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Displaying results 26 to 41 of 41.

  1. Exzess und Selbst
    Hyperphänomenologische Bewegungen nach Waldenfels
    Author: Steinmann, Jan Juhani
    Published: 2021
    Publisher:  Cuvillier Verlag, Göttingen

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    Source: Union catalogues
    Language: German
    Media type: Ebook
    Format: Online
    ISBN: 9783736965232
    Other identifier:
    9783736965232
    Edition: 1. Auflage
    Subjects: Phänomenologie; Phänomenologie; Philosophie
    Other subjects: Waldenfels, Bernhard (1934-); Waldenfels, Bernhard (1934-); (Produktform)Electronic book text; Philosophie; Philosophy; Phä nomenologie; Phenomenology; Hyperphä Hyperphenomenology; Waldenfels; neues und anderes Denken; new and different way of thinking; Exzess; excess; Selbst; self; Selbstwerdung; becoming a self; exzessives Selbst; exces; (BISAC Subject Heading)PHI000000: PHILOSOPHY / General; (VLB-WN)9540: Geisteswissenschaften, Kunst, Musik / Religion, Theologie; Leser; Ereignis; alienness; alterity; Celan; Text; things themselves; reality; Plato; presence; Platon; Andersheit; Husserl; performativity; Diastase; excessive self; event; anderes Leben; Pessoa; erweiterte Vernunft; self-alienation; reader; Epoché; modaler Qualitätssprung; indirekte Beschreibung; modal leap in quality; Theologie; Nietzsche; corporeality; Kierkegaard; Literatur; Phänomenologie; Performativität; expanded rationality; theology; attitude; Gegenwart; Selbstfremdheit; Merleau-Ponty; Aufmerksamkeit; diastasis; Existenz; Pathos und Response; alien; different life; indirect description; ambivalent dialectics; responsivity; Einstellung; Fremdes; religion; repetition; ambivalente Dialektik; Hyperphänomenologie; existence; pathos and response; Fremdheit; concretion; Sache selbst; Konkretion; Levinas; Wirklichkeit; literature; Heidegger; attention; Wiederholung; Responsivität; Leiblichkeit
    Scope: Online-Ressource, 516 Seiten
  2. Vom Sinn des Fremdseins. Migration und Identität
    Author: Thomas, Philipp
    Published: 2015
    Publisher:  Universitätsbibliothek Tübingen, Tübingen

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  3. Tristan Corbière: d'une existence entre parenthèses au courage de la philosophie cynique
    dans "LES AMOURS JAUNES"
    Author: Kaboub, Ahmed
    Published: 2020
    Publisher:  Éditions universitaires européennes, Saarbrücken

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    Source: Union catalogues
    Language: French
    Media type: Ebook
    Format: Online
    ISBN: 9783841745828; 3841745822
    Other identifier:
    9783841745828
    Edition: 1. Auflage
    Other subjects: (Produktform)Electronic book text; cynisme philosophique moderne; Poésie; Tristan Corbière; existence; la philosophie cynique; cynisme; LES AMOURS JAUNES; la vie de Corbière; La parrêsia cynique; (VLB-WN)1560: Sprachwissenschaft, Literaturwissenschaft
    Scope: Online-Ressource, 52 Seiten
    Notes:

    Vom Verlag als Druckwerk on demand und/oder als E-Book angeboten
  4. The Ed's Story
    And Other Tales
    Author: Díaz Garcilazo, Gabriel
    Published: 2019
    Publisher:  JustFiction Edition, Saarbrücken

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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9786200487988; 6200487987
    Other identifier:
    9786200487988
    Edition: 1. Auflage
    Other subjects: (Produktform)Electronic book text; Time; existence; history; Philosophy; literature; (VLB-WN)1520: Philosophie
    Scope: Online-Ressource, 64 Seiten
    Notes:

    Vom Verlag als Druckwerk on demand und/oder als E-Book angeboten
  5. Translation studies :
    translating in the 21st century - multiple identities /
    Contributor: Sancaktaroğlu-Bozkurt, Sinem (Publisher); Taşdan-Doğan, Tuğçe Elif (Publisher)
    Published: [2022].; © 2022.
    Publisher:  Peter Lang,, Berlin ; Bruxelles ; Lausanne ; New York ; Oxford :

