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Displaying results 1 to 25 of 39.

  1. Der Abschied
    e. Erzählung um Schiller u. Charlotte von Kalb
    Author: Herrmann, Klaus
    Published: 1955
    Publisher:  Kiepenheuer, Weimar

    Location:
    Universitätsbibliothek der LMU München
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    Staatliche Bibliothek Regensburg
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    Source: Union catalogues
    Language: German
    Media type: Book
    RVK Categories: GM 7651
    Edition: 16. - 30. Tsd.
    Scope: 179 S.
  2. Die ägyptische Hochzeit
    Roman
    Author: Herrmann, Klaus
    Published: 1954
    Publisher:  Thüringer Volksverl., Weimar

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    Universitätsbibliothek Regensburg
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    Source: Union catalogues
    Language: German
    Media type: Book
    RVK Categories: GN 9999
    Edition: 6.Aufl., 24.-29.Tsd.
    Scope: 316 S.
  3. Die ägyptische Hochzeit
    Roman
    Author: Herrmann, Klaus
    Published: 1971
    Publisher:  Verlag der Nation, Berlin

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    Source: Union catalogues
    Language: German
    Media type: Book
    Format: Print
    DDC Categories: 810; 820; 830; 839; 840; 850; 860; 870; 880; 890
    Edition: 2. Aufl.
    Other subjects: Kleopatra <Ägypten, Königin>
    Scope: 323 S.;, 21 cm
  4. Die Witwe des Propheten
    Roman
    Author: Herrmann, Klaus
    Published: 1971
    Publisher:  Verl. der Nation, Berlin

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    Archiv der Akademie der Künste, Bibliothek
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    Bibliothek des Bundesarchivs
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    Freie Universität Berlin, Universitätsbibliothek
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    Humboldt-Universität zu Berlin, Universitätsbibliothek, Jacob-und-Wilhelm-Grimm-Zentrum
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    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
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    Verbund der Öffentlichen Bibliotheken Berlins - VÖBB
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    Source: Staatsbibliothek zu Berlin; Philologische Bibliothek, FU Berlin
    Language: German
    Media type: Book
    RVK Categories: GN 9999
    Edition: 1. Aufl.
    Scope: 222 S.
  5. Der Abschied
    e. Erzählung um Schiller u. Charlotte von Kalb
    Author: Herrmann, Klaus
    Published: 1955
    Publisher:  Kiepenheuer, Weimar

    Location:
    Archiv der Akademie der Künste, Bibliothek
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    Location:
    Humboldt-Universität zu Berlin, Universitätsbibliothek, Jacob-und-Wilhelm-Grimm-Zentrum
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    Source: Union catalogues
    Language: German
    Media type: Book
    RVK Categories: GM 7651
    Edition: 16. - 30. Tsd.
    Scope: 179 S.
  6. Re-written mystical texts: The transmission of the heikhalot literature in the Middle Ages
    Author: Herrmann, Klaus
    Published: 1993

    Signature:
    UB017712/75/HNK
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    Source: Union catalogues
    Language: English
    Media type: Article (journal)
    Format: Print
    Parent title: In: John Rylands University Library; Bulletin of the John Rylands Library; Manchester : Manchester Univ. Press, 1973; 75(1993), 3, Seite 97-116

    Subjects: Jüdische Literatur
  7. Die Nacht sinkt auf Babylon
    historischer Roman
    Author: Herrmann, Klaus
    Published: 1974
    Publisher:  Verlag der Nation, Berlin

    Location:
    Leibniz-Zentrum Moderner Orient, Bibliothek, Geisteswissenschaftliche Zentren Berlin e.V.
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    B 12049
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    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
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    ^6/^29 MA 4025
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    Universitäts- und Landesbibliothek Sachsen-Anhalt / Zentrale
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    Ha 10 R 11
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    Thüringer Universitäts- und Landesbibliothek
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    74 A 4003
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    Klassik Stiftung Weimar / Herzogin Anna Amalia Bibliothek
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    87995 - A
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    Source: Staatsbibliothek zu Berlin
    Language: German
    Media type: Book
    Format: Print
    Edition: 2. Auflage
    Subjects: German fiction; Fiction; Roman allemand; German fiction
    Other subjects: Alexander the Great (356 B.C.-323 B.C); Alexander - the Great - 356 B.C.-323 B.C
    Scope: 336 Seiten, 21 cm
  8. Max Eyth
    seine Welt in der Welt von morgen
    Author: Herrmann, Klaus
    Published: 2006
    Publisher:  DLG-Verl., Frankfurt am Main

