Photo of Dr Rodrigo Hizmeri

Dr Rodrigo Hizmeri PhD, M.Sc. B.Sc.

Lecturer in Finance Finance and Accounting


    Personal Statement

    Rodrigo Hizmeri is a Lecturer (Assistant Professor) in Finance at the University of Liverpool Management School (ULMS). He holds a Master Grande Ecole from Rouen Business School, an M.Sc. in Quantitative Finance and a Ph.D. in Financial Econometrics funded by the ESRC, both from Lancaster University.

    Rodrigo’s main research interests include high-frequency financial econometrics, empirical asset pricing, and financial risk management. He is particularly interested in the modelling and forecasting of realized (co)variances, estimation of asset pricing using high-frequency financial data as well as in the development and estimation of tail-risk measures.

    He has also presented his research at leading academic conferences, such as the meetings of the Econometric Society (ES), the European Economic Association (EEA), the Society for Financial Econometrics (SoFiE), and the International Association for Applied Econometrics (IAAE), among others.