Riviste Online SApienza - R.O.SA - 2 (Sapienza University of Rome)
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Copule condizionate: applicazione nel calcolo del Value-at-Risk
No full textWe suggest a method with a view to compute the Value-at-Risk of a portfolio composed by two stock indices. In order to model the dependence between the two indices we use a conditional copula model, in particular we assume Archimedean copula and the parameter of the copula is function of another variable, that is a volatility index in this work. We use a non-parametric approach in order to estimate the function. With a view to model the individual indices we use an AR (1) process in order to compute the conditional means and a GARCH (1,1) process in order to compute the conditional variances. Finally the Value-atRisk estimates are checked through the test of Kupiec and the test of Christoffersen and the estimates that passes the verification are compared through the AIC
Le urgenze del cambiamento climatico. La geoingegneria nell’agenda politica
No full textThis article examines the role that geo-engineering has taken on the political agenda. The relevance of these choices for the everyday life of people should prompt us to reflect on the dynamics of climate governance not only with respect to the various responsibilities, but also with attention to the distribution of the impacts of the damage caused by changes. Reflections and concerns that geography deals with in the debate on human-environment relationships. Relations also transformed by increased knowledge on Nature but, paradoxically, by increased uncertainty
Notes on the distribution and habitat of Ochthebius lobicollis Rey, 1885, a poorly known north-western Mediterranean coastal species (Coleoptera: Hydraenidae)
Get PDFOchthebius (Ochthebius) lobiccoastal habitatsollis Rey, 1885 is recorded for the first time from the Iberian Peninsula (Girona) and the island of Corsica; new records are also given for the islands of Menorca and Sardinia. The species is known only from coastal habitats through the Gulf of Lion and the Ligurian and Balearic seas, typically living in rockpools of different salinity or small trickles or freshwater runoffs. Genetic data of the cytochrome oxidase 1 gene from Iberian, Menorcan and Sardinian specimens shows less than 1% divergence, suggesting lack of isolation between populations
Psylliodes shirensis, a new replacement name for Psylliodes shira Biondi and D\u27Alessandro (Coleoptera: Chrysomelidae)
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First records of Attagenus smirnovi Zhantiev, 1973 from Italy in South Tyrol (Coleoptera: Dermestidae)
Get PDFThe Dermestidae species Attagenus smirnovi Zhantiev, 1973 was discovered in two household in South Tyrol, making it the first official records for this species in Italy. The larvae feeds upon dried organic materials, making this species a common pest in museum collections and households in Central and Northern Europe. The spread of A. smirnovi in Italy was expected but has not yet been recorded. Further, developments of its distribution need to be monitored to prevent damaging infestations, especially to museum collections
Community structure of tenebrionid beetles in the Ulan Buh Desert (Inner Mongolia, China) (Coleoptera: Tenebrionidae)
Get PDFTenebrionids are a conspicuous faunal component of Central Asian deserts, but little is known about their community ecology. We investigated how tenebrionid community structure varied along a vegetational gradient in the Ulan Buh Desert (Gobi Desert). Sampling was done with pitfall traps in three sites with different vegetation cover. Species abundance distributions were fitted by the geometric series model, which expresses the “niche pre-emption” hypothesis. Community structure was investigated using different measures of diversity (number of species, Margaleff richness and Shannon-Weaner index), dominance (Simpson and Berger-Parker indexes) and evenness (Pielou’s index). The observed tenebrionid species richness was similar to that known from other Gobi Desert sites. The three investigated sites have similar species-abundance patterns, but the most dominant species varied among them. This suggests that the local environment operates a filtering action on the same basic fauna, allowing different species to dominate under different conditions. Overall, the highest total abundance was observed in the true desert site, however this site had a community structure similar to that observed in the site with more vegetation. By contrast, the investigated site with intermediate conditions showed a higher diversity and evenness, and a lower dominance. Thus, intermediate conditions of plant cover favour tenebrionid diversity, whereas a dense cover or a very sparse cover increases the dominance
Revision of the genus Opisthozemius Kolbe, 1916, with description of a new species and designation of a new genus (Coleoptera: Brentidae, Cyphagoginae)
Get PDFThe Afrotropical genus Opisthozemius Kolbe, 1916 is revised. The genus now includes four species, one of which is described as new: Opisthozemius naamae sp. nov., from Tanzania and Zambia. Opisthozemius sulcithorax Damoiseau, 1967, from Java, is removed from the genus Opisthozemius and included in Euparagogus gen. nov. Opisthozemius honestus is placed in synonymy with Opisthozemius vittatus (new synonymy). A key for the identification of the species of Opisthozemius and some distributional data are also given. O. appendiculatus is quoted for the first time from Ghana; O. vittatus for the first time from Central African Republic, Ghana and Uganda
Insights into the late-Sixties taxocenosis of Oniscidea from the Pontine islands (West Mediterranean) (Peracarida: Isopoda)
Get PDFWe report and discuss faunistic data of Oniscidea inhabiting the Pontine islands, a group of five small volcanic islands and several islets in the Tyrrhenian Sea, located about 60 km from the Italian mainland. Data here presented were primarily obtained from the examination of the material collected during a three-year (1965-1968) research program supported by the Italian National Council of Research and aimed at investigating Mediterranean small island faunas, including Oniscidea. Despite the sampling was not specifically directed at Oniscidea, these data may provide insights into the structure of the Oniscidean taxocenosis of the islands as it existed fifty years ago. Thirty-five species belonging to 11 families, 8 ecological and 7 biogeographical classes were found on these islands. Such number of species of Oniscidea is very high, if we consider the low number of islands and their small sizes. Changes in climate and environmental conditions occurred in the last fifty years would call for a new investigation
An application of Jordan canonical form to the proof of Cayley-Hamilton theorem
No full textThe statement of Cayley-Hamilton theorem is that every square matrix satisfies its own characteristic equation. Cayley-Hamilton theorem holds both in a vector space over a field and in a module over a commutative ring. The general proof of Cayley-Hamilton theorem is based on the concepts of minimal polynomial and adjoint matrix of a linear map (for the details of the general proof, see Lang (2002), page 561, or Liesen and Mehrmann (2011), page 96, or Shurman). In the case of a diagonalizable matrix A over an algebraically closed field the proof becomes trivial because one can consider the diagonal form D of A and the relation for the k-th power matrix Ak = CDkC−1, where C is the matrix for the basis change to the basis of eigenvectors of A (for the details, see Sernesi (2000) or Lang (1987)). The aim of this paper is to extend the simple proof for diagonalizable matrices to the case of non-diagonalizable ones over a generic field. First, we obtain a proof for non-diagonalizable matrices over an algebraically closed field and then, by virtue of the properties of field extensions, we show that this proof also holds in the case of a generic field