Jordi Llorens-Terrazas
Profesor Investigador
Despacho: 15.2.11
jordi.llorens@uc3m.es
Web Personal
Biografía
Jordi Llorens-Terrazas holds a Ph.D. in Economics from Universitat Pompeu Fabra and an MSc in Data Science from the Barcelona School of Economics. Before joining UC3M, he was Lecturer in Econometrics at the University of Surrey. His main areas of interest are time series forecasting, financial econometrics, machine learning, empirical finance and macroeconomics.
Publicaciones Destacadas
Jordi Llorens-Terrazas (2025), An Oracle Inequality for Multivariate Dynamic Quantile Forecasting. Journal of Business and Economic Statistics. 43, 3, 603-614.
Christian Brownlees and Jordi Llorens-Terrazas (2024), Empirical Risk Minimization for Time Series: Nonparametric Performance Bounds for Prediction. Journal of Econometrics. 244, 1.
Jordi Llorens-Terrazas and Christian Brownlees (2023), Projected Dynamic Conditional Correlations. International Journal of Forecasting. 39, 1761-1776.
Investigación Reciente
Valentina Corradi and Jordi Llorens-Terrazas (2025), Monitoring Joint Tail Risks: An Application to Growth and Inflation. R&R Journal of Econometrics.
Docencia
- ...