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Professor Marwan Izzeldin

Professor of Financial Econometrics, Director

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  1. 2009
  2. Published

    Bootstrapping long memory tests: Some Monte Carlo results

    Izzeldin, M. & Murphy, A., 15/04/2009, In: Computational Statistics and Data Analysis. 53, 6, p. 2325-2334 10 p.

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

  3. Published

    On forecasting daily stock volatility: the role of intraday information and market conditions

    Fuertes, A.-M., Izzeldin, M. & Kalotychou, E., 6/01/2009, In: International Journal of Forecasting. 25, 2, p. 259-281 23 p.

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

  4. 2007
  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. 2006
  7. 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

  8. 2005
  9. Published

    A guided tour of TSMod 4.03

    Fuertes, A.-M., Izzeldin, M. & Murphy, A., 2005, In: Journal of Applied Econometrics. 20, 5, p. 691-698 8 p.

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

  10. 2000
  11. Published

    Bootstrapping the small sample critical values of the rescaled range statistic

    Izzeldin, M. & Murphy, A., 2000, In: Economic and Social Review. 31, 4, p. 351-359 9 p.

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

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