Ryoko Ito

Postdoctoral Reseach Fellow
Department of Economics and Nuffield College, Oxford University

Emails: ryoko.ito@economics.ox.ac.uk, ryoko.ito@nuffield.ox.ac.uk.

Research interests: econometrics, time series analysis, nonlinear heavy-tailed models in finance, analysis of high-frequency financial data, macroeconometrics, macroeconomics.

Other research affiliations: the INET Economic Modelling Group of the Oxford Martin School and the Oxford-Man Institute of Quantitative Finance.

Teaching affiliation: Sad Business School of Oxford University.

Institution Faculty of Economics and Trinity Hall, Cambridge University
SupervisorsProfessor Andrew Harvey (supervisor)
Professor Oliver Linton (research advisor)
TitleDynamic Conditional Score: Some Asymptotic Theories and Applications to High-Frequency Financial Data
[Three chapters are available as single-authored Cambridge Working Papers in Economics (CWPE1607, CWPE1606, CWPE1315).
The abstracts are in my "Research" section.]
Examiners Professor Mark Salmon (internal), Professor Anders Rahbek (external)

Updated on: 18 May 2017