Victor Emilio TrosterView profile
Associate Professor
Dr. Victor Emilio Troster is an Associate Professor in the Department of Applied Economics at the Universitat de les Illes Balears (UIB), where he has been teaching since 2015. His academic focus spans financial econometrics, time series analysis, and econometric theory, with particular expertise in causality tests, quantile regression models, and financial asset forecasting. He teaches undergraduate and graduate courses including Econometrics, Survey Analysis and Multivariate Techniques, and Econometrics for Big Data across various business administration and economics programs. Ph.D. in Economics, Universidad Carlos III de Madrid, Spain (2015) Dr. Troster's research interests center on advanced econometric methods applied to financial markets and economic phenomena. His work focuses on developing and applying statistical techniques to analyze financial time series data, with particular attention to causality testing in quantile frameworks, specification testing for regression models, and forecasting of financial assets. His research bridges theoretical econometrics with practical applications in finance and economics, addressing complex questions in market behavior, risk analysis, and economic policy evaluation. His methodological contributions have significant implications for both academic research and practical financial decision-making. His publication record demonstrates consistent contributions to high-impact econometrics and finance journals, with a clear trajectory of increasingly sophisticated methodological work. His research spans both theoretical developments in econometric methodology and applied studies addressing contemporary financial and economic issues. The publications show a strong focus on time series analysis, with particular emphasis on nonlinear relationships, quantile-based approaches, and cross-market spillovers. His work frequently addresses methodological challenges in financial econometrics while providing insights relevant to practitioners and policymakers. Dr. Troster serves as a thesis advisor for the PhD in Applied Economics program at UIB. He has participated in competitive research projects funded by Spain's Ministry of Science and Innovation. His teaching portfolio spans multiple degree programs including Business Administration, Economics, and specialized Master's programs in Big Data Analysis and Tourism Economics. He is an active member of the Econometrics and Data Science (ECD) Consolidated R+D+I Group at UIB, contributing to the department's research infrastructure and collaborative projects. His work integrates traditional econometric approaches with emerging data science methodologies, positioning him at the intersection of established economic theory and contemporary analytical techniques.









