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Multivariate stochastic volatility with large and moderate shocks
Izzeldin, Marwan; Tsionas, Mike G.; Michaelides, … - In: Journal of the Royal Statistical Society: Series A … 182 (2019) 3, pp. 887-917
Persistent link: https://www.econbiz.de/10012097200
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Return predictability of variance differences : A fractionally cointegrated approach
Li, Zhenxiong; Izzeldin, Marwan; Yao, Xingzhi - In: Journal of Futures Markets 40 (2020) 7, pp. 1072-1089
Persistent link: https://www.econbiz.de/10012273012
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A novel forecasting model for the Baltic dry index utilizing optimal squeezing
Makridakis, Spyros; Merikas, Andreas; Merika, Anna; … - In: Journal of Forecasting 39 (2019) 1, pp. 56-68
Persistent link: https://www.econbiz.de/10012082066
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Addressing endogeneity when estimating stochastic ray production frontiers : a Bayesian approach
Tsionas, Efthymios G.; Izzeldin, Marwan; Henningsen, Arne; … - In: Empirical economics : a quarterly journal of the … 62 (2022) 3, pp. 1345-1363
Persistent link: https://www.econbiz.de/10012819534
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The impact of Covid-19 on G7 stock markets volatility : evidence from a ST-HAR model
Izzeldin, Marwan; Muradoğlu, Gülnur; Pappas, Vasileios; … - In: International review of financial analysis 74 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012803810
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Efficiency convergence in Islamic and conventional banks
Izzeldin, Marwan; Johnes, Jill; Ongena, Steven; Pappas, … - In: Journal of international financial markets, … 70 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10012668424
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Smooth approximations to monotone concave functions in production analysis : an alternative to nonparametric concave least squares
Tsionas, Efthymios G.; Izzeldin, Marwan - In: European journal of operational research : EJOR 271 (2018) 3, pp. 797-807
Persistent link: https://www.econbiz.de/10011903217
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A novel cluster HAR-type model for forecasting realized volatility
Yao, Xingzhi; Izzeldin, Marwan; Li, Zhenxiong - In: International journal of forecasting 35 (2019) 4, pp. 1318-1331
Persistent link: https://www.econbiz.de/10012305326
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Will the crisis "tear us apart"? : evidence from the EU
Pappas, Vasileios; Ingham, Hilary; Izzeldin, Marwan; … - In: International review of financial analysis 46 (2016), pp. 346-360
Persistent link: https://www.econbiz.de/10011582096
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Examining the relationship between default risk and efficiency in Islamic and conventional banks
Saeed, Momna; Izzeldin, Marwan - In: Journal of economic behavior & organization : JEBO 132 (2016), pp. 127-154
Persistent link: https://www.econbiz.de/10011702883