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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

Works


Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

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.
    RePEc:lan:wpaper:003091 is not listed on IDEAS
    RePEc:lan:wpaper:005439 is not listed on IDEAS
    RePEc:lan:wpaper:003090 is not listed on IDEAS
    RePEc:lan:wpaper:004798 is not listed on IDEAS
    RePEc:lan:wpaper:006069 is not listed on IDEAS

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

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ARA: Arab World (1) 2009-08-08
  2. NEP-BAN: Banking (1) 2009-08-08
  3. NEP-ECM: Econometrics (1) 2007-02-17
  4. NEP-EFF: Efficiency & Productivity (1) 2009-08-08
  5. NEP-ETS: Econometric Time Series (2) 2007-02-17 2008-06-27 Author is listed
  6. NEP-FIN: Finance (1) 2005-12-14
  7. NEP-FOR: Forecasting (1) 2008-06-27
  8. NEP-MST: Market Microstructure (3) 2007-02-17 2007-04-28 2008-06-27 Author is listed

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Corrections

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