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Marwan Abdu Izzeldin

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This is information that was supplied by Marwan Izzeldin in registering through RePEc. If you are Marwan Abdu Izzeldin , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Marwan
Middle Name: Abdu
Last Name: Izzeldin
Suffix:

RePEc Short-ID: piz10

Email: [This author has chosen not to make the email address public]
Homepage: http://www.lums.lancs.ac.uk/economics/profiles/marwan-izzeldin/
Postal Address: LA1 4YX
Phone:

Affiliation

Department of Economics
Management School
Lancaster University
Location: Lancaster, United Kingdom
Homepage: http://www.lancaster.ac.uk/lums/economics/
Email:
Phone: +44 (1524) 594601
Fax: +44 (1524) 594244
Postal: LANCASTER LA1 4YX
Handle: RePEc:edi:delanuk (more details at EDIRC)

Works

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Working papers

  1. Anthony Murphy & Marwan Izzeldin, 2005. "Order Flow, Transaction Clock, and Normality of Asset Returns: A Comment on Ané and Geman (2000)," Finance 0512005, EconWPA.

Articles

  1. Fuertes, Ana-Maria & Izzeldin, Marwan & Kalotychou, Elena, 2009. "On forecasting daily stock volatility: The role of intraday information and market conditions," International Journal of Forecasting, Elsevier, vol. 25(2), pages 259-281.
  2. Murphy, A. & Izzeldin, M., 2009. "Bootstrapping long memory tests: Some Monte Carlo results," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2325-2334, April.
  3. Marwan Izzeldin & Ana-Maria Fuertes & Anthony Murphy, 2005. "A guided tour of TSMod 4.03," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 691-698.
  4. Marwan Izzeldin & Anthony Murphy, 2000. "Bootstrapping the Small Sample Critical Values of the Rescaled Range Statistic," The Economic and Social Review, Economic and Social Studies, vol. 31(4), pages 351-359.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FIN: Finance (1) 2005-12-14. Author is listed

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