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    <title>EconStor Community:</title>
    <link>https://hdl.handle.net/10419/49015</link>
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        <rdf:li rdf:resource="https://hdl.handle.net/10419/58014" />
        <rdf:li rdf:resource="https://hdl.handle.net/10419/58002" />
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    <dc:date>2026-04-30T11:56:05Z</dc:date>
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  <item rdf:about="https://hdl.handle.net/10419/58014">
    <title>Weighted generalized beta distribution of the second kind and related distributions</title>
    <link>https://hdl.handle.net/10419/58014</link>
    <description>Title: Weighted generalized beta distribution of the second kind and related distributions
Authors: Ye, Yuan; Oluyede, Broderick O.; Pararai, Mavis
Abstract: In this paper, a new class of weighted generalized beta distribution of the second kind (WGB2) is presented. The construction makes use of the conservability approach which includes the size or length-biased distribution as a special case. The class of WGB2 is used as descriptive models for the distribution of income. The results that are presented generalizes the generalized beta distribution of second kind (GB2). The properties of these distributions including behavior of hazard functions, moments, variance, coefficients of variation, skewness and kurtosis are obtained. The moments of other weighted distributions that are related to WGB2 are obtained. Other important properties including entropy (generalized and beta) which are measures of the uncertainty in this class of distributions are derived and studied.</description>
    <dc:date>2012-01-01T00:00:00Z</dc:date>
  </item>
  <item rdf:about="https://hdl.handle.net/10419/58002">
    <title>Have bull and bear markets changed over time? Empirical evidence from the US-stock market</title>
    <link>https://hdl.handle.net/10419/58002</link>
    <description>Title: Have bull and bear markets changed over time? Empirical evidence from the US-stock market
Authors: Grobys, Klaus
Abstract: This contribution analyzes bull and bear markets from 1954:1-2011:2 in the US-stock index S&amp;P 500. Thereby, a 2-State-Markov-Switching model is applied to figure out bull and bear market regimes within the latter period, whereby the estimated state probabilities are used to estimate a dummy variable model by employing operational criteria. A sample-split analysis, where the data set is divided into two samples of equal length, gives evidence for a structural break in the expectation of returns being associated with bull market regimes whereas no structural break can be ascertained concerning bear market regimes. This outcome has strong implications for modern asset allocation theory which takes the presence of regime switching into account as investors who expect a significant increase in stock returns would allocate a higher weight to stocks even though they would face bull market regimes at the time point when deciding on asset allocations.</description>
    <dc:date>2012-01-01T00:00:00Z</dc:date>
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  <item rdf:about="https://hdl.handle.net/10419/58015">
    <title>An application of control charts in manufacturing industry</title>
    <link>https://hdl.handle.net/10419/58015</link>
    <description>Title: An application of control charts in manufacturing industry
Authors: Riaz, Muhammad; Muhammad, Faqir
Abstract: The range control chart and the X bar control chart are the well known and the most popular tools for detecting out- of-control signals in the Statistical Quality Control (SQC). The control charts has shown his worth in the manufacturing industry. In this study we have applied the range and the X bar control charts to a product of Swat Pharmaceutical Company. The variables under study were weight/ml, Ph, Citrate % and the amount of fill. Besides the X bar control chart, the exponentially weighted moving average control chart and the multivariate Hotelling's T2 control chart were applied to the same data.</description>
    <dc:date>2012-01-01T00:00:00Z</dc:date>
  </item>
  <item rdf:about="https://hdl.handle.net/10419/58008">
    <title>Network centrality and stock market volatility: The impact of communication topologies on prices</title>
    <link>https://hdl.handle.net/10419/58008</link>
    <description>Title: Network centrality and stock market volatility: The impact of communication topologies on prices
Authors: Hein, Oliver; Schwind, Michael; Spiwoks, Markus
Abstract: We investigate the impact of agent communication networks on prices in an artificial stock market. Networks with different centralization measures are tested for their effect on the volatility of prices. Trading strategies diffuse through the different network topologies, mimetic contagion arises through the adaptive behavior of the heterogeneous agents. Short trends may trigger cascades of buy and sell orders due to increased diffusion speed within highly centralized communication networks. Simulation results suggest a correlation between the network centralization measures and the volatility of the resulting stock prices.</description>
    <dc:date>2012-01-01T00:00:00Z</dc:date>
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