INT is relatively straightforward and it is much faster than FEM.     

Jump probability using volatility periodicity filters in US Dollar/Euro exchange rates

The discrete daily and intraday jump probabilities of US dollar/euro returns from February 2010 to February 2018 are analyzed using five-minute returns considering several periodicity filters of volatility. When the max outlying statistics are used with Gumbel distribution with periodicity filters such as weighted standard deviation, shortest half scale, and median absolute deviation, the empirical estimates show that the five-minute US dollar/euro returns have lower daily jump probabilities by 13–28% at common critical levels. To detect intraday jumps using the max outlying Gumbel jump statistics, the five-minute US dollar/euro returns have lower daily jump probabilities by 2–10% when the periodicity filters are included at common critical levels. Therefore, when the periodicity filters of volatility are considered, the five-minute US dollar/euro returns have significantly lower daily and intraday jump probabilities than when the periodicity filters are not considered.     

A Tutorial on Reversible Jump MCMC with a View toward Applications in QTL-mapping

A tutorial derivation of the reversible jump Markov chain Monte Carlo (MCMC) algorithm is given. Various examples illustrate how reversible jump MCMC is a general framework for Metropolis-Hastings algorithms where the proposal and the target distribution may have densities on spaces of varying dimension. It is finally discussed how reversible jump MCMC can be applied in genetics to compute the posterior distribution of the number, locations, effects, and genotypes of putative quantitative trait loci.     

蹲踞式跳远采用“学导式”教法的实验

本文以蹲踞式跳远教学为例,按照"学导式"教学方法的模式进行教学设计和实施教学,来探讨"学导式"教学方法在蹲踞式跳远教学中的效果,通过教学方法的改进,达到提高教学质量的目的。     

基于非对称扩散跳跃过程的利率模型研究

在短期利率的扩散跳跃模型基础上,进一步考虑了模型扩散项方差自相关性、非对称性以及跳跃项的均值回复性等设定,以捕捉短期利率的均值回复、波动率集聚、非零偏态和超额峰度以及非连续性等特征。利用上海银行同业拆放市场（SHIBOR）日交易利率数据得出以下结论。首先,SHIBOR利率市场存在均值回复效应,由跳跃设定引起的混合正态分布能捕捉利率增量的尖峰特征。其次,利率增量方差遵循显著的非对称自相关过程,且正的冲击会产生更大的波动性,导致有偏分布。最后,跳跃是利率均值回复速率的重要组成部分,也是利率的水平值动态,尤其是波动性动态的重要来源。     

Jump tails,extreme dependencies,and the distribution of stock returns

We provide a new framework for estimating the systematic and idiosyncratic jump tail risks in financial asset prices. Our estimates are based on in-fill asymptotics for directly identifying the jumps, together with Extreme Value Theory (EVT) approximations and methods-of-moments for assessing the tail decay parameters and tail dependencies. On implementing the procedures with a panel of intraday prices for a large cross-section of individual stocks and the S&P 500 market portfolio, we find that the distributions of the systematic and idiosyncratic jumps are both generally heavy-tailed and close to symmetric, and show how the jump tail dependencies deduced from the high-frequency data together with the day-to-day variation in the diffusive volatility account for the “extreme” joint dependencies observed at the daily level.     

Jump dynamics,spillover effect and option valuation

In this paper, we propose an affine discrete-time model that incorporates the jump process and spillover effect for valuing the 50 ETF options in China. Based on the proposed model, a closed-form solution is also derived for the new dynamics of underlying asset, which facilitates option pricing. The empirical results show that the proposed model offers greater economic benefit with reduced pricing errors than the traditional benchmark models, including the popular HNGARCH model of Heston and Nandi (2000), GARV model of Christoffersen et al. (2014), and BPJVM model of Christoffersen et al. (2015). Our finding is important for financial risk management and investment in Chinese derivatives market.     

Jump Interdependencies: Stochastic linkages among international stock markets

This study investigates the volatily jump contagion among the Asian, European (Germany, UK, & France) and US markets. In particular, it examines the stochastic linkages among the international stock markets and analyzes the self and cross-excitation of jumps. The discontinuities in the stochastic volatility of each market are identified and their structural inter-dependencies are analyzed. Our empirical results imply that negative jumps from the USA and Europe are transmitted to the domestic Asian markets, while positive jumps are majorly from the regional markets. Results also imply that the cross-market linkages vary with respect to markets and regimes. Our results have implications for risk management, investment and hedging decisions.