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:
Current Teaching
Financial Economics
ECON 413: Market Risk Forecasting and Control.
ECON 403: Applied Econometrics
: Mathematics for Economics
: 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
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Participation in workshop, seminar, course
Participation in conference -Mixed Audience
Participation in workshop, seminar, course
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Participation in workshop, seminar, course
Participation in workshop, seminar, course
Participation in conference -Mixed Audience
Participation in workshop, seminar, course
- Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy