Dr Marwan Izzeldin

Senior Lecturer

Current Research

Current research falls under the following titles:

1) On Forecasting Daily Stock Volatility: The Role of Intraday Information and Market Conditions.

2) Bootstrapping Long Memory Tests: Some Monte Carlo Results.

3) On the Adequacy of the J-test to Test the Validity of the Mixture of Distribution Hypothesis Model.

4) Comparing the properties of realised volatility using FX and equity data.

5) Recovering Returns Normality in high frequency data using Parametric and Non-parametric measures of Volatility.

6) Performance Measures in Islamic Banks.

7) Quantifying Risk in Islamic financial instruments.

8) Demand-base Ranking of Islamic products.

11th International Conference on Computational and Financial Econometrics
Participation in conference

European Economic Association meeting
Participation in conference

Visiting Research Programme
Participation in workshop, seminar, course

House of Lords Invitation: Islamic Finance and its Importance in the 21st Century
Participation in conference

International Conference on Econometrics and Statistics
Participation in conference

Financial Engineering and Banking Society
Participation in conference

High Frequency Econometrics Using Matlab
Participation in conference

International Symposium in Computational Economics and Finance
Participation in conference

4th International Conference on Applied Theory, Macro and Empirical Finance
Participation in conference

GOLCER Islamic Banking Summer School
Participation in conference

9th Foundation of Islamic Finance (FIFC)
Participation in workshop, seminar, course

10th International Conference on Computational and Financial Econometrics
Participation in conference

Newcastle University
Participation in conference

18th OxMetrics User Conference
Participation in conference

World Finance Conference
Participation in conference

3rd Conference, International Association for Applied Econometric
Participation in conference

INFINITI 2016, Trinity College Dublin
Participation in conference

6th International Conference of the Financial Engineering and Banking Society
Participation in conference

HM Treasury "Global Islamic Finance and Investment Group Annual Meeting"
Participation in conference

Huddersfield University Business School
Participation in conference

8th International Conference on computational and financial econometrics
Participation in conference

5th International Conference of the Financial Engineering and Banking Society
Participation in conference

INFINITI 2015, University of Ljubljana
Participation in conference

Royal Economic Society Conference
Participation in conference

2014 Paris Financial Management Conference
Participation in conference

Managing Public Pension in a Global Economy
Participation in workshop, seminar, course

 European Economic Association Meeting, Toulouse School of Economics
Participation in conference

Managing Pension: International Practices
Participation in conference

4th Islamic Banking & Finance Journal of Economic and Behaviour Organisation (JEBO) Conference in association with GOLCER at Lancaster University and EIFB at Aston Business School
Participation in conference

INFINTI 2014
Participation in conference

4th Islamic Banking & Finance Journal of Economic and Behaviour Organisation (JEBO) Conference in association with GOLCER at Lancaster University and EIFB at Aston Business School
Participation in conference

Society of Financial Econometrics (SoFiE) Conference
Participation in conference

Royal Economic Society Conference
Participation in conference

Enhancing Organisational Management Skills
Participation in workshop, seminar, course

Oil Trading Strategies and Dynamics
Participation in conference

Finance for Non- Financial Managers
Participation in workshop, seminar, course

 European Economic Association Meeting, Toulouse School of Economics
Participation in conference

Effective Digital Marketing
Participation in workshop, seminar, course

Interest and Forex derivatives
Participation in conference

Strategic Supply Chain Management
Participation in conference

Finance for Non-Financial Managers
Participation in workshop, seminar, course

Islamic Finance Journal of Economic and Behaviour Organisation (JEBO) Conference, Aston Business School, co-organiser (1st to 2nd of September 2012)
Participation in conference

4th International Finance and Banking Society (IFABS) Conference, Spain with a special issue for the Journal of Banking and Finance
Participation in conference

Conference on Financial Sector Performance and Risk (Post Crisis)
Participation in conference

Finance for Non-Financial Managers
Participation in conference

Project Management
Participation in workshop, seminar, course

Data Management
Participation in conference

Hedging Financial Risks
Participation in workshop, seminar, course

E-Views Software Training joint with Timberlake Consultants
Participation in conference

Using Business Intelligence to Add Value and Gain Advantage - Group 2
Participation in workshop, seminar, course

Using Business Intelligence to Add Value and Gain Advantage - Group 1
Participation in conference

Budgeting and Forecasting for Business Professionals
Participation in workshop, seminar, course

Budgeting and Forecasting for Business Professionals
Participation in conference

Macroeconomics and Financial Markets

+44 (0)1524 592403

Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy

Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy

  • Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy
  • Economics Research Group
  • Gulf One Lancaster Centre for Economic Research
  • Macroeconomics and Financial Markets