Welcome to my Web Page! I have recently completed my PhD in Financial Econometrics at Lancaster University, and in August will join the University of Liverpool as a Lecturer (Assistant Professor) in Finance. I hold an M.Sc. in Quantitative Finance from Lancaster University and a Master Grande Ecole from Rouen Business School.
My research interests lie in high-frequency financial econometrics, asset price discontinuities, modeling and forecasting univariate and multivariate volatility, portfolio allocation, and market microstructure noise.
I am also affiliated to the Gulf One Lab for Computational and Economic Research (GOLCER), a leading research unit at the Lancaster University Management School. I am currently the Director of Scientific Implementation and the web developer. Click here to visit the website.
© 2020 Rodrigo Hizmeri. All rights reserved.