Rodrigo Hizmeri

Personal Details

First Name:	Rodrigo
Middle Name:
Last Name:	Hizmeri
Suffix:
RePEc Short-ID:	phi237
	[This author has chosen not to make the email address public]

Affiliation

Department of Economics
Management School
Lancaster University

Lancaster, United Kingdom
http://www.lancaster.ac.uk/lums/our-departments/economics/
RePEc:edi:delanuk (more details at EDIRC)

Citations

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Working papers

1. Dumitru, Ana-Maria & Hizmeri, Rodrigo & Izzeldin, Marwan, 2019. "Forecasting the Realized Variance in the Presence of Intraday Periodicity," EconStor Preprints 193631, ZBW - Leibniz Information Centre for Economics.

   Cited by:

   1. Dette, Holger & Golosnoy, Vasyl & Kellermann, Janosch, 2022. "Correcting Intraday Periodicity Bias in Realized Volatility Measures," Econometrics and Statistics, Elsevier, vol. 23(C), pages 36-52.

2. , 2019. "The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility," Working Papers 1902, Federal Reserve Bank of Dallas, revised 17 Dec 2022.
   • Bu, Ruijun & Hizmeri, Rodrigo & Izzeldin, Marwan & Murphy, Anthony & Tsionas, Mike, 2023. "The contribution of jump signs and activity to forecasting stock price volatility," Journal of Empirical Finance, Elsevier, vol. 70(C), pages 144-164.
   • Ruijun Bu & Rodrigo Hizmeri & Marwan Izzeldin & Anthony Murphy & Mike G. Tsionas, 2021. "The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility," Working Papers 202109, University of Liverpool, Department of Economics.

   Cited by:

   1. Zhu, Haibin & Bai, Lu & He, Lidan & Liu, Zhi, 2023. "Forecasting realized volatility with machine learning: Panel data perspective," Journal of Empirical Finance, Elsevier, vol. 73(C), pages 251-271.
   2. Song, Yuping & Huang, Jiefei & Zhang, Qichao & Xu, Yang, 2024. "Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China," Economic Modelling, Elsevier, vol. 136(C).

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-FOR: Forecasting (2) 2019-03-18 2019-04-22. Author is listed
2. NEP-ECM: Econometrics (1) 2019-03-18. Author is listed
3. NEP-ETS: Econometric Time Series (1) 2019-03-18. Author is listed
4. NEP-MST: Market Microstructure (1) 2019-03-18. Author is listed
5. NEP-ORE: Operations Research (1) 2019-04-22. Author is listed

Corrections

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