{"id":284223,"date":"2026-07-14T11:56:36","date_gmt":"2026-07-14T14:56:36","guid":{"rendered":"https:\/\/losangeles.udec.cl\/?p=284223"},"modified":"2026-07-14T11:57:19","modified_gmt":"2026-07-14T14:57:19","slug":"un-nuevo-articulo-de-econometria-fue-publicado-por-docente-del-campus-los-angeles","status":"publish","type":"post","link":"https:\/\/losangeles.udec.cl\/index.php\/2026\/07\/14\/un-nuevo-articulo-de-econometria-fue-publicado-por-docente-del-campus-los-angeles\/","title":{"rendered":"Un nuevo art\u00edculo de econometr\u00eda fue publicado por docente del Campus Los \u00c1ngeles"},"content":{"rendered":"\n<p class=\"has-black-color has-luminous-vivid-amber-background-color has-text-color has-background has-link-color wp-elements-412c5f623c6a265981e5ca9be4f3c4db wp-block-paragraph\">El trabajo, titulado \u201c&#8221;A Non\u2010Parametric tv\u2010GARCH Model with a Space\u2010State representation for forecasting&#8221; fue publicado en el Journal of Forecasting, una revista acad\u00e9mica indexada a WoS, y que se especializa en econometr\u00eda.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">La investigaci\u00f3n en la que particip\u00f3 el docente Jorge Mu\u00f1oz Mendoza fue desarrollada en conjunto con Guillermo Ferreira y Jorge Arratia, de la Universidad de Concepci\u00f3n, adem\u00e1s de Jorge Mateu, de la Universitat Jaume I, Espa\u00f1a; Miguel Flores de la Escuela Polit\u00e9cnica Nacional, Ecuador; y Francisco Rodr\u00edguez de la Universidad Nacional de Colombia.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Seg\u00fan indic\u00f3 Mu\u00f1oz Mendoza, el trabajo \u201cpropone un nuevo modelo de volatilidad estoc\u00e1stica, el que gracias a una novedosa combinaci\u00f3n de m\u00e9todos no param\u00e9tricos y un enfoque espacio-estado, es capaz de adaptarse a los quiebres estructurales, patrones no estacionarios de las series de tiempo financieras y proporcionar predicciones fuera de muestra mucho m\u00e1s precisas que los modelos GARCH tradicionales\u201d.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Adem\u00e1s, el acad\u00e9mico explic\u00f3 que \u201clos hallazgos de este estudio proporcionan avances relevantes para la medici\u00f3n de riesgos financieros de los portafolios y de las decisiones de inversi\u00f3n en finanzas\u201d.<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Para revisar en profundidad el art\u00edculo se debe visitar el sitio&nbsp;<a href=\"https:\/\/doi.org\/10.1002\/for.70188\" target=\"_blank\" rel=\"noreferrer noopener\"><strong>https:\/\/doi.org\/10.1002\/for.70188<\/strong><\/a>.<\/p>\n\n\n\n<figure class=\"wp-block-gallery has-nested-images columns-default is-cropped wp-block-gallery-1 is-layout-flex wp-block-gallery-is-layout-flex\">\n<figure class=\"wp-block-image size-full is-style-rounded\"><img loading=\"lazy\" decoding=\"async\" width=\"600\" height=\"575\" data-id=\"284224\" src=\"https:\/\/losangeles.udec.cl\/wp-content\/uploads\/2026\/07\/profesor.jpg\" alt=\"\" class=\"wp-image-284224\" srcset=\"https:\/\/losangeles.udec.cl\/wp-content\/uploads\/2026\/07\/profesor.jpg 600w, https:\/\/losangeles.udec.cl\/wp-content\/uploads\/2026\/07\/profesor-480x460.jpg 480w\" sizes=\"(min-width: 0px) and (max-width: 480px) 480px, (min-width: 481px) 600px, 100vw\" \/><\/figure>\n<\/figure>\n","protected":false},"excerpt":{"rendered":"<p>El trabajo, titulado \u201c&#8221;A Non\u2010Parametric tv\u2010GARCH Model with a Space\u2010State representation for forecasting&#8221; fue publicado en el Journal of Forecasting, una revista acad\u00e9mica indexada a WoS, y que se especializa [&hellip;]<\/p>\n","protected":false},"author":9,"featured_media":284225,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_et_pb_use_builder":"off","_et_pb_old_content":"","_et_gb_content_width":"","footnotes":""},"categories":[7],"tags":[39,51,48,19,49],"class_list":["post-284223","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-noticias","tag-campus","tag-escuela-de-ciencias-y-tecnologias","tag-los-angeles-2","tag-udec","tag-universidad-de-concepcion"],"_links":{"self":[{"href":"https:\/\/losangeles.udec.cl\/index.php\/wp-json\/wp\/v2\/posts\/284223","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/losangeles.udec.cl\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/losangeles.udec.cl\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/losangeles.udec.cl\/index.php\/wp-json\/wp\/v2\/users\/9"}],"replies":[{"embeddable":true,"href":"https:\/\/losangeles.udec.cl\/index.php\/wp-json\/wp\/v2\/comments?post=284223"}],"version-history":[{"count":1,"href":"https:\/\/losangeles.udec.cl\/index.php\/wp-json\/wp\/v2\/posts\/284223\/revisions"}],"predecessor-version":[{"id":284226,"href":"https:\/\/losangeles.udec.cl\/index.php\/wp-json\/wp\/v2\/posts\/284223\/revisions\/284226"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/losangeles.udec.cl\/index.php\/wp-json\/wp\/v2\/media\/284225"}],"wp:attachment":[{"href":"https:\/\/losangeles.udec.cl\/index.php\/wp-json\/wp\/v2\/media?parent=284223"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/losangeles.udec.cl\/index.php\/wp-json\/wp\/v2\/categories?post=284223"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/losangeles.udec.cl\/index.php\/wp-json\/wp\/v2\/tags?post=284223"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}