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Rodrigo Hizmeri

Visiting Researcher

  1. 2022
  2. Published

    A generalized heterogeneous autoregressive model using market information

    Hizmeri, R., Izzeldin, M., Nolte, I. & Pappas, V., 31/08/2022, In: Quantitative Finance. 22, 8, p. 1513-1534 22 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Published

    A Generalized Heterogeneous Autoregressive Model using the Market Index

    Hizmeri, R., Izzeldin, M., Nolte, I. & Pappas, V., 31/08/2022, In: Quantitative Finance. 22, 8, p. 1513-1534 22 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. 2021
  5. Published

    Essays on High Frequency Financial Econometrics: (Co)Jumps, Aggregation, Asymmetry and Measurement Error

    Hizmeri, R., 2021, Lancaster University. 273 p.

    Research output: ThesisDoctoral Thesis

  6. 2019
  7. Published

    The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility

    Hizmeri, R., Izzeldin, M., Murphy, A. & Tsionas, M., 1/05/2019, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

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