    Location:
    Sächsische Landesbibliothek - Staats- und Universitätsbibliothek Dresden
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    Universitäts- und Landesbibliothek Sachsen-Anhalt / Zentrale
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    L 2008/42
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    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
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    T 06 B 8328
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    Campusbibliothek Bergheim der Universität
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    WS/NP 1393 H568
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    Fachhochschule Kiel, Zentralbibliothek
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    UEa 237
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    Universitätsbibliothek Rostock
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    ZA 87000 E98
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    Haus der Geschichte Baden-Württemberg, Bibliothek
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    Tfp EYT 91
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    Kommunikations-, Informations- und Medienzentrum der Universität Hohenheim
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    ZA 87000 E98 S4
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    Württembergische Landesbibliothek
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    57C/1508
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    Source: Union catalogues
    Language: German
    Media type: Book
    Format: Print
    ISBN: 3769006704; 9783769006704
    Other identifier:
    9783769031560
    9783769006704
    RVK Categories: ZA 87000 ; GL 3643
    Subjects: Eyth, Max;
    Scope: 91 S., Ill., 19 cm
    Notes:

    1. (falsche) EAN in der Vorl., 2. (richtige) EAN nicht in der Vorlage
  9. Notwehr
    frühe Erzählungen
    Author: Brod, Max
    Published: 1990
    Publisher:  Rütten & Loening, Berlin

    Location:
    Universitätsbibliothek J. C. Senckenberg, Zentralbibliothek (ZB)
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    84.599.66
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    Universitätsbibliothek Gießen
    Signature:
    FH ger Ib 9.4
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    Gutenberg-Museum Mainz, Bibliothek
    Signature:
    1990 a 16
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    Content information
    Source: Union catalogues
    Contributor: Heydenbluth, Mathias (Hrsg.); Wagner, Stefan Th. (Illustrator); Herrmann, Klaus (Illustrator)
    Language: German
    Media type: Book
    Format: Print
    ISBN: 3352002886
    RVK Categories: GM 2684
    Edition: 1. Aufl.
    Scope: 192 S., Ill.
  10. Sturm und Drang
    ein Lesebuch für unsere Zeit
    Contributor: Herrmann, Klaus (Publisher); Müller, Joachim
    Published: 1968
    Publisher:  Aufbau-Verlag, Berlin

    Location:
    Verbund der Öffentlichen Bibliotheken Berlins - VÖBB
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    Source: Union catalogues
    Contributor: Herrmann, Klaus (Publisher); Müller, Joachim
    Language: German
    Media type: Book
    Format: Print
    Edition: 8. Aufl.
    Series: Lesebücher für unsere Zeit
    Subjects: Deutsch; Literatur; Sturm und Drang
    Scope: 410 Seiten, Ill.
  11. Die Nacht sinkt auf Babylon
    historischer Roman
    Author: Herrmann, Klaus
    Published: 1974
    Publisher:  Verlag der Nation, Berlin

    Location:
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
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    Source: Staatsbibliothek zu Berlin
    Language: German
    Media type: Book
    Format: Print
    Edition: 2. Auflage
    Subjects: German fiction; Fiction; Roman allemand; German fiction
    Other subjects: Alexander the Great (356 B.C.-323 B.C); Alexander - the Great - 356 B.C.-323 B.C
    Scope: 336 Seiten, 21 cm
  12. Envisioning Judaism
    Studies in Honor of Peter Schäfer on the Occasion of his Seventieth Birthday
    Contributor: Boustan, Raʿanan S. (Hrsg.); Herrmann, Klaus (Hrsg.); Leicht, Reimund (Hrsg.); Reed, Annette Yoshiko (Hrsg.); Veltri, Giuseppe (Hrsg.); Schäfer, Peter (GefeierteR)
    Published: 2013
    Publisher:  Mohr Siebeck, Tübingen

    Location:
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
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    Content information
    Source: Staatsbibliothek zu Berlin
    Contributor: Boustan, Raʿanan S. (Hrsg.); Herrmann, Klaus (Hrsg.); Leicht, Reimund (Hrsg.); Reed, Annette Yoshiko (Hrsg.); Veltri, Giuseppe (Hrsg.); Schäfer, Peter (GefeierteR)
    Language: English
    Media type: Book
    Format: Print
    ISBN: 3161522273; 9783161522277
    Other identifier:
    9783161522277
    Parent title:
    Subjects: Jews; Judaism; Rabbinical literature
  13. Die Nacht sinkt auf Babylon
    historischer Roman
    Author: Herrmann, Klaus
    Published: 1974
    Publisher:  Verlag der Nation, Berlin

