Rodrigo Hizmeri : Citation Profile


Are you Rodrigo Hizmeri?

Lancaster University

1

H index

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i10 index

3

Citations

RESEARCH PRODUCTION:

2

Papers

RESEARCH ACTIVITY:

   1 years (2019 - 2020). See details.
   Cites by year: 3
   Journals where Rodrigo Hizmeri has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phi237
   Updated: 2024-12-03    RAS profile: 2020-01-08    
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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)

Cites to:

Bollerslev, Tim (20)

Andersen, Torben (19)

Diebold, Francis (9)

Corsi, Fulvio (9)

RenĂ², Roberto (6)

Shephard, Neil (6)

Tauchen, George (5)

Lunde, Asger (4)

Hansen, Peter (4)

Pirino, Davide (4)

Patton, Andrew (3)

Main data


Where Rodrigo Hizmeri has published?


Recent works citing Rodrigo Hizmeri (2024 and 2023)


YearTitle of citing document
2024Heterogeneity 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

2023Forecasting 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

Works by Rodrigo Hizmeri:


YearTitleTypeCited
2020The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility In: Working Papers.
[Full Text][Citation analysis]
paper2
2019Forecasting the Realized Variance in the Presence of Intraday Periodicity In: EconStor Preprints.
[Full Text][Citation analysis]
paper1

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