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 Africa Meeting of the Econometric Society
Participation in conference -Mixed Audience
Konsztanz-Lancaster-Manchester-Warwick Workshop on Quanatitative Finance and Econometrics
Participation in workshop, seminar, course
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
2nd Lancaster-Warwick (LaWa) Workshop on Financial Econometrics and Asset Pricing
Participation in conference -Mixed Audience
2nd Course in High-Frequency Financial Econometrics using Matlab
Participation in workshop, seminar, course
12th International Conference on Computational and Financial Econometrics
Participation in conference -Mixed Audience
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