Welcome to my Web Page! I am a Lecturer (Assistant Professor) in Finance at the University of Liverpool Management School. I am also a Research Fellow at Lancaster University Management School. I hold 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.
My main research interests are in high-frequency financial econometrics, empirical asset pricing, and financial risk management. I am particularly interested in the modeling and forecasting of realized (co)variances, estimation of asset pricing models using high-frequency financial data as well as in the development and estimation of tail-risk measures.
I am also affiliated with the Centre for Financial Econometrics, Asset Markets, and Macroeconomic Policy, and to the Gulf One Lab for Computational and Economic Research (GOLCER), a leading research unit at the Lancaster University Management School, for which I am currently the Director of Scientific Implementation and the web developer. Click here to visit the website.
© 2020 Rodrigo Hizmeri. All rights reserved.