216 research outputs found
A Simple Approximate Long-Memory Model of Realized Volatility
The paper proposes an additive cascade model of volatility components defined over different time periods. This volatility cascade leads to a simple AR-type model in the realized volatility with the feature of considering different volatility components realized over different time horizons and thus termed Heterogeneous Autoregressive model of Realized Volatility (HAR-RV). In spite of the simplicity of its structure and the absence of true long-memory properties, simulation results show that the HAR-RV model successfully achieves the purpose of reproducing the main empirical features of financial returns (long memory, fat tails, and self-similarity) in a very tractable and parsimonious way. Moreover, empirical results show remarkably good forecasting performance. Copyright The Author 2009. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: [email protected], Oxford University Press.
Note bibliografiche: Ramazzotti P., Frigato P. e Elsner W. (a cura di): Social Costs Today. Institutional Analyses of the Present
È nella direzione di valutare come le crisi vadano collocate nelcontesto della relazione tra sviluppo civile e sviluppo economico, che l'autore ha apprezzato alcuni degli spunti provenienti dal volume curato daRamazzotti et al., e in questo articolo, ne riprende dei passaggi.It is in the direction of assessing how the crisis should be placed in the context of the relationship between civil development and economic development, which the author has enjoyed some of the ideas from the book edited by Ramazzotti et al., and in this article, it takes up the steps
De beroemdste ter wereld: de Corsi-collectie: Natuursteencollecties deel 17
De Corsi-collectie in het Oxford University Museum of Natural History is waarschijnlijk de beroemdste museale natuursteencollectie ter wereld. Dit komt niet in de laatste plaats doordat deze zo goed ontsloten is via het internet, de negentiende-eeuwse catalogus en door het boek Decorative stone, the complete sourcebook geschreven door voormalig hoofd van de aardwetenschappelijke collecties in Oxford, Monica Price, waarin veel van de stenen figureren.Heritage & Technolog
Nascere oggi
In questo intervento l’autore muove dall’analisi delle trasformazioni cui sono andate incontro, dal dopoguerra a oggi, la natalità e la formazione della famiglia in Italia. Siamo di fronte a uno scenario in cui le donne native fanno sempre meno figli e si sposano sempre più tardi, mentre nello stesso tempo aumenta la popolazione anziana inattiva, con il conseguente aggravio della pressione esercitata sul sistema pensionistico. L’autore lamenta l’assenza, diversamente da altri paesi europei, di decise politiche statali di sostegno alle famiglie, così come quella delle «scuole dei genitori», finalizzate all’apprendimento dei ruoli parentali e al confronto tra i genitori stessi. L’auspicio è che sorgano istituzioni e azioni che preparino a una natalità e a una coniugalità mature e responsabili, adeguatamente supportate e non lasciate in balia delle sole contingenze sociali e individuali.In this paper the author moves from the analysis of the changes occurred since the II World War to the birth-rate and family formation in Italy. We are faced with a scenario in which native women are increasingly having fewer children and getting married later and later, while at the same time the inactive elderly population grows in number with the resulting increase in pressure on the pension system. The author laments the absence, unlike other European countries, of decisive state policies supporting families, such as “parents’ schools”, aimed at the learning of parental roles and the discussion among the parents themselves. The hope is that institutions and actions arise to prepare to mature and responsible birth and conjugality, adequately supported and not left at the mercy of social and individual contingencies
Povertà valoriale, povertà educativa. Il prisma pandemico
L’articolo analizza un periodo di tempo circoscritto: da marzo 2020 ad aprile
2021, con un occhio particolarmente rivolto alla Pasqua del 2021, e limita tamente all’Italia. Per giungere ai giorni nostri. In cui l’esperienza pandemica
funge da unità d’indagine, o lente d’ingrandimento, per sostenere il nesso
esistente tra la povertà valoriale e la povertà educativa, com’è nelle intenzioni,
