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On forecasting daily stock vol...
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Izzeldin, Marwan
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ECONIS (ZBW)
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1
A guided tour of TSMod 4.03
Fuertes, Ana María
;
Izzeldin, Marwan
;
Murphy, Anthony
- In:
Journal of applied econometrics
20
(
2005
)
5
,
pp. 691-698
Persistent link: https://www.econbiz.de/10003121641
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2
Obituary of Mike Tsionas (1965-2024)
Kumbhakar, Subal
;
Mamatzakis, Emmanuel C.
;
Izzeldin, Marwan
- In:
European journal of operational research : EJOR
316
(
2024
)
1
,
pp. 2-4
Persistent link: https://www.econbiz.de/10014566250
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3
Multi-stage stochastic frontier analysis for simple networks
Johnes, Geraint
;
Tsionas, Efthymios G.
;
Izzeldin, Marwan
- In:
International transactions in operational research : a …
32
(
2025
)
5
,
pp. 2497-2522
Persistent link: https://www.econbiz.de/10015375681
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4
When MIDAS meets LASSO : the power of low-frequency variables in forecasting Value-at-Risk and expected shortfall
Luo, Yi
;
Xue, Xiaohan
;
Izzeldin, Marwan
- In:
Journal of financial econometrics
23
(
2025
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10015339158
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5
Identifying the underlying components of high-frequency data : pure vs jump diffusion processes
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Urga, Giovanni
- In:
Journal of empirical finance
81
(
2025
),
pp. 1-20
Persistent link: https://www.econbiz.de/10015405342
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6
On forecasting daily stock volatility : the role of intraday information and market conditions
Fuertes, Ana María
;
Izzeldin, Marwan
;
Kalotychou, Elena
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 259-281
Persistent link: https://www.econbiz.de/10003870053
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7
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
Saved in:
8
Changes in the global oil market
Bataa, Erdenebat
;
Izzeldin, Marwan
;
Osborn, Denise R.
- In:
Energy economics
56
(
2016
),
pp. 161-176
Persistent link: https://www.econbiz.de/10011664205
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9
Liquidity creation through efficient M&As: A viable solution for vulnerable banking systems? : evidence from a stress test under a panel VAR methodology
Baltas, Konstantinos N.
;
Kapetanios, George
;
Tsionas, …
- In:
Journal of banking & finance
83
(
2017
),
pp. 36-56
Persistent link: https://www.econbiz.de/10011816820
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10
Capital and earnings management : evidence from alternative banking business models
Elnahass, Marwa
;
Izzeldin, Marwan
;
Steele, Gerald
- In:
The international journal of accounting : TIJA
53
(
2018
)
1
,
pp. 20-32
Persistent link: https://www.econbiz.de/10011865122
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