Details about Marwan Abdu Izzeldin

Access statistics for papers by Marwan Abdu Izzeldin.

Last updated 2009-11-02. Update your information in the RePEc Author Service.

Short-id: piz10

Working Papers

2009

1. The efficiency of Islamic and conventional banks in the Gulf Cooperation Council (GCC) countries: An analysis using financial ratios and data envelopment analysis
   Working Papers, Lancaster University Management School, Economics Department

2008

2. On forecasting daily stock volatility: the role of intraday information and market conditions
   Working Papers, Lancaster University Management School, Economics Department
   See also Journal Article in International Journal of Forecasting (2009)

2007

3. Trading volume and the number of trades: a comparative study using high frequency data
   Working Papers, Lancaster University Management School, Economics Department

2006

4. Bootstrapping long memory tests: some Monte Carlo results
   Working Papers, Lancaster University Management School, Economics Department
   See also Journal Article in Computational Statistics & Data Analysis (2009)
5. Order flow transaction clock and normality of asset returns: A comment on Ané and Geman (2000)
   Working Papers, Lancaster University Management School, Economics Department
   Also in Finance, EconWPA (2005) View citations

Journal Articles

2009

1. Bootstrapping long memory tests: Some Monte Carlo results
   Computational Statistics & Data Analysis, 2009, 53, (6), 2325-2334
   See also Working Paper (2006)
2. On forecasting daily stock volatility: The role of intraday information and market conditions
   International Journal of Forecasting, 2009, 25, (2), 259-281
   See also Working Paper (2008)

2005

3. A guided tour of TSMod 4.03
   Journal of Applied Econometrics, 2005, 20, (5), 691-698 View citations

2000

4. Bootstrapping the Small Sample Critical Values of the Rescaled Range Statistic
   The Economic and Social Review, 2000, 31, (4), 351-359 View citations