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Jordi Llorens-Terrazas

Personal Details

First Name:Jordi
Middle Name:
Last Name:Llorens-Terrazas
Suffix:
RePEc Short-ID:pll52
[This author has chosen not to make the email address public]
https://sites.google.com/view/jllorensterrazas/home

Affiliation

School of Economics
University of Surrey

Guildford, United Kingdom
http://www.surrey.ac.uk/school-economics
RePEc:edi:desuruk (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Brownlees, Christian & Llorens-Terrazas, Jordi, 2024. "Empirical risk minimization for time series: Nonparametric performance bounds for prediction," Journal of Econometrics, Elsevier, vol. 244(1).
  2. Llorens-Terrazas, Jordi & Brownlees, Christian, 2023. "Projected Dynamic Conditional Correlations," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1761-1776.

Citations

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Articles

  1. Llorens-Terrazas, Jordi & Brownlees, Christian, 2023. "Projected Dynamic Conditional Correlations," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1761-1776.

    Cited by:

    1. Karanasos, Menelaos & Yfanti, Stavroula & Wu, Jiaying, 2025. "The short- and long-run cyclical variation of the cross-asset nexus: Mixed-frequency evidence on financial and ‘financialised’ assets," Journal of Commodity Markets, Elsevier, vol. 38(C).

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