    Location:
    Humboldt-Universität zu Berlin, Universitätsbibliothek, Jacob-und-Wilhelm-Grimm-Zentrum
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    Europa-Universität Viadrina, Universitätsbibliothek
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    Source: Union catalogues
    Contributor: Sancaktaroğlu-Bozkurt, Sinem (Publisher); Taşdan-Doğan, Tuğçe Elif (Publisher)
    Language: English
    Media type: Book
    Format: Print
    ISBN: 978-3-631-88255-9; 3-631-88255-6
    Other identifier:
    9783631882559
    RVK Categories: ES 700
    DDC Categories: 400
    Series: Synergy: translation studies, literature, linguistics ; vol. 2
    Subjects: Übersetzung.
    Other subjects: discrimination; English Literature; existence; isolation; marginalisation; ENGL: English Literature & Culture; discrimination;English Literature;existence;isolation;marginalisation
    Scope: 235 Seiten :, Illustrationen, Diagramme ;, 22 cm, 382 g.
    Notes:

    Literaturangaben
  6. Grenzlinien des Daseins
    Das Bildmotiv bei Andrej Tarkowskij
    Author: Thaliath, Babu
    Published: 2005
    Publisher:  Humboldt-Universität zu Berlin, Philosophische Fakultät I, Berlin

    Die Filmkunst Andrej Tarkowskijs wird am ehesten durch sein Bildmotiv gekennzeichnet. Nach Tarkowskij manifestiert sich im filmischen Bild die "Beobachtung von Lebensfakten, die in der Zeit angesiedelt sind, die entsprechend den Formen des Lebens... more

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    Humboldt-Universität zu Berlin, Universitätsbibliothek, Jacob-und-Wilhelm-Grimm-Zentrum
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    Die Filmkunst Andrej Tarkowskijs wird am ehesten durch sein Bildmotiv gekennzeichnet. Nach Tarkowskij manifestiert sich im filmischen Bild die "Beobachtung von Lebensfakten, die in der Zeit angesiedelt sind, die entsprechend den Formen des Lebens selbst und dessen Zeitgesetzen organisiert werden." Die Filmkunst ist demnach eine Bildhauerei aus Zeit. In der vorliegenden Abhandlung werden die wahrnehmungstheoretischen und historischen Grundlagen der verschiedenen Bildmotive bei Tarkowskij, dargestellt in den Filmen Ivans Kindheit, Andrej Rubljow, Solaris, Spiegel, Stalker, Nostalgia und Opfer, untersucht. Dabei handelt es sich um einen Versuch, zu veranschaulichen, wie das filmische Bild - als Gegenwarts- und Geschichtsbilder sowie als Erinnerungs- und Traumbilder - sich zu eigener zeitlicher und räumlicher Existenz entfaltet, und folglich der Wirklichkeit und seiner erzählerischen Kontinuität gegenüber Grenzen zieht. Die Untersuchung zielt auch darauf ab, die filmtechnische Eigenart der Bildmotive bei Tarkowskij, wie Zeitlupe, Überwindung der Trägheit sowie das Schweben bzw. die Überwindung der Gravitation, zu erörtern, und ihre epistemologischen und ästhetischen Implikationen zu deuten. Andrey Tarkovsky’s aesthetics is characterised predominantly through his image motifs. For Tarkovsky the film image is “basically observation of life’s facts within time, organised according to the pattern of life itself, and observing its time laws.” The art of film is therefore a “sculpting in time.” This treatise examines the epistemological and historical foundations of various image motifs in Tarkovsky’s films: Ivan’s Childhood, Andrei Rublev, Solaris, Mirror, Stalker, Nostalgia and Sacrifice. It attempts to illustrate how the cinematic image - as represented in the presence, history, remembrance and dreams - unfolds into its own temporal and spatial existence and draws its bounds against reality and its narrative continuity. This study also aims at interpreting the technical nature Tarkovsky’s image motifs, such as slow motion, overcoming inertia and gravity (motif of floating), and their epistemological and aesthetic implications. Not Reviewed

