1,721,017 research outputs found
L'Enclos du Temple di Parigi. Topografia urbana e forme di un'assenza: tra evergetismo capetingio e «Stile di Corte»
No full textUnder Capetians patronage, Knights Templars power in Western Europe enabled them to build up in the first half of XII century their principal French commandery in the northern periphery of Paris: the Enclos du Temple. The entire complex, composed by rampart walls, a defence tower (Tour de César), a series of buildings set to monastic life needs and a round-plan chapel (reproducing the Holy Sepulchre), was renewed in the XIII century by adding a stunning two-level porch to the western façade of the church and by building a new and prestigious residential tower, the Grosse Tour. Despite the Enclos withstood following the Order abolition in XIV century and the Knights of Malta extended control, it was definitively dismantled by the order of Napoleon I at the beginnings of XIX century after being used as French Crown prison during French Revolution period. Since archaeological surveys carried out in 2011 unearthed just the church chancel apse, not allowing a deep knowledge of commandery’s material appearance, an extensive PhD investigation is pursued with the aim of including different structures in architectural context and including a deep analysis of documentary, graphical and external sources. In contrast with its importance, Knights Templars commandery in Paris has been overlooked by the studies in the field, since the only one was published by Henry de Curzon in 1888
Constructing a class of stochastic volatility models: empirical investigation with VIX data
No full textWe propose a class of discrete-time stochastic volatility models that, in a parsimonious way, captures the
time-varying higher moments observed in financial series. Three desirable results are obtained. First, we
have a recursive procedure for the log-price characteristic function which allows a semi-analytical formula for
option prices as in Heston and Nandi [2000]. Second, we reproduce some features of the VIX Index. Finally,
we derive a simple formula for the VIX index and use it for option pricing
Option pricing in an exponential MixedTS Lévy process
Full text linkIn this paper we present an option pricing model based on the assumption that the underlying asset price is an exponential Mixed Tempered Stable Lévy process. We also introduce a new R package called PricingMixedTS that allows the user to calibrate this model using procedures based on loss or likelihood function
A Hawkes model with CARMA(p,q) intensity
Full text linkIn this paper we introduce a new model, named CARMA(p,q)-Hawkes, as the Hawkes model with exponential
kernel implies a strictly decreasing behavior of the autocorrelation function while empirical evidences reject
its monotonicity. The proposed model is a Hawkes process where the intensity follows a Continuous Time
Autoregressive Moving Average (CARMA) process. We also study the conditions for the stationarity and the
positivity of the intensity and the strong mixing property for the increments. Furthermore, we present two
estimation case studies based respectively on the likelihood and on the autocorrelation function
Review of: Ray Gatt, The Hospitaller Grand Priory of Messina in the seventeenth century, (The Military Religious Orders: History, Sources and Memory), Abingdon, Routledge, 2024, xxii, 300 pp., £101.25 (hardback), ISBN 978 1 032 39237 0
No full textReview of: Ray Gatt, The Hospitaller Grand Priory of Messina in the seventeenth century, (The Military Religious Orders: History, Sources and Memory), Abingdon, Routledge, 2024, xxii, 300 pp., £101.25 (hardback), ISBN 978 1 032 39237
Review of: Kristjan Toomaspoeg, The Teutonic Order in Italy, 1190–1525: building bridges in the medieval world (Routledge), Abingdon 2024, xiv, 216 pp., £135.00 (hardback), ISBN 978 1 032 15347 6, in Crusades, 23:2, 271-273
No full textRecension
Going Beyond Counting First Authors in Author Co-citation Analysis
Full text linkThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
Full text link“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
Full text linkWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
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