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Research

Professor Marwan Izzeldin

Professor of Financial Econometrics, Director

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  1. Working paper
  2. 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

  3. Published

    Changes in the global oil market

    Bataa, E., Izzeldin, M. & Osborn, D., 2015, Lancaster: Lancaster University, Department of Economics, 34 p. (Economics Working Paper Series; vol. 2015, no. 4).

    Research output: Working paper

  4. Published

    A comparison of performance of Islamic and conventional banks 2004 to 2009

    Johnes, J., Izzeldin, M. & Pappas, V., 10/2012, Lancaster: Lancaster University, Department of Economics, 45 p.

    Research output: Working paper

  5. Published

    Trading volume and the number of trades: a comparative study using high frequency data

    Izzeldin, M., 2007, Lancaster University: The Department of Economics, 25 p. (Economics Working Paper Series; vol. 2007, no. 14).

    Research output: Working paper

  6. Published

    Bootstrapping long memory tests: some Monte Carlo results

    Murphy, A. & Izzeldin, M., 2006, Lancaster University: The Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  7. Journal article
  8. Published

    The Impact of the Russian-Ukrainian War on Global Financial Markets

    Izzeldin, M., Muradoglu, G., Pappas, V., Petropoulou, A. & Sivaprasad, S., 31/05/2023, In: International Review of Financial Analysis. 87, 13 p., 102598.

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

  9. Published

    On the Right Jump Tail Inferred from the VIX Market

    Li, Z., Yao, X. & Izzeldin, M., 31/03/2023, In: International Review of Financial Analysis. 86, 19 p., 102507.

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

  10. Published

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

    Bu, R., Hizmeri, R., Izzeldin, M., Murphy, A. & Tsionas, M., 31/01/2023, In: Journal of Empirical Finance. 70, p. 144-164 21 p.

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

  11. Published

    A Generalized Heterogeneous Autoregressive Model using the Market Index

    Hizmeri, R., Izzeldin, M., Nolte, I. & Pappas, V., 31/08/2022, In: Quantitative Finance. 22, 8, p. 1513-1534 22 p.

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

  12. Published

    A generalized heterogeneous autoregressive model using market information

    Hizmeri, R., Izzeldin, M., Nolte, I. & Pappas, V., 31/08/2022, In: Quantitative Finance. 22, 8, p. 1513-1534 22 p.

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

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