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Verbal Hallucinations in Séglas and Beyond|LE ALLUCINAZIONI VERBALI IN SÉGLAS E AL DI LÀ
No full textThis paper highlights that in the theory’s development of Jules Séglas the auditory
verbal hallucination phenomenon derives from verbal-psychomotor hallucinations.
Comparing this psychiatric theory with Jakobson’s linguistic thesis, Lacan identifies
two types of hallucination in Schreber: code phenomena and message phenomena
Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution
No full textConditional Autoregressive Value-at-Risk and Conditional Autoregressive Expectile have become two popular approaches for direct measurement of market risk. Since their introduction several improvements both in the Bayesian and in the classical framework have been proposed to better account for asymmetry and local non-linearity. Here we propose a unified Bayesian Conditional Autoregressive Risk Measures approach by using the Skew Exponential Power distribution. Further, we extend the proposed models using a semiparametric P-Spline approximation answering for a flexible way to consider the presence of non-linearity. To make the statistical inference we adapt the MCMC algorithm proposed in Bernardi et al. (2018) to our case. The effectiveness of the whole approach is demonstrated using real data on daily return of five stock market indices
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