    Location:
    Leibniz-Zentrum Moderner Orient, Bibliothek, Geisteswissenschaftliche Zentren Berlin e.V.
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    B 12049
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    Universitäts- und Landesbibliothek Sachsen-Anhalt / Zentrale
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    Ha 10 R 11
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    Thüringer Universitäts- und Landesbibliothek
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    74 A 4003
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    Klassik Stiftung Weimar / Herzogin Anna Amalia Bibliothek
    Signature:
    87995 - A
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    Source: Union catalogues
    Language: German
    Media type: Book
    Format: Print
    Edition: 2. Auflage
    Subjects: German fiction; Fiction; Roman allemand; German fiction
    Other subjects: Alexander the Great (356 B.C.-323 B.C); Alexander - the Great - 356 B.C.-323 B.C
    Scope: 336 Seiten, 21 cm
  14. Sturm und Drang
    Ein Lesebuch für unsere Zeit
    Contributor: Herrmann, Klaus (HerausgeberIn); Müller, Joachim (HerausgeberIn)
    Published: 1955
    Publisher:  Volksverlag, Weimar

    Location:
    Klassik Stiftung Weimar / Herzogin Anna Amalia Bibliothek
    Signature:
    V 11116
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    Klassik Stiftung Weimar / Herzogin Anna Amalia Bibliothek
    Signature:
    25392 - A
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    Location:
    Westsächsische Hochschule Zwickau, Bibliothek
    Signature:
    101 477
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  15. Sturm und Drang
    ein Lesebuch für unsere Zeit
    Contributor: Herrmann, Klaus (Herausgeber); Müller, Joachim (Herausgeber)
    Published: 1955
    Publisher:  Volksverlag, Weimar

    Location:
    Universitätsbibliothek Bielefeld
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  16. Models for time-varying moments using maximum entropy applied to a generalized measure of volatility
    Author: Herrmann, Klaus
    Published: 2008
    Publisher:  Univ., Inst. für Wirtschaftspolitik und Quantitative Wirtschaftsforschung, Erlangen

    We use an information-theoretic approach to interpret Engle's (1982) and Bollerslev's (1986) GARCH model as a model for the motion in time of the expected conditional second power moment. This interpretation is used to show how these models may be... more

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 229 (2008,6)
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    We use an information-theoretic approach to interpret Engle's (1982) and Bollerslev's (1986) GARCH model as a model for the motion in time of the expected conditional second power moment. This interpretation is used to show how these models may be generalized, if we use alternative measures of volatility. We choose one feasible alternative and derive a generalized volatility model. Applying this model to some exemplary market indices, we are able to give some empirical evidence for our method. -- Information Theory ; Maximum Entropy ; GARCH ; Volatility

     
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/29550
    Series: IWQW discussion paper series ; 06/2008
    Subjects: ARCH-Modell; Information; Entropie; Volatilität; Theorie
    Scope: Online-Ressource (13 S.), graph. Darst.
  17. Non-Extensitivity versus informative moments for financial models
    a unifying framework and empirical results
    Author: Herrmann, Klaus
    Published: 2009
    Publisher:  Univ., Inst. für Wirtschaftspolitik und Quantitative Wirtschaftsforschung, Erlangen

    Information-theoretic approaches still play a minor role in financial market analysis. Nonetheless, there have been two very similar approaches evolving during the last years, one in so-called econophysics and the other in econometrics. Both... more

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 229 (2009,7)
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    Information-theoretic approaches still play a minor role in financial market analysis. Nonetheless, there have been two very similar approaches evolving during the last years, one in so-called econophysics and the other in econometrics. Both generalize the notion of GARCH processes in an information-theoretic sense and are able to capture skewness and kurtosis better than traditional models. In this article we present both approaches in a more general framework and compare their performance in some illustrative data sets. -- Entropy density ; Skewness ; Kurtosis, GARCH

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/29559
    Series: IWQW discussion paper series ; 07/2009
    Subjects: ARCH-Modell; Information; Entropie; Finanzmarkt; Theorie
    Scope: Online-Ressource (14 S.)
  18. A note on conditional arbitrage-free maximum entropy densities for simulative option pricing
    Author: Herrmann, Klaus
    Published: 2009
    Publisher:  Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie, Nürnberg

    In this note we present a simple method to include the no-arbitrage condition into the derivation of conditional densities using the principle of maximum entropy. For the case of identically and independently distributed returns, we easily derive... more

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 230 (85)
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    In this note we present a simple method to include the no-arbitrage condition into the derivation of conditional densities using the principle of maximum entropy. For the case of identically and independently distributed returns, we easily derive that the whole process estimated that way is arbitrage free. Such a process may be directly used for simulative derivation of option prices. -- Maximum Entropy density ; No Arbitrage Condition

