152,489 research outputs found
bull n / bull-bird n
No full textbull nSome call it a dovekie, / And that's a good guess, / But to us it's a bull-bird, / No more and no less.dovekiePRINTED ITEM DNE Sup[Add to DNE bull n 2, to 1977 cite]G. M. Story FEB. 27 1988 WKUsed I and SupUsed I and Sup2Used Su
bull n: bull-bird
No full textbull nIf it was in the late fall [we might go] chasing a few bull-birds or 'gicks.'PRINTED ITEM DNE Sup[Add to DNE bull n 2, 1977 cite]G. M. Story OCT. 8 1987 WKUsed I and SupUsed I and Sup2Not usedDNE Sup is written on card, but its contents are not used
bull n: bull bird
No full textbull nLate October or early November brought the bull birds in large numbers to the surrounding waters.PRINTED ITEM DNE Sup[add to DNE bull n 2, to 1977 cite]G. M. Story OCT. 30 1987 WKUsed I and SupUsed I and Sup2Not usedDNE Sup is written on card, but its contents are not used
bull n: bull-bird
No full textbull nThe little bull-bird, that's a fantastic little bird. It comes in the early winter. There are little ears on it, and they stick up like the horns on a bull.PRINTED ITEM DNE Sup[Add to DNE bull n 2, to 1977 quot]G. M. Story JAN. 30 1989 WKUsed I and SupUsed I and Sup2Used Su
Extracting bull and bear markets from stock returns
No full textTraditional methods used to partition the market index into bull and bear regimes often sort returns ex post based on a deterministic rule. We model the entire return distribution; two states govern the bull regime and two govern the bear regime, allowing for rich and heterogeneous intra-regime dynamics. Our model can capture bear market rallies and bull market corrections. A Bayesian estimation approach accounts for parameter and regime uncertainty and provides probability statements regarding future regimes and returns. Applied to 123 years of data our model provides superior identification of trends in stock prices.Markov switching, bear market rallies, bull market corrections, Gibbs sampling
Constructions and Packings of Bull-Design
No full textA bull-design of order n is a decomposition of the complete graph Kn into bulls. Such systems exist precisely when n ≡ 0,1 (mod 5). The necessary conditions of the existence of bull-designs of λKn are the follows: λ ≡ 0 (mod 5) and n ≡ 0,1 (mod 5), or λ ≡ 0 (mod 5) and for all n. In this paper we showed the necessary conditions are also sufficient, and gave the minimum leave of the packing of the complete graph Kn.補正完畢國外Y紙本BG
The Doyen-Wilson theorem for bull designs
No full textA bull is a graph which is obtained by attaching two edges to two vertices of a triangle. A bull-design of order n is an ordered pair (X,A), where X is the vertex set of Kn and A is an edge-disjoint decomposition of Kn into copies of bulls. In this paper, it is shown that a bull-design of order n can be embedded in a bull-design of order m if and only if m≥3n/2+1 or m=n. This produces a generalization of the Doyen–Wilson theorem for bull-designs.補正完畢國外SCI紙本電子版NL
Bull, N J, 149Sqdn
No full textThis record was harvested from a previous catalogue system and will be withdrawn in 2025. Information in this record may be superseded or incomplete. Visit this record in UMA's new catalogue at: https://archives.library.unimelb.edu.au/nodes/view/374599Surname: BULL
Given Name(s) or Initials: N J
Military Service Number or Last Known Location: 149SQDN
Missing, Wounded and Prisoner of War Enquiry Card Index Number: 92185974
Item: [2016.0049.06907] "Bull, N J, 149Sqdn
bull n: bullbird
No full textbull nHe visited four beaches in the Fairhaven area..and found between 100 and 150 dead bullbirds, a small species of seabirds [killed by the oil spill].a small species of seabirdsPRINTED ITEM DNE Sup[Add to DNE bull n n 2, to 1977 quot]G. M. Story JAN. 13 1989 JAN. 13 1989 WKUsed I and SupUsed I and Sup2Not usedDNE Sup is written on card, but its contents are not used
Duration Dependence in Stock Prices: An Analysis of Bull and Bear Markets
No full textThis paper investigates the presence of bull and bear market states in stock price dynamics. A new definition of bull and bear market states based on sequences of stopping times tracing local peaks and troughs in stock prices is proposed. Duration dependence in stock prices is investigated through posterior mode estimates of the hazard function in bull and bear markets. We find that the longer a bull market has lasted, the lower is the probability that it will come to a termination. In contrast, the longer a bear market has lasted, the higher is its termination probability. Interest rates are also found to have an important effect on cumulated changes in stock prices: increasing interest rates are associated with an increase in bull market hazard rates and a decrease in bear market hazard rates.
- …