     
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    Source: Union catalogues
    Language: German
    Media type: Book
    Other identifier:
    Subjects: Bericht
    Other subjects: Andrej Tarkowskij; “Die versiegelte Zeit”; Fjodor M. Dostojewskij; Idiot; Richard Peace; W. J. T. Mitchell; Sergei Eisenstein; Filmästhetik; Montagetheorie; Ivans Kindheit; Solaris; Der Spiegel; Andrej Rubljow; Nostalgie; Stalker; Opfer; Bildmotiv; Zeitlichkeit; Grenzlinien; Existenz; Andrey Tarkovsky; “The Sculpting in Time”; Fyodor M. Dostoyevsky; Idiot; Richard Peace; W. J. T. Mitchell; Sergei Eisenstein; Film aesthetics; Montage Theory; Ivan’s Childhood; Solaris; Mirror; Andrej Rubljow; Nostalgia; Stalker; Sacrifice; image motif; boundness; temporality; existence; Allgemeines, Wissenschaft; Künste, Bildende Kunst allgemein; Literatur in anderen Sprachen; Philosophie
    Notes:

    Die wahrnehmungstheoretischen Grundlagen der Bildmotive bei Tarkowskij, die die vorliegende Arbeit nur andeutungsweise behandelt, wurden bereits in einer meiner vorigen Veröffentlichungen bei FreiDok, nämlich "Der Prozeß der geometrisch-optischen Perspektivierung in der visuellen Raumwahrnehmung", URL: www.freidok.uni-freiburg.de/volltexte/271/, eingehend erörtert.
  7. Grundfragen hermeneutischer Anthropologie :
    Paul Ricœurs Werk im historischen Kontext: Existenz, Interpretation, Praxis, Geschichte /
    Contributor: Liebsch, Burkhard (Publisher)
    Published: 2024.
    Publisher:  Verlag Karl Alber,, Baden-Baden :

    Access:
    Verlag (lizenzpflichtig)
    Resolving-System (lizenzpflichtig)

    Location:
    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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    Volltext (URL des Erstveröffentlichers)
    Source: Staatsbibliothek zu Berlin
    Contributor: Liebsch, Burkhard (Publisher)
    Language: German
    Media type: Ebook
    Format: Online
    ISBN: 978-3-495-99336-1
    Other identifier:
    DDC Categories: 100
    Edition: 1. Auflage
    Other subjects: 20. Jahrhundert; 20th century; anthropology; Anthropologie; Existenz; existence; Geschichte; hermeneutic anthropology; Geschichtsphilosophie; hermeneutics; Gewalt; history; interpretation; Hermeneutik; orientation; hermeneutische Anthropologie; Interpretation; phenomenology; philosophy of history; Orientierung; Paul Ricœur; social philosophy; Phänomenologie; violence; Sozialphilosophie
    Scope: 1 Online-Ressource (3087 Seiten).
    Notes:

    Druckausgabe in 4 Bänden erschienen
  8. The invariant distribution of wealth and employment status in a small open economy with precautionary savings
    Author: Bayer, Christian; Rendall, Alan D.; Wälde, Klaus
    Published: [2018]
    Publisher:  CESifo, Center for Economic Studies & Ifo Institute, Munich, Germany

    We study optimal savings in continuous time with exogenous transitions between employment and unemployment as the only source of uncertainty in a small open economy. We prove the existence of an optimal consumption path. We exploit that the dynamics... more

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    Staats- und Universitätsbibliothek Bremen
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    DS 63 (7397)
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    We study optimal savings in continuous time with exogenous transitions between employment and unemployment as the only source of uncertainty in a small open economy. We prove the existence of an optimal consumption path. We exploit that the dynamics of consumption and wealth between jumps can be expressed as a Fuchsian system. We derive conditions under which an invariant joint distribution for the state variables, i.e., wealth and labour market status, exists and is unique. We also provide conditions under which the distribution of these variables converges to the invariant distribution. Our analysis relies on the notion of T-processes and applies results on the stability of Markovian processes from Meyn and Tweedie (1993a, b,c).

