Curriculum
Vitae
CONTACT
INFORMATION
Department
of
Statistics
Universidad Carlos III de
Madrid
28903 Getafe (Madrid), Spain
Tel: +34 91 624 8902
Email: mhveiga@est-econ.uc3m.es
EDUCATION
·
Acreditación de Profesor Titular de Universidad en Fundamentos del
Análisis Económico (2011).
· Universitat Autònoma de Barcelona (Spain). PhD in Economics
(2004). Field: Financial Econometrics.
· Universitat Pompeu Fabra (Spain). Master of
Science in Economics (1999).
·
Instituto Superior de Economia e Gestão da Universidade
Técnica de Lisboa (Portugal). Master in Mathematics
Applied to Economics and Management (1997).
· Universidade Nova de Lisboa (Portugal). B.A. in Economics (1994).
· Técnico
Oficial de Contas-T.O.C.
(1994).
RESEARCH
INTERESTS
· Financial
Econometrics, Econometrics, Time Series, Empirical Finance.
ACADEMIC
AND RESEARCH POSITIONS
· Associate Professor (with tenure), Department of Statistics, Universidad Carlos III de Madrid, July
2012-present.
·
(Associated) Researcher of the
Finance Research Center, ISCTE (Instituto
Superior de Ciências do Trabalho
e da Empresa), Lisbon,
Portugal, October 2008-present.
· Assistant Professor, Department of Statistics, Universidad Carlos III de Madrid, 2004-July 2012.
· Assistant Professor, Faculty of Economics, Universidade do Porto, May 2004- September 2004.
· Teaching
Assistant (Senior), Faculty
of Economics, Universidade
do Porto, March 1997- May 2004.
· Teaching
Assistant (Junior), Faculty
of Economics, Universidade
do Porto, October 1995- March 1997.
PUBLICATIONS
Peer
Reviewed Publications
1. Sazonalidade Estocástica
não Estacionária:
Alguma Evidência Empírica para a Economia Portuguesa (Non-Stationary Stochastic Seasonality: Some Evidence for the
Portuguese Economy), (joint
with Artur Silva Lopes) Economia
vol. XXIII, 1-25, 1999.
2. Are
Feedback Factors Important in Modeling Financial
Data?, International Review of Finance, 7:3-4,105-118, 2007.
3. Modelling
Long Memory Volatilities with Leverage Effect: A-LMSV versus FIEGARCH”
(joint with Esther Ruiz), Computational Statistics and Data Analysis,
52 (6), 2846-2862, 2008.
4. Accurate
minimum capital risk requirements: A comparison of several approaches (joint
with Aurea Grané), Journal of Banking
and Finance, 32, 2482-2492, 2008.
5. Price
Manipulation in an Experimental Asset Market” (joint with Marc Vorsatz), European Economic Review, 53,
327-342, 2009.
6. A
note on the properties of power-transformed returns in long-memory stochastic
volatility models with leverage effect” (joint with Ana Pérez and
Esther Ruiz), Computational Statistics and Data Analysis, 53,
3593-3600, 2009.
7. Financial
Stylized Facts and the Taylor-Effect in Stochastic Volatility Models,
Economics Bulletin, 29, 265-276, 2009.
Comment to the previous paper, Economics Bulletin, 29,
2730-2731, 2009.
8. Wavelet-based Detection of Outliers in Financial Time
Series (joint with Aurea Grané), Computational Statistics
and Data Analysis, 54, 2580-2593, 2010.
9. Aggregation
and Dissemination of Information in Experimental Asset Markets in the Presence
of a Manipulator (joint with Marc Vorsatz), Experimental
Economics, 13, 379-398, 2010.
10. Risk Factors
in Oil and Gas Industry Returns: International Evidence
(joint with Sofia Ramos), Energy Economics, 33, 525-542,
2011.
11. Asymmetry,
realised volatility and stock return risk estimates (joint with Aurea Grané), Portuguese Economic Journal,
11, 147-164, 2012.
12. Oil
price asymmetric effects: Answering the puzzle in international stock markets
(joint with Sofia Ramos), Energy Economics, 38, 136-145, 2013.
13. Bayesian
estimation of inefficiency heterogeneity in stochastic frontier models (joint
with Jorge Galán and Michael Wiper), Journal
of Productivity Analysis, 42 (1), 85-101, 2014.
