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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)

Research output

as
Jump to: Working papers

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.
  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.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

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.

    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.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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

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