     
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    Volltext (kostenfrei)
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/191422
    Series: Array ; no. 7397 (December 2018)
    Subjects: uncertainty in continuous time; counting process; existence; uniqueness; stability
    Scope: 1 Online-Ressource (circa 44 Seiten), Illustrationen
  9. Costless delay in negotiations
    Author: Herings, Peter Jean-Jacques; Houba, Harold
    Published: 2015
    Publisher:  Tinbergen Inst., Rotterdam [u.a.]

    We study strategic negotiation models featuring costless delay, general recognition procedures, endogenous voting orders, and finite sets of alternatives. Two examples show: 1. non-existence of stationary subgame-perfect equilibrium (SSPE). 2. the... more

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 432 (2015,10)
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    We study strategic negotiation models featuring costless delay, general recognition procedures, endogenous voting orders, and finite sets of alternatives. Two examples show: 1. non-existence of stationary subgame-perfect equilibrium (SSPE). 2. the recursive equations and optimality conditions are necessary for SSPE but insufficient because these equations can be singular. Strategy profiles excluding perpetual disagreement guarantee non-singularity. The necessary and sufficient conditions for existence of stationary best responses additionally require either an equalizing condition or a minimality condition. Quasi SSPE only satisfy the recursive equations and optimality conditions. These always exist and are SSPE if either all equalizing conditions or all minimality conditions hold.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/107886
    Series: Array ; 2015-010
    Subjects: bargaining; existence; one-stage-deviation principle; dynamic programming; recursive equations; Markov Decision Theory
    Scope: Online-Ressource (41 S.)
  10. On the invertibility of EGARCH(p,q)
    Author: Martinet, Guillaume Gaetan; McAleer, Michael
    Published: 2015
    Publisher:  Tinbergen Inst., Rotterdam [u.a.]

    Of the two most widely estimated univariate asymmetric conditional volatility models, the exponential GARCH (or EGARCH) specification can capture asymmetry, which refers to the different effects on conditional volatility of positive and negative... more

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 432 (2015,22)
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    Of the two most widely estimated univariate asymmetric conditional volatility models, the exponential GARCH (or EGARCH) specification can capture asymmetry, which refers to the different effects on conditional volatility of positive and negative effects of equal magnitude, and leverage, which refers to the negative correlation between the returns shocks and subsequent shocks to volatility. However, the statistical properties of the (quasi-) maximum likelihood estimator (QMLE) of the EGARCH parameters are not available under general conditions, but only for special cases under highly restrictive and unverifiable conditions, such as EGARCH(1,0) or EGARCH(1,1), and possibly only under simulation. A limitation in the development of asymptotic properties of the QMLE for the EGARCH(p,q) model is the lack of an invertibility condition for the returns shocks underlying the model. It is shown in this paper that the EGARCH(p,q) model can be derived from a stochastic process, for which the invertibility conditions can be stated simply and explicitly. This will be useful in re-interpreting the existing properties of the QMLE of the EGARCH(p,q) parameters.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/107889
    Edition: Revised version: February 2015
    Series: Array ; 2015-022
    Subjects: ARCH-Modell; Schätzung; Kapitalmarktrendite; Börsenkurs; Volatilität; Stochastischer Prozess; leverage; asymmetry; existence; stochastic process; asymptotic properties; invertibility
    Scope: Online-Ressource (46 S.), graph. Darst.
  11. On the Invertibility of EGARCH
    Author: Martinet, Guillaume Gaetan; McAleer, Michael
    Published: 2014
    Publisher:  Econometric Institute, Rotterdam

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 57 (2014,22)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 1765/51750
    Series: Econometric Institute report EI ; 2014-22
    Subjects: ARCH-Modell; Schätzung; Kapitalmarktrendite; Börsenkurs; Volatilität; Stochastischer Prozess; Leverage; asymmetry; existence; stochastic process; asymptotic properties; invertibility
    Scope: Online-Ressource (14 S.)
  12. A one line derivation of EGARCH
    Author: McAleer, Michael; Hafner, Christian M.
    Published: 2014
    Publisher:  Econometric Institute, Rotterdam

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 57 (2014,20)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 1765/51742
    Series: Econometric Institute report EI ; 2014-20
    Subjects: ARCH-Modell; Schätzung; Kapitalmarktrendite; Börsenkurs; Volatilität; Stochastischer Prozess; Leverage; asymmetry; existence; random coefficient models; complex nonlinear moving average process
    Scope: Online-Ressource (8 S.)
  13. On the invertibility of EGARCH
    Author: Martinet, Guillaume Gaetan; McAleer, Michael
    Published: 2014
    Publisher:  Tinbergen Inst., Rotterdam [u.a.]

