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

Lecturer in Finance
Finance and Accounting

Part of
School of Management
Faculty of Humanities and Social Sciences

Contact

R.Hizmeri@liverpool.ac.uk

Personal Website

+44 (0)151 795 1820

Research outputs

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Journal

2025

Identifying the underlying components of high-frequency data: Pure vs jump diffusion processes

Hizmeri, R., Izzeldin, M., & Urga, G. (2025). Identifying the underlying components of high-frequency data: Pure vs jump diffusion processes. Journal of Empirical Finance, 81, 101594. doi:10.1016/j.jempfin.2025.101594

DOI: 10.1016/j.jempfin.2025.101594
: Journal article

Forecasting the Realized Variance in the Presence of Intraday Periodicity

Hizmeri Canales, R., Izzeldin, M., & Dumitru, A. -M. (2024). Forecasting the Realized Variance in the Presence of Intraday Periodicity. Journal of Banking & Finance. Retrieved from https://doi.org/10.1016/j.jbankfin.2024.107342

: Journal article

2022

The contribution of jump signs and activity to forecasting stock price volatility

Bu, R., Hizmeri, R., Izzeldin, M., Murphy, A., & Tsionas, M. (2023). The contribution of jump signs and activity to forecasting stock price volatility. Journal of Empirical Finance, 70, 144-164. doi:10.1016/j.jempfin.2022.12.001

DOI: 10.1016/j.jempfin.2022.12.001
: Journal article

A generalized heterogeneous autoregressive model using market information

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
: Journal article