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.