Rodrigo Herrera is an Associate Professor of Economics at the School of Business and Economics of the University of Talca, Chile. His current research interests include financial econometrics, quantitative risk management, and extreme value theory. His research has appeared in various academic journals, including the Journal of Banking and Finance, Journal of Applied Econometrics, Energy Economics, and International Journal of Forecasting. He was appointed as the Dean of the faculty in April 2018. He has also been the Director of the Applied Economics Research Center and the Master Program in Economics of the same university.
Escuela de Ingeniería Comercial
Facultad de Economía y Negocios
Universidad de Talca
Avenida Lircay s/n. Talca
Phone: +56 71 2200308
Email : rodriherrera at utalca.cl
I am pleased to announce that our article Forecasting Extreme Financial Risk: A Score-driven Approach" (with Fuentes F. and A. Clements) will be part of the next World Congress of the Econometric Society 2020.
(June 2020) The paper: "Network analysis: a novel approach to identify PM2.5 hotspots and their spatio-temporal impact on air quality in Santiago de Chile.", (with A. Clements and S. Hurn) has been accepted for publication in Air Quality, Atmosphere & Health.
(Apri 2020) The paper : "Forecasting Extreme Financial Risk: A Score-driven Approach" (with Fuentes F. and A. Clements) got an invitation to revise and resubmit in International Journal of Forecasting.
(April 2020) The paper: “A marked point process model for intraday financial returns: modeling extreme risk” (with A. Clements) has been published by Empirical Economics.
(March 2020) The paper: “Multivariate Dynamic Intensity Peaks-Over-Threshold Models”. (with N. Hautsch) has been published as OnlineOpen in Journal of Applied Econometrics.
(February 2020) The paper: "A non-parametric statistic for testing conditional heteroscedasticity for unobserved component models" (with A. Rodriguez and G. Pino) has been published by Journal of Applied Statistics.
My Erdös Number is 4
My Gauss Number is 8