     
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/29606
    Series: Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie ; 85/2009
    Subjects: Optionspreistheorie; Arbitrage Pricing; Entropie; Theorie
    Scope: Online-Ressource (4 S.)
  19. Volatility models with innovations from new maximum entropy densities at work
    Author: Fischer, Matthias; Gao, Yang; Herrmann, Klaus
    Published: 2010
    Publisher:  Univ., Inst. für Wirtschaftspolitik und Quantitative Wirtschaftsforschung, Erlangen

    Generalized autoregressive conditional heteroskedasticity (GARCH) processes have become very popular as models for financial return data because they are able to capture volatility clustering as well as leptokurtic unconditional distributions which... more

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 229 (2010,3)
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    Generalized autoregressive conditional heteroskedasticity (GARCH) processes have become very popular as models for financial return data because they are able to capture volatility clustering as well as leptokurtic unconditional distributions which result from the assumption of conditionally normal error distributions. In contrast, Bollerslev (1987) and several follow-ups provided evidence that starting with leptokurtic and possibly skewed (conditional) error distributions will achieve better results. Parallel to these exible but to some extend arbitrary chosen parametric distributions, recent years saw a rise in suggestions for maximum entropy distributions (e.g. Rockinger and Jondeau, 2002, Park and Bera, 2009 or Fischer and Herrmann, 2010). Within this contribution we provide a comprehensive comparison between both different ME densities and their parametric competitors within different generalized GARCH models such as APARCH and GJR-GARCH. -- GARCH ; APARCH ; Entropy density ; Skewness ; Kurtosis

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/30185
    Series: IWQW discussion paper series ; 03/2010
    Subjects: Börsenkurs; Volatilität; ARCH-Modell; Entropie; Statistische Verteilung; Theorie
    Scope: Online-Ressource (12 S.), graph. Darst.
  20. Envisioning Judaism
    Studies in Honor of Peter Schäfer on the Occasion of his Seventieth Birthday
    Contributor: Boustan, Raʿanan S. (Hrsg.); Herrmann, Klaus (Hrsg.); Leicht, Reimund (Hrsg.); Reed, Annette Yoshiko (Hrsg.); Veltri, Giuseppe (Hrsg.); Schäfer, Peter (GefeierteR)
    Published: 2013
    Publisher:  Mohr Siebeck, Tübingen

    Location:
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
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    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
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    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
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    Content information
    Source: Staatsbibliothek zu Berlin
    Contributor: Boustan, Raʿanan S. (Hrsg.); Herrmann, Klaus (Hrsg.); Leicht, Reimund (Hrsg.); Reed, Annette Yoshiko (Hrsg.); Veltri, Giuseppe (Hrsg.); Schäfer, Peter (GefeierteR)
    Language: English
    Media type: Book
    Format: Print
    ISBN: 3161522273; 9783161522277
    Other identifier:
    9783161522277
    Subjects: Jews; Judaism; Rabbinical literature
  21. Components of intraday volatility and their prediction at different sampling frequencies with application to DAX and BUND futures
    Author: Herrmann, Klaus; Teis, Stefan; Yu, Weijun
    Published: 2014
    Publisher:  Univ., Inst. für Wirtschaftspolitik und Quantitative Wirtschaftsforschung, Erlangen

    The adjusted measure of realized volatility suggested in [20] is applied to high- frequency orderbook and transaction data of DAX and BUND futures from EU- REX in order to identify the drivers of intraday volatility. Four components are identified to... more

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 229 (2014,15)
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    The adjusted measure of realized volatility suggested in [20] is applied to high- frequency orderbook and transaction data of DAX and BUND futures from EU- REX in order to identify the drivers of intraday volatility. Four components are identified to have predictive power: an auto-regressive pattern, a seasonal pattern, long-term memory and scheduled data releases. These components are analyzed in detail. Some evidence for two additional components, market microstrucuture events and unscheduled news, is given. Depending on the sampling frequency we estimate that between one and two thirds of the variation in realized volatility can be predicted by a simple linear model based on the components identified. It is shown how the predictive power of the different components depends on sampling frequencies.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/105257
    Series: IWQW discussion paper series ; 15/2014
    Scope: Online-Ressource (29 S.), graph. Darst.
  22. On the power and size properties of cointegration tests in the light of high-frequency stylized facts
    Author: Krauss, Christopher; Herrmann, Klaus; Teis, Stefan
    Published: 2015
    Publisher:  Univ., Inst. für Wirtschaftspolitik und Quantitative Wirtschaftsforschung, Erlangen

