1
H index
0
i10 index
3
Citations
Lancaster University | 1 H index 0 i10 index 3 Citations RESEARCH PRODUCTION: 2 Papers RESEARCH ACTIVITY: 1 years (2019 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/phi237 |
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: | Cites to: |
Year | Title of citing document |
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2024 | Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China. (2024). Xu, Yang ; Zhang, Qichao ; Huang, Jiefei ; Song, Yuping. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001019. Full description at Econpapers || Download paper |
2023 | Forecasting realized volatility with machine learning: Panel data perspective. (2023). Liu, Zhi ; He, Lidan ; Bai, LU ; Zhu, Haibin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:251-271. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2020 | The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2019 | Forecasting the Realized Variance in the Presence of Intraday Periodicity In: EconStor Preprints. [Full Text][Citation analysis] | paper | 1 |
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