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

Lecturer in Finance Finance and Accounting

+44 (0)151 795 1820
Work email R.Hizmeri@liverpool.ac.uk
Personal WebsitePersonal Website

Publications

Filter the publication list

Filter list by type

Show all
Journal article
Conference paper
Chapter
Other

2022

The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility (accepted) (Journal article)

Bu, R., Hizmeri, R., Izzeldin, M., Murphy, A., & Tsionas, M. (2022). The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility (accepted). Journal of Empirical Finance.

A generalized heterogeneous autoregressive model using market information (Journal article)

Hizmeri, R., Izzeldin, M., Nolte, I., & Pappas, V. (2022). A generalized heterogeneous autoregressive model using market information. QUANTITATIVE FINANCE, 22(8), 1513-1534. doi:10.1080/14697688.2022.2076606

DOI: 10.1080/14697688.2022.2076606

Why choose Liverpool?
It’s an important question. And there are thousands of answers.

Study with Liverpool

Find a course

Search courses

Select type

Our courses

About studying with us

Research with real world impact

Our research

Research

Postgraduate Research

Research and business collaboration

Advancing knowledge to transform lives

About us

Our story

Key information

Our locations

Search