Marwan Abdu Izzeldin : Citation Profile


Are you Marwan Abdu Izzeldin?

Lancaster University

3

H index

1

i10 index

43

Citations

RESEARCH PRODUCTION:

4

Articles

3

Papers

RESEARCH ACTIVITY:

   20 years (2000 - 2020). See details.
   Cites by year: 2
   Journals where Marwan Abdu Izzeldin has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 1 (2.27 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/piz10
   Updated: 2021-04-17    RAS profile: 2012-12-04    
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Relations with other researchers


Works with:

Murphy, Anthony (2)

Tsionas, Mike (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marwan Abdu Izzeldin.

Is cited by:

Degiannakis, Stavros (5)

Filis, George (5)

Louzis, Dimitrios (4)

Caporale, Guglielmo Maria (2)

Andersen, Torben (2)

Fuertes, Ana-Maria (2)

Murphy, Anthony (2)

Bollerslev, Tim (2)

Gil-Alana, Luis (2)

Nielsen, Morten (2)

Shang, Han Lin (1)

Cites to:

Bollerslev, Tim (14)

Andersen, Torben (12)

Diebold, Francis (8)

Barndorff-Nielsen, Ole (7)

Hansen, Peter (6)

Tauchen, George (6)

Shephard, Neil (5)

Lunde, Asger (5)

Schmidt, Peter (5)

Corsi, Fulvio (3)

Patton, Andrew (3)

Main data


Where Marwan Abdu Izzeldin has published?


Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of Dallas2

Recent works citing Marwan Abdu Izzeldin (2021 and 2020)


YearTitle of citing document
2020Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators. (2020). Yang, Jimmy J ; Liu, Hung-Chun ; Hung, Jui-Cheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300620.

Full description at Econpapers || Download paper

2020Trading and non-trading period realized market volatility: Does it matter for forecasting the volatility of US stocks?. (2020). Lyócsa, Štefan ; Todorova, Neda. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:628-645.

Full description at Econpapers || Download paper

2020Forecasting stock price volatility: New evidence from the GARCH-MIDAS model. (2020). Yang, Lin ; Liu, Jing ; Ma, Feng ; Wang, LU. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:684-694.

Full description at Econpapers || Download paper

2020A hybrid deep learning approach by integrating LSTM-ANN networks with GARCH model for copper price volatility prediction. (2020). Wen, Liu ; Ni, Jian ; Hu, Yan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:557:y:2020:i:c:s0378437120304696.

Full description at Econpapers || Download paper

2021R-Squared-Bootstrapping for Gegenbauer-Type Long Memory. (2021). Woodward, Wayne A ; Xing, Yixun. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-020-09977-1.

Full description at Econpapers || Download paper

Works by Marwan Abdu Izzeldin:


YearTitleTypeCited
2009Bootstrapping long memory tests: Some Monte Carlo results In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article2
2009On forecasting daily stock volatility: The role of intraday information and market conditions In: International Journal of Forecasting.
[Full Text][Citation analysis]
article31
2000Bootstrapping the Small Sample Critical Values of the Rescaled Range Statistic In: The Economic and Social Review.
[Full Text][Citation analysis]
article3
2020The Contribution of Jump Activity and Sign to Forecasting Stock Price Volatility In: Working Papers.
[Full Text][Citation analysis]
paper0
2020A Novel MIMIC-Style Model of European Bank Technical Efficiency and Productivity Growth In: Working Papers.
[Full Text][Citation analysis]
paper0
2005A guided tour of TSMod 4.03 In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article4
2005Order Flow, Transaction Clock, and Normality of Asset Returns: A Comment on Ané and Geman (2000) In: Finance.
[Full Text][Citation analysis]
paper3

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