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Observación desde los umbrales
(Pontificia Universidad Católica del Perú, 2023-10-16)
This visual essay is based on Walter Benjamin’s critical analysis of the model of perceptual experience inaugurated by industrial culture, which influenced the observation and understanding of reality and the production ...
Threshold Stochastic Volatility Models with Heavy Tails: A Bayesian Approach
(Pontificia Universidad Católica del Perú. Fondo Editorial, 2019-09-16)
This paper extends the threshold stochastic volatility (THSV) model specification proposed in So et al. (2002) and Chen et al. (2008) by incorporating thick-tails in the mean equation innovation using the scale mixture of ...