    Of the two most widely estimated univariate asymmetric conditional volatility models, the exponential GARCH (or EGARCH) specification can capture asymmetry, which refers to the different effects on conditional volatility of positive and negative... more

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 432 (2014,96)
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    Of the two most widely estimated univariate asymmetric conditional volatility models, the exponential GARCH (or EGARCH) specification can capture asymmetry, which refers to the different effects on conditional volatility of positive and negative effects of equal magnitude, and leverage, which refers to the negative correlation between the returns shocks and subsequent shocks to volatility. However, the statistical properties of the (quasi-) maximum likelihood estimator (QMLE) of the EGARCH parameters are not available under general conditions, but only for special cases under highly restrictive and unverifiable conditions. A limitation in the development of asymptotic properties of the QMLE for EGARCH is the lack of an invertibility condition for the returns shocks underlying the model. It is shown in this paper that the EGARCH model can be derived from a stochastic process, for which the invertibility conditions can be stated simply and explicitly. This will be useful in re-interpreting the existing properties of the QMLE of the EGARCH parameters.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/107808
    Series: Array ; 2014-096
    Subjects: ARCH-Modell; Schätzung; Kapitalmarktrendite; Börsenkurs; Volatilität; Stochastischer Prozess; Leverage; asymmetry; existence; stochastic process; asymptotic properties; invertibility
    Scope: Online-Ressource (14 S.)
  14. A one line derivation of EGARCH
    Author: McAleer, Michael; Hafner, Christian M.
    Published: 2014
    Publisher:  Tinbergen Inst., Rotterdam [u.a.]

    One of the most popular univariate asymmetric conditional volatility models is the exponential GARCH (or EGARCH) specification. In addition to asymmetry, which captures the different effects on conditional volatility of positive and negative effects... more

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 432 (2014,69)
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    No inter-library loan

     

    One of the most popular univariate asymmetric conditional volatility models is the exponential GARCH (or EGARCH) specification. In addition to asymmetry, which captures the different effects on conditional volatility of positive and negative effects of equal magnitude, EGARCH can also accommodate leverage, which is the negative correlation between returns shocks and subsequent shocks to volatility. However, there are as yet no statistical properties available for the (quasi-) maximum likelihood estimator of the EGARCH parameters. It is often argued heuristically that the reason for the lack of statistical properties arises from the presence in the model of an absolute value of a function of the parameters, which does not permit analytical derivatives or the derivation of statistical properties. It is shown in this paper that: (i) the EGARCH model can be derived from a random coefficient complex nonlinear moving average (RCCNMA) process; and (ii) the reason for the lack of statistical properties of the estimators of EGARCH is that the stationarity and invertibility conditions for the RCCNMA process are not known.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/98887
    Series: Array ; 2014-069
    Subjects: ARCH-Modell; Schätzung; Kapitalmarktrendite; Börsenkurs; Volatilität; Stochastischer Prozess; leverage; asymmetry; existence; random coefficient models; complex nonlinear moving average process
    Scope: Online-Ressource (8 S.)
  15. Maximin value allocation with a non-finite set of states
    Author: Angelopoulos, Angelos
    Published: 2014
    Publisher:  School of Social Sciences, University of Manchester, Manchester

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Economics discussion paper series : EDP ; 1406
    Subjects: value allocation; asymmetric information; ambiguity; countable states; existence
    Scope: Online-Ressource (21 S.)
  16. Maximin value allocation with a continuum of states
    Author: Angelopoulos, Angelos
    Published: 2014
    Publisher:  School of Social Sciences, University of Manchester, Manchester

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Economics discussion paper series : EDP ; 1407
    Subjects: value allocation; asymmetric information; ambiguity; uncountable states; existence
    Scope: Online-Ressource (13 S.)