1,732 research outputs found
The IGARCH e®ect: Consequences on volatility forecasting and option trading
No full textThis paper studies the integrated Garch (IGARCH) e®ect, a phenomenon often encountered when estimating conditional auto-regressive models on ¯nancial time series. The analysis of twelve indexes of major ¯nancial markets provides empirical evidence of its well-spread presence especially in periods of market turbulence. We examine its impact on volatility forecasting and on trading and hedging options. We show that a strong IGARCH e®ect may have relevant consequences on trading and on risk management.stock returns, volatility forecasting, GARCH(1,1), IGARCH effect, option hedging
Ne bis in idem sanzionatorio. La problematica applicazione della sentenza Johannesson c. Islanda dei criteri elaborati dalla Grande Camera.
No full textLa pronuncia risulta di particolare interesse, in quanto, sottolineandosi le differenze tra il caso esaminato e quello deciso dalla Grande Camera A. e B. c. Norvegia, pur facendo applicazione del principio della connessione sostanziale e temporale sufficientemente stretta per escludere la violazione del divieto del ne bis in idem, non fornisce all’operatore indicazioni o parametri generali per escludere l’operatività del principio di connessione basandosi su circostanze di fatto che costringono l’interprete ad elaborare, di volta in volta, la regola del caso concreto
Specificità e limiti dei vari inteventi (in particolare il restauro e la ristrutturazione) su beni di interesse culturale e paesaggistico
No full textContesti e forme della testualità digitale
No full textIl saggio affronta le vecchie e nuove forme della testualità digitale evidenziandone le specificità in rapporto al concetto di enunciazione. Si sofferma in particolare sulla costruzione della soggettività e sul nesso tra testi, reti sociali e modelli di analisi
Linguaggio, concetto e realtà. L'ontologia relazionale di Hegel
No full textL’odierno interesse per il tema del linguaggio mostrato nell’ambito degli studi hegeliani affonda le proprie radici nel cosiddetto linguistic turn che ha contraddistinto buona parte della filosofia del Novecento. Questo interesse oggi deve essere ricompreso all’interno del dibattito sull’eredità di Hegel, sulla capacità, cioè, del suo pensiero di fornirci strumenti concettuali efficaci per interpretare la realtà. Il presente studio propone una rilettura del sistema hegeliano con il duplice obiettivo di misurare l’impegno ontologico che Hegel si è assunto con la sua filosofia speculativa e di delineare l’influenza che su di essa ha esercitato la linguistica sette-ottocentesca (soprattutto Herder e Wilhelm von Humboldt). Infatti, riflettendo sulla capacità relazionale del segno e, di conseguenza, sulla funzione di mediazione svolta dal linguaggio tra pensiero ed essere (tra soggetto e oggetto) Hegel ha elaborato quella che possiamo definire un’ontologia relazionale. Quest’ultima appare una risorsa concettuale valida anche a livello teorico per pensare sia il carattere marcatamente interattivo e intersoggettivo del rapporto fra soggetto e realtà, sia l’istanza inclusiva che anima la filosofia hegeliana, stando alla quale la costruzione della realtà comporta una costante apertura all’alterità
Hegel, Hölderlin e l’apertura della Gottesfrage
No full textInterpreting selected key passages of Hegel’s «Phenomenology of Spirit» and Hölderlin’s poems «Patmos» and «Bread and Wine», this essay points out a specific conformance in thinking of both coevals. Both connect the question of God with the search for the «Open» – not expressible in conventional propositional language. On this threshold of what is conceivable and speakable, Hegel develops the dialectical method of his speculative philosophy, whereas Hölderlin develops his philosophical poetry of the hymns and elegies after 1800. Both Hegel and Hölderlin become aware of a rupture within the Absolute that refers to an absolute openness which is the other of any concluding representation. The «Open» which is connected with the index «God» requires an exercitium of theoretical (noesis noeseos, thinking of thinking), practical (self-emptying, being for, forgiving...) and aesthetic (opening up of new horizons of perception and language) nature
Dottore Giovanni Pieroni Architetto e Matematico
