the modelling and forecasting of high frequency volatility

long memory and fractional co-integration

level shifts and structural breaks

A modified FCVAR model which caters for systems with a mixture of both I(d) and I(0) variables;

The approximation errors in the VIX volatility index and its impact on the forecasting power for realized volatility;

Dr Marwan Izzeldin and Professor David Peel

ESRC studentship with advanced quantitative methods (AQM) enhanced stipend

LUMS Conference Grant, 2015

LUMS Conference Grant, 2016

LUMS Conference Grant, 2017

MSc with Distinction, Lancaster University

Tel: 07522776203

Econ 103: Quantitative Methods for Economics

Econ 330: Econometrics

Econ 403: Applied Econometrics

ECON 102: Principles of Economics

ECON 413: Market Risk Forecasting and Control