14. Outliers,
GARCH-type models and risk measures: A comparison of several approaches (joint
with Aurea Grané), Journal of Empirical
Finance, 26, 26-40, 2014.
15. Dynamic
Effects in Inefficiency: Evidence from the Colombian Banking Sector (joint with
Jorge Galán and Michael Wiper), European
Journal of Operational Research, 20(2), 562-571, 2015.
16. Correlations between
oil and stock markets: A wavelet-based approach (joint with Belén
Martín-Barragán and
Sofia Ramos), Economic Modelling,
50, 212-227, 2015.
17. A
robust closed-form estimator for the GARCH(1,1) model (joint with Natalia
Bahamonde), Journal of Statistical Computation
and Simulation, 86(8), 2016.
18. Do
investors price industry risk? Evidence from the cross-section of the oil
industry (joint with Sofia Ramos, Abderrahim Taamouti and Chih-Wei Wang), Journal
of Energy Markets, 10(1), 79-108, 2017.
19. Threshold
Stochastic Volatility: properties and Forecasting” (joint with Xiuping Mao and Esther Ruiz), International Journal
of Forecasting, 33(4), 1105-1123, 2017.
20. Uncertainty
and forecasts of ARMA models: Comparison of asymptotic, Bayesian and bootstrap
procedures (joint with João Mazzeu and Esther
Ruiz), Journal of Economic Surveys, 32(2), 388-419, 2018.
21. Efficiency
evaluation of hotel chains: A Spanish case study (joint with Yaguo Deng and Michael Wiper), SERIEs, 10(2),
115-139, 2019.
22. Modelling
and forecasting the oil volatility index (joint with João Mazzeu and Massimo Mariti), Journal
of Forecasting, 38(8), 773-787, 2019.
23. Detecting
outliers in multivariate volatility models: A wavelet procedure (joint with Aurea Grané
and Belén Martín-Barragán),
SORT,
43(2), 289-316, 2019.
24. Asymmetric
stochastic volatility models: Properties and particle filter-based simulated
maximum likelihood estimation (joint with Xiuping
Mao, Esther Ruiz and Veronika Czellar), Econometrics
and Statistics, 13, 84-105, 2020.
25. Limited
attention, salience of information and stock market activity (joint with Sofia
Ramos and P. Latoeiro), Economic Modelling,
87, 92-108, 2020.
26. A Bootstrap approach for Generalized
Autocontour Testing. Implications for VIX forecast
densities (joint with João G. Mazzeu, Gloria
González-Rivera and Esther Ruiz), Econometric Reviews,
39(10), 971-990, 2020.
27. Data cloning estimation for
asymmetric stochastic volatility models (joint with Patricia Bermudez and Juan
M. Marín), Econometric Reviews, 39(10), 1057-1074, 2020.
28. Exploring option pricing and hedging
via volatility asymmetry (joint with Isabel Casas), Computational
Economics, 57, 1015-1039, 2021.
29. Integrated nested Laplace
approximations for threshold stochastic volatility models (joint with Patricia
Bermudez, Juan M. Marín and Hårvard Rue), Econometrics
and Statistics, forthcoming.
Other
Contributions
1. Intended manipulations in an experimental asset
market with short-selling (joint with Marc Vorsatz), Medium for
Econometric Applications,
16 (3), 8-13, 2008. This is an invited
publication by the Erasmus University of
Rotterdam.
2. Modelos de volatilidad estocástica: una
alternativa atractiva y factible para modelizar la evolución de la
volatilidad (joint with
Esther Ruiz), Anales de Estudios
Económicos y Empresariales,
vol XVIII, 1-59, 2008. This is
an invited publication by the University of Valladolid.
Books
The
Interrelationship between Financial and Energy Markets” (joint with Sofia
Ramos), Lecture Notes in Energy, Springer, 2014. ISBN
978-3-642-55381-3.
Book
(Chapters) and Proceedings
1. Outliers and the estimation of
minimum capital risk requirements (joint with A. Grané).
In Investigaciones en Seguros y Gestión de Riesgos, Heras, A., Vilar,
J.L., Guillén, M. (Eds.), Fundación
MAPFRE, 2009. (ISBN 978-84-9844-158-1).
2. Outliers in GARCH models and the
estimation of risk measures (joint with A. Grané).
In 2010 JSM Proceedings. Statistics: A Key to Innovation in a
Data-Centric World. The American Statistical Association (Eds.) (ISBN
978-0-9791747-9.7).
