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Rodrigo Hizmeri

Visiting Researcher

Rodrigo Hizmeri

The Management School



Research overview

My research interests are in high-frequency financial econometrics, asset price discontinuities, modeling and forecasting volatility, and market microstructure noise.

For more details about my research interests, work in progress and a small risk-lab related to COVID-19, please visit my personal website: rodrigohizmeri.com


Current Teaching

ECON 514: Financial Economics

ECON 413: Market Risk Forecasting and Control.

ECON 403: Applied Econometrics

ECON 211: Mathematics for Economics

ECON 103: Quantitative Methods for Economics.


Research Grants

  • ESRC studentship with advanced quantitative methods (AQM) enhanced stipend
  •  LUMS Conference Grant Scheme 2019.
  • Research Training Support Grant, ESRC 2019
  • Research Training Support Grant, ESRC 2018


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