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Gulf One Lancaster Centre for Economic Research

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  1. 2025
  2. Published

    Identifying the Underlying Components of High-Frequency Data: Pure vs Jump Diffusion Processes

    Hizmeri, R., Izzeldin, M. & Urga, G., 31/03/2025, In: Journal of Empirical Finance. 81, 3, 101594.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  3. 2020
  4. Published

    School choice, admission, and equity of access: Comparing the relative access to good schools in England

    Walker, I. & Weldon, M., 8/06/2020, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  5. 2019
  6. Published

    Performance and Productivity in Islamic and Conventional Banks: Evidence from the Global Financial Crisis

    Johnes, J., Izzeldin, M., Pappas, V. & Alexakis, C., 1/06/2019, In: Economic Modelling. 79, p. 1-14 14 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  7. Published

    The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility

    Hizmeri, R., Izzeldin, M., Murphy, A. & Tsionas, M., 1/05/2019, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  8. 2018
  9. Published

    Estimates of the causal effects of education on earnings over the lifecycle with cohort effects and endogenous education

    Migali, G. & Walker, I., 1/09/2018, In: CESifo Economic Studies. 64, 3, p. 516-544 29 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  10. Published

    A Novel Model of Costly Technical Efficiency

    Tsionas, M. & Izzeldin, M., 16/07/2018, In: European Journal of Operational Research. 268, 2, p. 653-664 12 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  11. Published

    Heterogeneous effects of high school peers on educational outcomes

    Mendolia, S., Paloyo, A. R. & Walker, I., 1/07/2018, In: Oxford Economic Papers. 70, 3, p. 613-634 22 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  12. Published

    The estimation and decomposition of tourism productivity

    Assaf, A. G. & Tsionas, M., 04/2018, In: Tourism Management. 65, p. 131-142 12 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  13. Published

    The Spurious Effect of ARCH Errors on Linearity Tests: A Theoretical Note and an Alternative Maximum Likelihood Approach

    Pavlidis, E. & Tsionas, E., 04/2018, In: Studies in Nonlinear Dynamics and Econometrics. 22, 2, 8 p., 20160055.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  14. E-pub ahead of print

    Bayesian CV@R/super-quantile regression

    Tsionas, E. & Izzeldin, M., 20/03/2018, (E-pub ahead of print) In: Journal of Applied Statistics.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

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