3. The puzzle of asymmetric effects
of oil: New results from international stock markets (joint with S. Ramos). In 2011
8th International Conference on the European Energy Market.
ISBN: 978-1-61284-286-8/11, IEEE catalog number
CFP1152D.
4. Outliers in multivariate GARCH
models (joint with A. Grané and B.
Martín-Barragán). In Proceedings
of the 7th Workshop on Simulation. Springer, forthcoming.
5. Risk Factors in the Oil Industry:
An Upstream and Downstream Analysis, (joint with Sofia Ramos and Chih-Wei Wang). In The
Interrelationship Between Financial and Energy Markets,
Springer, 2014.
WORKING
PAPERS
·
A Comment on “Parametric and
Semiparametric Estimation of Sample Selection Models: An Empirical Application
to the Female Labour Force in Portugal” [by M.
Martins (2001)], Universitat Autònoma
de Barcelona, WP 636.05 (joint with R. Veszteg and D.
Coelho).
·
A Two Factor Long Memory Stochastic
Volatility Model (joint with Xiuping
Mao), Universidad
Carlos III de Madrid, WP 06-13(03).
·
The Effect of Short-Selling on
the Aggregation of Information in an Experimental Asset Market (joint with Marc
Vorsatz), Universidad Carlos III de Madrid, WP
08-38(08).
· Forecasting
volatility: Does continuous time do better than discrete time? (joint with Carles Bretó), Universidad Carlos III de Madrid, WP 11-25.
·
Score driven
asymmetric stochastic volatility models (joint with Xiuping
Mao and Esther Ruiz), Universidad
Carlos III de Madrid, WP 142618.
·
An analysis
of the dynamics
of efficiency of mutual funds (joint with Jorge Galán and Sofia Ramos), Universidad Carlos III de Madrid, WP 15-17.
·
Reexaming financial and economic
predictability with new estimators of realized variance
and variance risk premium (joint Isabel Casas and Xiuping Mao),
CREATES Research Papers 2018-10, Department of
Economics and Business Economics, Aarhus University.
·
Quantile Consumption-Capital
Asset Pricing Model (joint with Sofia Ramos, Abderrahim
Taamouti and Chih-Wei
Wang), Statistics and Econometrics, WP20-1.
·
Valuation in the energy sector:
Fundamentals or bubbles? (joint with Sofia Ramos and I-Chuan
Huang), Statistics and Econometrics, WP 2020-08.
·
Contagion in sequential financial
markets: An experimental analysis (joint with Ronald Peeters
and Marc Vorstaz), Statistics and Econometrics, WP
2020-09.
TEACHING
EXPERIENCE
Associate
Professor
1. Econometrics (B.A in Finance and
Accounting) at Universidad Carlos
III de Madrid (2nd semester). Spain.
2. Econometrics (Master/PhD in
Business Administration and Quantitative Methods) at Universidad Carlos III de
Madrid (3rd Term). Spain.
3. Advanced Financial Statistics
(Master in Finance) at Universidad Carlos III de Madrid (4th Term).
Spain.
4. Seminar “Minimum Capital
Risk Requirements: A comparison of several approaches” (Master en Técnicas Cuantitativas para el Sector Asegurador)
at Universidad Carlos III de Madrid (3rd Term). Spain.
5. Dynamic Models and Prediction
(Master Big Data Analytics) at Universidad Carlos III de Madrid (3th
Term). Spain.
6. Quantitative Methods II
(Master/PhD in Business and Finance) at Universidad Carlos III de Madrid (3th
Term). Spain.
7. Statistics II (Master/PhD in
Social Sciences) at Universidad Carlos III de Madrid (3th Term).
Spain
Assistant
Professor
1. Econometrics for Finance (Master
in Statistical Methods for Business and Economics) at the Faculty of Economics,
Skopje (October 2008). Republic of Macedonia.
2. Introduction to Economics (first
year undergraduate) at Oporto Faculty of Economics (Spring 2004). Portugal.
3. Forecasting Methods (fifth year
undergraduate) at Oporto Faculty of Economics (Spring 2004). Portugal.
4. Econometrics I (last year
undergraduate) at Universidad Carlos III de Madrid (Falls 2004, 2005, 2006,
2007, 2008 and 2009). Spain.
5. Introduction to Statistics (first
year undergraduate) at Universidad Carlos III de Madrid (Spring 2005). Spain.
