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Details about Marwan Abdu Izzeldin

Postal address:LA1 4YX
Workplace:Department of Economics, Management School, Lancaster University, (more information at EDIRC)

Access statistics for papers by Marwan Abdu Izzeldin.

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

Short-id: piz10

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Working Papers


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


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


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

Journal Articles


  1. Bootstrapping long memory tests: Some Monte Carlo results
    Computational Statistics & Data Analysis, 2009, 53, (6), 2325-2334 Downloads 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 Downloads View citations (42)


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


  1. Bootstrapping the Small Sample Critical Values of the Rescaled Range Statistic
    The Economic and Social Review, 2000, 31, (4), 351-359 Downloads View citations (8)
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