No full textThe arrival of Giovanni Pieroni in central Europe introduced the region to an altogether new model of versatile architect. Pieroni was an apprentice of Bernardo Buontalenti and contemporary of Florentine architects Sigismondo Coccopani and Giovanni Antonio Dosio, held the title of doctor of laws and enjoyed the friendship of Galileo Galilei, and brought with him the erudition of a builder of fortifications, the imaginativeness of an artist/architect, the intellectual curiosity of a natural scientists, and the philosophical and mathematical immersion into the mysteries of the celestial canopy supported by observations of the stars. He wrote up horoscopes on request, sketched designs for theatre scenery, surveyed the ground for new fortifications, and designed decorative gardens. He designed sacred and secular structures and set them in mathematically arranged landscape surrounding, supported and substantiated by astronomical considerations. He consulted with Kepler and Galileo on his observations and tried to help get the latter's work published. Like Galileo and members of the Accademie dei Lincei in Rome he was an opponent of the philosophy of Aristotle. In Vienna he performed an experiment with a vacuum for a high society audience and he founded there the first academic society in central Europe – Accademia degli Antistagiriti. Immediately after his arrival in Vienna and Prague Pieroni was appointed as the imperial architect of fortifications and soon after he served as an architect for Duke Albrecht of Valdštejn and other members of the aristocracy. He worked for Count Rombaldo Collalto, Duke Johann Ulrich of Eggenberg, Count Jaroslav Bořita of Martinic, Prince Václav Eusebius of Lobkowicz and others. This study is based on the author's work on a grant project titled 'Architecture, Urbanism and Landscaping in the Frýdland Estate of Albrecht of Valdštejn (1621–1634)'. The study focuses on a human, intellectual, artistic profile of Giovanni Pieroni, it does not present an in-depth analysis of his work. It adopts a critical view of some recent hypotheses and warns of the danger of creating academic 'myths' based solely on unsubstantiated assumptions.The arrival of Giovanni Pieroni in central Europe introduced the region to an altogether new model of versatile architect. Pieroni was an apprentice of Bernardo Buontalenti and contemporary of Florentine architects Sigismondo Coccopani and Giovanni Antonio Dosio, held the title of doctor of laws and enjoyed the friendship of Galileo Galilei, and brought with him the erudition of a builder of fortifications, the imaginativeness of an artist/architect, the intellectual curiosity of a natural scientists, and the philosophical and mathematical immersion into the mysteries of the celestial canopy supported by observations of the stars. He wrote up horoscopes on request, sketched designs for theatre scenery, surveyed the ground for new fortifications, and designed decorative gardens. He designed sacred and secular structures and set them in mathematically arranged landscape surrounding, supported and substantiated by astronomical considerations. He consulted with Kepler and Galileo on his observations and tried to help get the latter's work published. Like Galileo and members of the Accademie dei Lincei in Rome he was an opponent of the philosophy of Aristotle. In Vienna he performed an experiment with a vacuum for a high society audience and he founded there the first academic society in central Europe – Accademia degli Antistagiriti. Immediately after his arrival in Vienna and Prague Pieroni was appointed as the imperial architect of fortifications and soon after he served as an architect for Duke Albrecht of Valdštejn and other members of the aristocracy. He worked for Count Rombaldo Collalto, Duke Johann Ulrich of Eggenberg, Count Jaroslav Bořita of Martinic, Prince Václav Eusebius of Lobkowicz and others. This study is based on the author's work on a grant project titled 'Architecture, Urbanism and Landscaping in the Frýdland Estate of Albrecht of Valdštejn (1621–1634)'. The study focuses on a human, intellectual, artistic profile of Giovanni Pieroni, it does not present an in-depth analysis of his work. It adopts a critical view of some recent hypotheses and warns of the danger of creating academic 'myths' based solely on unsubstantiated assumptions
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