6. Econometrics II (last year
undergraduate) at Universidad Carlos III de Madrid (Spring 2006, 2007, 2008 and
2009). Spain.
7. Econometrics (Master/PhD in
Business Administration and Quantitative Methods) at Universidad Carlos III de
Madrid (3rd Term 2008/2009, 2009/2010, 2010/2011, 2011/2012). Spain.
8. Econometrics (B.A in Finance and
Accounting) at Universidad
Carlos III de Madrid (2nd semester). Spain.
9. Advanced Financial Statistics
(Master in Finance) at Universidad
Carlos III de Madrid (2nd semester). Spain.
CONFERENCES
AND SEMINAR PRESENTATIONS
· Seminar
online at ITAM, April 2021 (Ciudad Mexico, Mexico), Seminar at Otago Business
School, October 2019 (Dunedin, New Zealand), SOFiE,
June 2019 (Shanghai, presentation), Seminar NIPE, June 2019 (Braga,
Portugal),Workshop MEFiTs, June 2019 (Madrid,
organization), CFE, December 2018 (Pisa,
organized session and presentation), Workshop in Time Series
and Econometrics, April 2018 (Zaragoza, presentation), MAF2018,
April 2018 (Madrid, organized session and presentation), CFE, December 2017
(London, organized session and presentation), CFE, December 2016 (Seville,
organized sessions and presentation), Energy and Commodity Finance, June 2016
(Paris-France), Bayesian Econometrics workshop, June 2016 (Organization and
scientific committee, UC3M), CFE, December 2015 (London, organized session),
International Symposium of Forecasting (Riverside-US, organized session),
Workshop on Commodity Markets, May 2015 (Oslo-Norway, invited), CFE, December
2014 (Pisa-Italy, organized session), Seminar at University of Southern
Denmark, December 2014 (Odense-Denmark), Seminar at Universidad Pública de Navarra (Department of Economics),
November 2014 (Pamplona-Spain), Seminar at Universidad Pública
de Navarra (Department of Business), September 2014 (Pamplona-Spain), CFE,
December 2013 (Londres-UK, organized session), First
Meeting on Time Series Modelling and
Computation, July 2013
(Madrid-Spain), CFE, December 2012 (Oviedo-Spain, organized
session and contribution), Fancesc Marmol Lecture (invited lecture), October 2012
(UAB-Barcelona), Energy Finance, October 2012 (Trondheim-Norway), ERCIM-CFE,
December 2011 (London-UK), Seminar at Universidad Salamanca (Spain), September
2011, CFE 2011 (San Francisco-USA), June-July 2011, EEM11 (Zagreb-Croatia), May
2011, Simposio de la Asociación
Española de Economía (Madrid-Spain),
December 2010, ERCIM-CFE (London-UK), December 2010, Joint Statistical Meetings
(Vancouver-Canada), July-August 2010, Computational Economics and Finance
(London-UK), July 2010, Seminar at ISEG-CEMAPRE (Portugal), May 2010,
Riesgo2009 (Madrid-Spain), June 2009, European Regional Meeting of the
International Society for Business and Industrial Statistics (Cagliari-Italy),
June 2009. Invited session, Seminar at Universidad Complutense
(Spain), May 2009, 2nd Meeting of the Portuguese Economic Journal
(Évora-Portugal), July 2008, Poster presentation at International
Workshop on Statistical Modelling (BCN-Spain), July 2007, Seminar at Universitat de Barcelona (Spain), April 2007, Seminar
at Universitat d’Alacant
(Spain), February 2007, XXXI Simposio
de Análisis Económico
(Spain), December 2006, 26th
International Symposium of Forecasting (Spain), June 2006, Seminar at
Maastricht University (Netherlands), January 2006, 25th International Symposium
of Forecasting (USA), June 2005, Seminar at Universidad Complutense
(Spain), June 2005, XXIX Simposio de Análisis Económico
in Pamplona (Spain), December 2004, Seminar
at Universidad Carlos III de Madrid (Spain), April 2004, Presentation at Utrecht University (Netherlands), April 2004, 9th Anniversary
of the Finance Meeting Conference (Portugal), March 2004, Seminar at Birkbeck
College (UK), February 2004, Seminar at HEC Montréal (Canada), February
2004, Seminar at Universidad Pública de
Navarra (Spain), January 2004, XXVIII Simposio de Análisis Económico
in Sevilla (Spain), December 2003, ESEM Conference, Stockholm (Sweden), August
2003, Macroeconomic and Econometrics Seminar at Universitat Autònoma de
Barcelona (Spain), May 2003, Econometrics Seminar at Duke University (USA),
April 2003, 10th ENTER Jamboree at Tilburg University
(Holland), January 2003, XXVII Simposio
de Análisis Económico
in Salamanca (Spain), December 2002, CEMAPRE
Conference in Lisbon (Portugal), June 1997.
