Juan A. Lafuente

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A simple technique to avoid color limitations in image capture systems based on chroma key video composition using retroreflective screens and light-emitting diodes (LED) rings is proposed and demonstrated. The combination of an asynchronous temporal modulation onto the background illumination and simple image processing removes the usual restrictions on(More)
We analyze the hedging effectiveness of positions that replicate stock indexes using corresponding futures contracts through the application of a dynamic, stochastic hedging strategy proposed by Lafuente and Novales (2003). Conclusive gains do not emerge in any of the markets analyzed over the period considered, relative to the use of a constant unit hedge(More)
a r t i c l e i n f o a b s t r a c t This paper provides empirical evidence on monetary policy making for the US, the UK and the EMU using the decomposition in persistent and transitory monetary shocks proposed in Andolfatto, Hendry, and Moran [Journal of Monetary Economics 55 (2008) 406–422]. We use the particle filter to overcome the non-optimality of(More)
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