‘An awful wish to plunge within it’: Byron’s Critique of the Sublime

Cet article porte sur deux aspects importants. Le premier est le sens du sublime depuis Longin jusqu’à la résurrection de Longin par Boileau, soit le sublime que connaissait Byron (pas celui de Kant); le second concerne la citation suivante, de Byron : « c’est le sublime de cette sorte d’écriture-là1 ». Boileau et Longin soulignent ce qui est noble et qui élève l’esprit, tandis que le « cette sorte-là » de Byron est humble, contingent et fondé sur des bases empiriques. Je ferai valoir que la phrase « sorte d’écriture » lie les deux aspects, car même si Byron saisit intuitivement le nouveau sublime dont il fait la promotion tout en soulignant le burlesque en parlant du « terrible désir de vous y plonger2 », il n’associe pas au sublime un modèle de conscience mais bien un type d’écriture. C’est dans l’abysse du langage et de la véritable profondeur ontologique que veut plonger Byron. Je soutiendrai que la clé à cette singularité se trouve dans la position religieuse particulière de Byron

I\u27m A-Longin\u27 Fo\u27 You

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What Drives International Equity Correlations? Volatility or Market Direction?

We consider impulse response functions to study the impact of both return and volatility on correlation between international equity markets. Using data on US (as the reference country), Canada, UK and France equity indices, empirical evidence shows that without taking into account the effect of return, there is an (asymmetric) effect of volatility on correlation. The volatility seems to have an impact on correlation especially during downturn periods. However, once we introduce the effect of return, the impact of volatility on correlation disappears. These observations suggest that, the relation between volatility and correlation is an association rather than a causality. The strong increase in the correlation is driven by the past of the return and the market direction rather than the volatility

Impact of Returns Time Dependency on the Estimation of Extreme Market Risk

The estimation of Value-at-Risk generally used models assuming independence. However, financial returns tend to occur in clusters with time dependency. In this paper we study the impact of negligence of returns dependency in market risk assessment. The main methods which take into account returns dependency to assess market risk are: Declustering, Extremal index and Time series-Extreme Value The- ory combination. Results shows an important reduction of the estimation error under dependency assumption. For real data, methods which take into account returns dependency have generally the best performances.Value-at-Risk, Market risk, Dependency, Declustering, Extremal index, Time Series-EVT Combination.

Selection of winter cereals for organic agriculture

Productivity in agriculture has more than tripled in developed countries since the 1950s. Beyond the success of plant breeding, the increased use of inorganic fertilizers, application of pesticides, and spread of irrigation also contributed to this success. However, impressive yield increases started to decline in the 1980s because of the lack of sustainability. One of the most beneficial ways to increase sustainability is organic agriculture. In such systems the prerequisite of successful farming is the availability of crop genotypes that perform well. However, selection of winter cereals for sub-optimal growing conditions is still neglected, and the organic seed market also lacks of information on credibly tested varieties suitable for organic agriculture

Analyzing the structural behavior of volatility in the Major European Markets during the Greek crisis

In this paper we use a copula-based GARCH model to estimate conditional variances and covariances of the multivariate relationship among English, German and French markets. To that, we used daily prices of FTSE100, DAX and CAC from July 2009 to July 2011, totalizing 508 observations. The volatility of markets and their dependences indicate vestiges of the current European financial crisis, presenting a cluster of volatility and decrease of correlations near to dates of important events. Further, we used CUSUM, MOSUM and F tests to verify the presence of structural change in the volatility of these markets. The results allow concluding that the three markets had the same estimated break point, which coincided with start of Greek crisis. After the peak of turbulence, the risk of these markets returned to lower levels, so they can again be considered as relevant options for international diversification.Risk Management, Multivariate Volatility, Structural Change, European markets.

Fluctuation and fixation of rodenticide resistance alleles in Rattus norvegicus

Berthier, K., Benoit, E., Berny, P., Lasseur, R., Merville, A., Peigneaux, F., Cosson, J.-F

Les écrits de Plotin : genre littéraire et développement de l’oeuvre

Le genre littéraire des écrits de Plotin est très éloigné du procédé du commentaire que l’on retrouve chez Jamblique et les néoplatoniciens ultérieurs. Ils ne peuvent non plus être rangés, sauf dans quelques cas, dans le genre de la diatribe, mais représentent de véritables dissertations philosophiques, poursuivies parfois sur plusieurs traités, surtout dans la seconde période d’écriture de Plotin, indice de la présence d’un certain développement au sein de sa pensée.The writings of Plotinus belong to a literary genre far removed from the commentary such as practiced by Iamblichus and later Neoplatonists. They cannot either be ranked, except in a few cases, as diatribes, but represent rather authentic philosophical dissertations, extending sometimes over several treatises, especially in the second period of Plotinus’s writings, this in itself indicating some kind of development in his thinking