EDITORIAL
ACTIVITIES
· TOPIC Editor of the
Journal of Risk and Financial Management.
FELLOWSHIPS,
AWARDS AND RESEARCH PROJECTS
·
Unisys Prize for the highest mark
in the subjects Operational Research and Optimization – Universidade Nova de Lisboa (Portugal), 1994.
· Doctoral Fellowship, PRAXIS XXI, Fundaçäo
para a Ciência e Tecnologia, 1999-2002.
· Research
Project UC3M-ECO-05-013. Principal
Researcher: Antoni Espasa. Period 2005-2006.
· Research Project SEJ2006-03919, Ministerio de Educación y
Ciencia. Principal Researcher: Esther
Ruiz. Period 2007-2009.
· Research Project S2007-HUM-0413, Dirección
General de Universidades de La comunidad
de Madrid. Principal Researcher: Daniel Peña. Period 2008-2011.
·
European
Research Project EU-FP7-SSH-2007-1-Grant Agreetment no. 217565.
·
Research
Project ECO2009-08100,
Ministerio de Educación y Ciencia. Principal Researcher:
Esther Ruiz. Period 2010-2012.
·
Research
Project MTM2009-13985-C02-01, Ministerio de Educación y Ciencia. Principal Researcher: Pedro
Delicado. Period 2010.
·
Member of
the Institute Flores de Lemus since 2009- .
·
Research
Project MTM2010-17323, Ministerio de Educación y Ciencia. Principal Researcher: Aurea Grané. Period 2011-2013.
·
Research
Project CCG10-UAM/ESP-5494,
Dirección General de Universidades
de la Comunidad Autónoma
de Madrid. Principal Researcher: José R. Berrendero. Period 2011.
·
Research Project ECO2012-32401, Ministerio de Ciencia e Innovación. Principal
Researcher: Esther Ruiz. Period 2013-2015.
·
Research Grant Campus de Excelencia Internacional Iberus. Period September-November
2014.
·
Research Project
ECO2015-70331-C2-2-R, Ministerio de Economía y Competitividad.
Principal Researcher: Esther Ruiz. Period 2016-2019.
·
Research Project ECO2015-65701-P, Ministerio de Economía y Competitividad. Principal
Researcher: Marc Vorsatz. Period 2016-2018.
·
Research Project
PGC2018-096977-B-l00, Ministerio de Ciencia, Innovación y Universidades. Principal
Researcher: Marc Vorsatz. Period 2019-2021.
·
Research Grant Salvador de Madariaga. Period February-July 2020.
·
Research Project La Caixa on experimental research. Principal Researcher: Helena Veiga. Period
2020.
·
Research Project PID2019-108079GB-C21/AIE/10.13039/501100011033.
Principal Researcher: Esther Ruiz. Period 2020-2022.
RESEARCH
VISITS
1. Department
of Economics, Duke University,
US, April 2003.
2. Department
of Economics, Université Montreal, Canada, October-November 2009.
3. Institute
of Statistics, Pontificia Universidad Católica
de Valparaíso, 1 week, January 2013.
4. Department
of Business, Universidad Pública de Pamplona,
12 weeks, September-November 2014.
5. Department
of Finance, Essec Business School, 4 days, September
2015.
6. BCAM,
Bilbao, 3 days, June-July 2016.
7. Department
of Finance, Essec Business School, 10 days, October
2017.
8. Department
of Finance, Essec Business School, 8 days, September
2018.
9. Department
of Statistics, Faculdade de Ciências,
UL, 8 days, October 2018.
10. Department
of Economics and Business, University of Odense, 10 days, December, 2018.
11. Department
of Economics, Otago Business School, Dunedin, New Zealand, 28 days,
September-October, 2019.
12. Department
of Economics and Business, University of Odense, 10 days, December, 2019.