    This paper first establishes a selection of stylized facts for high-frequency cointegration processes in the European equity market. Empirical evidence is given by one minute-binned transaction data of all DAX 30 constituents as traded on Deutsche... more

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 229 (2015,11)
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    This paper first establishes a selection of stylized facts for high-frequency cointegration processes in the European equity market. Empirical evidence is given by one minute-binned transaction data of all DAX 30 constituents as traded on Deutsche Börse's Xetra market in 2014. A methodology is introduced to simulate cointegrated stock pairs, following none, some or all of the discussed stylized facts. In particular, AR(1), AR(1)-GARCH(1,1) and multiple regime STAR(1)-GARCH(1,1) processes are used to model the cointegration relationship. Furthermore, this cointegration relationship is contaminated with jumps. Based on these processes, the power and size properties of ten contemporary cointegration tests are assessed. We provide an economic interpretation of our approach by relating cointegration to relative-value arbitrage strategies in near-efficient markets. Quintessentially, we find that in a high-frequency setting typical for stock price data, selected cointegration tests still exhibit high power. Especially the Phillips-Perron and the Pantula, Gonzalez-Farias and Fuller tests perform best at very limited size distortions.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/120866
    Series: IWQW discussion paper series ; 11/2015
    Scope: Online-Ressource (36 S.), graph. Darst.
  23. Die ägyptische Hochzeit
    histor. Roman
    Author: Herrmann, Klaus
    Published: 1965
    Publisher:  Verl. d. Nation, Berlin

    Location:
    Berlin-Brandenburgische Akademie der Wissenschaften, Akademiebibliothek
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    Gemeinsamer Bibliotheksverbund (GBV)

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    Bibliothek des Bundesarchivs
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    Kooperativer Bibliotheksverbund Berlin-Brandenburg (KOBV)

    Location:
    Humboldt-Universität zu Berlin, Universitätsbibliothek, Jacob-und-Wilhelm-Grimm-Zentrum
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    Kooperativer Bibliotheksverbund Berlin-Brandenburg (KOBV)

    Location:
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
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    Gemeinsamer Bibliotheksverbund (GBV)

    Location:
    Verbund der Öffentlichen Bibliotheken Berlins - VÖBB
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    Link to union catalogue:
    Kooperativer Bibliotheksverbund Berlin-Brandenburg (KOBV)
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    Source: Staatsbibliothek zu Berlin
    Language: German
    Media type: Book
    Series: Roman für alle ; 154
    Scope: 220 S.
  24. Kreuzfahrt ins Ungewisse
    Roman
    Author: Herrmann, Klaus
    Published: 1964
    Publisher:  Verl. d. Nation, Berlin

    Location:
    Archiv der Akademie der Künste, Bibliothek
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    Kooperativer Bibliotheksverbund Berlin-Brandenburg (KOBV)

    Location:
    Bibliothek des Bundesarchivs
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    Kooperativer Bibliotheksverbund Berlin-Brandenburg (KOBV)

    Location:
    Freie Universität Berlin, Universitätsbibliothek
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    Kooperativer Bibliotheksverbund Berlin-Brandenburg (KOBV)

    Location:
    Humboldt-Universität zu Berlin, Universitätsbibliothek, Jacob-und-Wilhelm-Grimm-Zentrum
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Link to union catalogue:
    Kooperativer Bibliotheksverbund Berlin-Brandenburg (KOBV)

    Location:
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
    Inter-library loan:
    Unlimited inter-library loan, copies and loan
    Link to union catalogue:
    Gemeinsamer Bibliotheksverbund (GBV)

    Location:
    Verbund der Öffentlichen Bibliotheken Berlins - VÖBB
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    Kooperativer Bibliotheksverbund Berlin-Brandenburg (KOBV)

    Location:
    Stadtbibliothek Guben
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    Kooperativer Bibliotheksverbund Berlin-Brandenburg (KOBV)

    Location:
    Universität Potsdam, Universitätsbibliothek
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    Link to union catalogue:
    Gemeinsamer Bibliotheksverbund (GBV)
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    Source: Staatsbibliothek zu Berlin; Philologische Bibliothek, FU Berlin
    Language: German
    Media type: Book
    Scope: 339 S.
  25. Alfred Döblin: Berge, Meere und Giganten (1925)
    Author: Herrmann, Klaus

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    Source: Leibniz-Zentrum für Literatur- und Kulturforschung
    Media type: Part of a book
    Parent title: In: Fortschrittliche deutsche Literaturkritik 1918 - 1933.(1983); 1983; S. 103-