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People Dr Ryoko Ito

Oxford Martin Fellow, The Institute for New Economic Thinking at the Oxford Martin School


Postdoctoral Research Fellow

Dr Ryoko Ito is a postdoctoral research fellow and works with Professor David Hendry at the Institute for New Economic Thinking, Oxford Martin School.

Her research interests include high-frequency finance and time series econometrics and 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.

She is also interested in working with climate data, her latest co-authored project applying a heavy-tailed forecasting model to daily rainfall data with many zero-valued observations.