Juan del Hoyo
(MsC Southampton, PhD UAM)
Emeritus Professor (Universidad Autónoma de Madrid)
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Juan holds a degree in Telecommunications Engineering from the Universidad Politécnica de Madrid, a degree in Economics from the Universidad Complutense de Madrid, an MSc in Econometrics and Operational Research from Southampton (UK) and a PhD in Economics and Business Administration from the Universidad Autónoma de Madrid. In addition, Juan is a State Economist and Emeritus Professor of the department.
Publications
Hoyo, J. del, Llorente, G., Rivero, C. (2020): A testing procedure for constant parameters in stochastic volatility models. Computational Economics 56(1): 163-186.
Hoyo, J. del, Llorente, G., Rivero, C. (2019): Testing for constant parameters in nonlinear models: A quick procedure with an empirical illustration. Computational Economics 54(1): 113-137.
Hoyo, J. del, & Llorente, G. (2001). Asset Pricing Models, Specification Search, and Stability Analysis. Computational Economics, 17, 219-237.
Hoyo, J., del, & Llorente, G. (2000). Recursive Estimation and Testing of Dynamic Models. Computational Economics 16, 71–85