13. Department of Finance, Essec Business School, 6 months, February-July, 2020.
REFEREE
ACTIVITIES
· Investigaciones Económicas, Communications
in Statistics, Computational Statistics and Data Analysis, Journal of Applied
Econometrics, Applied Stochastic Models in Business and Industry, Journal of Economics and International Finance,
Emerging Markets Finance and Trade, Environmental Modelling &
Software, Journal of Economics and
Business, Boletín de Estadística
e Investigación Operativa
(BEIO), International Journal of Human-Computer
Studies, European Journal of Operational Research,
Studies in Nonlinear Dynamics and
Econometrics, European Journal of
Finance, Portuguese Economic Journal, Journal of
Banking and Finance, Energy Economics, International Journal of
Forecasting, Economic Modelling.
THESIS SUPERVISION
· Master
thesis “Macroeconomic Convergence of Balkan Countries to the Euro Zone.
Evidence from a Threshold SUR Approach”. Magdalena Petrovska.
Faculty of Economics, Ss. Cyril and Methodius University (Skopje- Macedonia).
June 2009.
· Master thesis “Optimal Portfolio Allocation”. Andrija Djurovic. Faculty of Economics, Ss. Cyril and
Methodius University (Skopje- Macedonia). June 2009.
· Master thesis “Evaluación
de la eficiencia de las cadenas
hoteleras españolas”
by Yaguo Deng (joint with Michael Wiper). July 2016.
· Master thesis “The present value model in the oil
industry: An international comparison” by I-Chuan
Huang (joint with Sofia Ramos). July 2019.
· Master thesis “Exploring Value-at-Risk and Expected
Shortfall using asymmetric volatility models” by Víctor
Fernández Francisco (joint Juan Miguel Marín). July
2019.
· Master thesis “Forecasting the bitcoin volatility: Do
jumps help?” by Ignacio Galiana Ruiz de Adana
(joint with DanDan Wang).
July 2019.
· PhD thesis “Bayesian Analysis of Heterogeneity in
Stochastic Frontier Models” by Jorge Gálan
(joint with Michael Wiper). October
3, 2014. First job:
Bank of Spain. Premio Extraordinario de Doctorado.
· PhD thesis “Asymmetric Stochastic Volatility
Models” by Xiuping Mao (joint with Esther
Ruiz). March 13, 2015. First job: Assistant Professor at Zhongnan
University of Economics and Law.
· PhD thesis “Forecasting under model
uncertainty” by João Henrique Gonçalves Mazzeu
(joint with Esther Ruiz). December
20, 2016.
· PhD thesis “New problems in modelling the
efficiency” by Yaguo Deng (joint with Michael
Wiper).
· PhD Thesis “Bayesian VAR models and applications to
commodities” (joint with Michael Wiper).
· PhD Thesis “Stochastic Frontier Analysis versus DEA: Measuring the universities efficiency” (joint with Michael Wiper).
UNDERGRADUATE
PROJECT SUPERVISION
·
“Efectos de la crisis en los
mercados financieros internaciones” by Raquel
Cruz Barragán (joint with Esther
Ruiz). June 2014.
·
“Efectos
de la crisis en las estimaciones de la volatilidad de series financieras
españolas” by Laura Valiña
Higuera (joint with Esther Ruiz). June
2014.
·
“Impacto del precio del
petróleo en los índices europeos” by
Daniel García Rodríguez. July 2016.
·
“Modeling and forecasting
OVX” by Massimo Bianchi, 2017 defended in Italy.
· “Modelización
de la volatilidad del bitcoin” by Alfonso Martin Goméz, July 2018.
ADMINISTRATIVE
TASKS
1. Member of the committee for the
organization of the Master Program “Statistical Methods for Business and
Economics” at the Faculty of Economics (Skopje- Macedonia) - Tempus
project JEP_40015_2005.
2. Member of the academic committee
of the BA in Finance and Accounting, Universidad Carlos III de Madrid, since
2011.
3. Member of the teaching committee,
Department of Statistics, Universidad Carlos III de Madrid, since 2011.
4. Member of the academic committee
of the Master in Finance, Universidad Carlos III de Madrid, since 2012.
5. Secretary of the Instituto Flores
de Lemus, since 2014-October 2015.
6. Member of the permanent
committee, Department of Statistics, Universidad Carlos III de Madrid, since
2015.
7. Assistant Director of the
Instituto Flores de Lemus, since November 2015.
8. Head of the Prediction Lab of the
Instituto Flores de Lemus, since 2017.
LANGUAGES
· English
(Good)
· Spanish
(Fluent)
· French
(Basic)
· Portuguese
(native)
· German
(Basic)