Paul koether (7 Ergebnisse)

Zustand: New. In English.

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.…

Cloth. Zustand: Near Fine. Zustand des Schutzumschlags: No Jacket, As Issued. 320 pages with 520 illustrations in color. Minor rubbing and wear to the cover and edge. Edited by Kathy Halbreich, Mark Godfrey, Lanka Tattersall, and Magnus Schaefer. Published on the occasion of the exhibition from The Museum of Modern Art, New York, New York April 19-August 3 , 2014. Bibliography by Erhard Klein. Interview with Benjamin H. D. Buchloh. Book.…

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.

83 pp.; 29.6 x 19.5 cm.; glue bound; black-and-white; edition size unkown; unsigned and unnumbered; offset-printed; Reprint of issue no. 2 out of three published issues of Eau de Cologne, a magazine edited by gallerist Monika Sprüth focused on women in the artworld. Includes features on Meret Oppenheim, Christiane Meyer-Thoss, Sophie Taeuber-Arp, Louise Lawler, Jenny Holzer, Marianne Eigenheer, Nancy Dwyer, Annette Lemieux, Gretchen Bender, Anne Loch, Bettina Semmer, Jutta Koether, Ina Barfuss, Katharina Fritsch, and Susan Hiller ; "Louise Bourgeois : LAIR," by Stuart Morgan ; "Russische Konstruktivistinnen Die 'Anderen' der Anderen welt" by Jo-Anna Isaak ; an interview between Eva Hesse and Cindy Nemser ; "Desire" by Ulla Frohne ;"Speech Acts : Tokens of the 1980s," by Paul Taylor ; "If You're Successful Why Do You Feel Like a Fake," by Mary-Anne Staniszewski Interviews with Barbara Kruger, Barbara Jakobson, Iwona Blazwick, Catherine Lacey, Maureen Paley, Dorine Mignot, Marie-Claude Jeune, Adelina von Fürstenberg, Carmen Giminez, Maria Corall, Grazia Gunn, Mary Jane Jacob, Lisa Phillips, Linda Shearer, Bernice Rose, Joan Simons, Kathy Halbreich, Sue Grace, Katharina Schmidt, Marie-Luise Syring, Evelyn Weiss, and Marianne Stockebrand. Cover image by Barbara Kruger.Text in English and German. Very Good. Light rubbing of covers. 1 cm. tear to top layer of paper along lower edge of spine. Contents clean and unmarked.…

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.