Ryoko Ito


Research Fellow

http://www.itoryoko.com/


Biography

I am a postdoctoral fellow at the Department of Economics and at Nuffield College of Oxford University. My research interests include high-frequency finance and time series econometrics. My recent papers are on high-frequency volume prediction models for FX and equities, and the asymptotic properties of a robust score-driven model for heavy-tailed data.

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