Rodrigo Hizmeri
Visiting ResearcherResearch 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
13th International Conference on Computational and Financial Econometrics
Participation in conference -Mixed Audience
34th Annual Congress of the European Economic Association
Participation in conference -Mixed Audience
72nd European Meeting of the Econometric Society
Participation in conference -Mixed Audience
6th Annual Conference of the International Association for Applied Econometrics
Participation in conference -Mixed Audience
2019 Infiniti Conference
Participation in conference -Mixed Audience
3rd Course in High-Frequency Financial Econometrics using Matlab
Participation in workshop, seminar, course
Asian Meeting of the Econometric Society 2019
Participation in conference -Mixed Audience
Konsztanz-Lancaster-Manchester-Warwick Workshop on Quanatitative Finance and Econometrics
Participation in workshop, seminar, course
2019 Africa Meeting of the Econometric Society
Participation in conference -Mixed Audience
2nd Lancaster-Warwick (LaWa) Workshop on Financial Econometrics and Asset Pricing
Participation in conference -Mixed Audience
12th International Conference on Computational and Financial Econometrics
Participation in conference -Mixed Audience
2nd Course in High-Frequency Financial Econometrics using Matlab
Participation in workshop, seminar, course
11th International Conference on Computational and Financial Econometrics
Participation in workshop, seminar, course
9th Annual Volatility Institute Conference
Participation in conference -Mixed Audience
1st Course in High-Frequency Financial Econometrics using Matlab
Participation in workshop, seminar, course
- Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy