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Research

Professor Marwan Izzeldin

Professor of Financial Econometrics, Director

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  1. 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

  2. Published

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

    Johnes, J., Izzeldin, M. & Pappas, V., 07/2014, In: Journal of Economic Behavior and Organization. 103, Supplement, p. S93-S107 15 p.

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

  3. 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

  4. 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

  5. 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

  6. Published

    A novel cluster HAR-type model for forecasting realized volatility

    Yao, X., Izzeldin, M. & Li, Z., 1/10/2019, In: International Journal of Forecasting. 35, p. 1318-1331 14 p.

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

  7. Published

    A Novel Forecasting Model for the Baltic Dry Index Utilizing Optimal Squeezing

    Makridakis, S., Merikas, A., Merika, A., Tsionas, M. & Izzeldin, M., 1/01/2020, In: Journal of Forecasting. 39, 1, p. 56-68 13 p.

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

  8. 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

  9. E-pub ahead of print

    A survival analysis of Islamic and conventional banks

    Pappas, V., Ongena, S., Izzeldin, M. & Fuertes, A-M., 12/02/2016, (E-pub ahead of print) In: Journal of Financial Services Research. 51, 2, p. 221-256 36 p.

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

  10. Published

    Addressing endogeneity when estimating stochastic ray production frontiers: a Bayesian approach

    Tsionas, M., Izzeldin, M., Henningsen, A. & Paravalos, E., 31/03/2022, In: Empirical Economics. 62, 3, p. 1345-1363 19 p.

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

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