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.

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