Details about Marwan Abdu Izzeldin

Access statistics for papers by Marwan Abdu Izzeldin.

Last updated 2012-12-04. Update your information in the RePEc Author Service.

Short-id: piz10

Working Papers

2022

1. The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility
   Working Papers, Federal Reserve Bank of Dallas

2020

2. A Novel MIMIC-Style Model of European Bank Technical Efficiency and Productivity Growth
   Working Papers, Federal Reserve Bank of Dallas View citations (1)

2005

3. Order Flow, Transaction Clock, and Normality of Asset Returns: A Comment on Ané and Geman (2000)
   Finance, University Library of Munich, Germany View citations (4)

Journal Articles

2009

1. Bootstrapping long memory tests: Some Monte Carlo results
   Computational Statistics & Data Analysis, 2009, 53, (6), 2325-2334 View citations (2)
2. On forecasting daily stock volatility: The role of intraday information and market conditions
   International Journal of Forecasting, 2009, 25, (2), 259-281 View citations (43)

2005

3. A guided tour of TSMod 4.03
   Journal of Applied Econometrics, 2005, 20, (5), 691-698 View citations (4)

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 (8)