paul koether (7 Ergebnisse)

Zustand: very good. Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages.

Zustand: Gut. Gr 8°, 64 S. kartonierter Einband, Einband beschabt, lichtrandig und mit kleinen Rissen an den Ecken und Kanten, papierbedingte Bräunung der Seiten, Seiten an der oberen Ecke geknickt (schlechte Lagerung), guter Zustand.

Hardcover. Zustand: Sehr gut. 1. Auflage. Z / B : 4to. 170 Seiten mit 51 meist ganz- bzw. doppelseitigen farbigen Abbildungen,Ausst'verznis, Bibliographie, Chronologie, Leinen mit 3-seit. Goldschnitt.

183 pp.; 27.8 x 21.6 cm.; sewn bound; black-and-white & color; edition size unknown; unsigned and unnumbered; offset-printed Exhibition catalogue published in conjunction with show held February 13 -May 26, 2013. Curated by Massimiliano Gioni, Gary Carrion-Murayari, Jenny Moore, and Margot Norton. Artists include Janine Antoni, Ida Applebroog, Art Club 2000, Lutz Bacher, Matthew Barney, Alex Bag, Sadie Benning, Lina Bertucci, Nayland Blake, Gregg Bordowitz, Bureau, Kathe Burkhart, Peter Cain, Larry Clark, Jessica Diamond, Patricia Cronin, John Currin, Devon Dikeou, Cheryl Donegan, Mary Beth Edelson, Nicole Eisenman, Andrea Fraser, Coco Fusco, Nan Goldin, Robert Gober, Félix González-Torres, Renée Green, Michael Joaquín Grey, Ann Hamilton, Peter Halley, David Hammons, Rachel Harrison, Todd Haynes, Mike Kelley, Byron Kim, Karen Kilimnik, Derek Jarman, Jutta Koether, Alix Lambert, Annie Leibovitz, Zoe Leonard, Sean Landers, Glenn Ligon, Sarah Lucas, Kerry James Marshall, Daniel Joseph Martinez, Marlene McCarty, Donald Moffett, Paul McCarthy, Suzanne McClelland, John Miller, Frank Moore, Christian Phillip Müller, Cady Noland, Gabriel Orozco, Kristin Oppenheim, Pepón Osorio Elizabeth, Peyton Jack Pierson, Steven Pippin, Charles Ray, Jason Rhoades, Julia Scher, Andres Serrano, Cindy Sherman, Gary Simmons, Lorna Simpson, Kiki Smith, Rudolf Stingel, Lily van der Stokker, Wolfgang Tillmans, Rirkrit Tiravanija, The Thing, Nari Ward, Gillian Wearing, Jack Whitten, Hannah Wilke, Sue Williams, and Andrea Zittel. New. As issued, in publisher-issued shrink-wrap. Due to large size and weight additional shipping charges will be required for international orders.

Zustand: New. In.

Kartoniert / Broschiert. Zustand: New. We work in the setting of time series of financial returns.Our starting point are the GARCH models, which are very common in practice.We introduce the possibility of having crashes in such GARCH models.A crash will be modeled by drawing innovations from a d.

Taschenbuch. Zustand: Neu. Neuware - We work in the setting of time series of financial returns.Our starting point are the GARCH models, which are very common in practice.We introduce the possibility of having crashes in such GARCH models.A crash will be modeled by drawing innovations from a distribution with much mass on extremely negative events, while in normal times the innovations will be drawn from a normal distribution.The probability of a crash is modeled to be time dependent, depending on the past of the observed time series and/or exogenous variables. The aim is a splitting of risk into normal risk coming mainly from the GARCH dynamic and extreme event risk coming from the modeled crashes.For the ARCH case we formulate (quasi) maximum likelihood estimators and can derive conditions for consistency and asymptotic normality of the parameter estimates.On the practical side we look for the outcome of estimating models with genuine GARCH dynamic and compare the result toclassical GARCH models. We apply the models to Value at Risk estimation and see that in comparison to the classical modelsmany of ours seem to work better although we chose the crash distributions quite heuristically.