o nell’interpretazione, dell’autore. In una cabina di regia, o schema di riferi mento, naturalmente pedagogici. Soffermandosi, in particolare, sulle giovani
generazioni, come sulla scuola e le famiglie. Non ultimi, sui genitori o gli adulti
in generale, nell’attuale contesto sociale ed economico italiano. Andando a
indagare i due comportamenti, o atteggiamenti, personali e relazionali che
sembrano prevalere nella gran parte della popolazione nazionale, dall’adole scenza in avanti: la sfiducia e il sospetto. Quali ricadute, entrambi, della grande
dimenticata dei tre o quattro decenni più recenti: l’educazione. Auspicando,
conclusivamente, una ricostruzione post-pandemica anche valoriale, educativa,
relazionale, sociale e politica.The paper analyzes a limited period: namely, from March 2020 to April 2021,
with a particular eye on Easter 2021, in Italy. To get to the present day. In which
the pandemic acts as a unit of investigation, or a magnifying glass, to support
the link between axiological poverty and educational poverty, as it is in the in tentions, or in the interpretation, of the author. In a pedagogical control room,
or a frame of reference. Dwelling, specially, on the younger generations, as well
as on schools and families. Last but not least, on parents or adults in general, in
the current Italian social and economic context. Going to investigate the two
personal and relational behaviors or attitudes that seem to prevail in most of the
national population from adolescence onwards: distrust and suspicion. Which
are the fallout from the great forgotten of the most recent three or four decades:
education. In conclusion, the author hopes for a post-pandemic reconstruction
including educational, relational, social and politic values
Break time as the time to choose. For an educational planning after the coronavirus
Il contributo indaga, ovviamente con uno sguardo in progress, la società e la cultura contemporanee sui versanti particolarmente delle famiglie e delle scuole, alla luce dell’attuale pandemia da coronavirus che ha attivato nuove riflessioni e proposto, o riproposto, taluni valori fondamentali. Nel solco di questa lezione, l’autore dà spazio a una progettazione educativa che riguarda questi istituti. Con un compito primario affidato alla pedagogia e alle didattiche italiane.This paper is dedicated to the contemporary society and culture with a progressive perspective particularly focused on the families and the schools, in the light of the current coronavirus pandemic that has triggered new reflections and has proposed, or re-proposed, some important values. In reference to this lesson, the author writes about an educational planning that concerns these institutions. With a primary task entrusted to Italian pedagogy and training
Committenza artistica e vita quotidiana alla corte mongola al tempo della missione di Giovanni de' Marignolli OFM (c. 1290-c. 1359)
Si tratta di un saggio preparato per il volume che accompagna la grande mostra su Francesco e il Francescanesimo alla Galleria dell'Accademia di Firenze. Il contributo dell'autrice si estende ad alcune schede catalografiche non incluse in questa scheda-prodotto.This is an essay in the accompaning catalogue of the exhibition on St. Francis and Franciscan Art held at the Accademia Gallery in Florence. This author also contributed a few entries not included here
Gigantic implements of war: images of Newton as a mathematician
http://www.oup.com/uk/catalogue/?ci=9780199213122#author
Improve Metropolitan Competitiveness Through Innovation. The Critical and Moderating Role of University Spin-offs
AbstractThe paper aims to explore if University spin-offs (USOs) can contribute to the innovative performance of metropolitan areas, as well as, positively, moderate the relationship between innovative performance and competitiveness in metropolitan areas. Based on a sample of 247 USOs, located in 11 Italian metropolitan areas, the results show that spin-out activities stimulate the innovative capabilities of metropolitan areas, which seem not to be influenced by their extent. Additionally, the innovative performance of metropolitan areas seems to increase their competitiveness. Nevertheless, the moderating role of USOs, in the relationship between innovation and competitiveness of the metropolitan area, is positive but slight
Geometrical exploration of a flux-optimised sodium receiver through multi-objective optimisation
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