Rodrigo Hizmeri : Citation Profile

Lancaster University

1

H index

0

i10 index

7

Citations

RESEARCH PRODUCTION:

2

Papers

RESEARCH ACTIVITY:

   1 years (2019 - 2020). See details.
   Cites by year: 7
   Journals where Rodrigo Hizmeri has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phi237
   Updated: 2026-02-21    RAS profile: 2025-11-16    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Rodrigo Hizmeri.

Is cited by:

Golosnoy, Vasyl (1)

Lu, Shan (1)

Cites to:

Bollerslev, Tim (20)

Andersen, Torben (19)

Diebold, Francis (9)

Corsi, Fulvio (9)

Renò, Roberto (6)

Shephard, Neil (6)

Tauchen, George (5)

Pirino, Davide (4)

Hansen, Peter (4)

Lunde, Asger (4)

Patton, Andrew (3)

Main data

Where Rodrigo Hizmeri has published?

Recent works citing Rodrigo Hizmeri (2025 and 2024)

YearTitle of citing document
2024Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China. (2024). Song, Yuping ; Xu, Yang ; Zhang, Qichao ; Huang, Jiefei. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001019.

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2025Forecasting volatility of China’s crude oil futures based on hybrid ML-HAR-RV models. (2025). Zhu, Tingting ; Ma, Xiaoqing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000683.

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2025Identifying the underlying components of high-frequency data: Pure vs jump diffusion processes. (2025). Urga, Giovanni ; Izzeldin, Marwan ; Hizmeri, Rodrigo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000167.

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2025Forecasting the realized variance in the presence of intraday periodicity. (2025). Hizmeri, Rodrigo ; Izzeldin, Marwan ; Maria, Ana. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002565.

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2025Pricing VXX Options With Observable Volatility Dynamics From High‐Frequency VIX Index. (2025). Lu, Shan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:7:p:771-801.

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Works by Rodrigo Hizmeri:

YearTitleTypeCited
2020The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility In: Working Papers.
[Full Text][Citation analysis]		paper6
2019Forecasting the Realized Variance in the Presence of Intraday Periodicity In: EconStor Preprints.
[Full Text][Citation analysis]		paper1

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