Marwan Izzeldin

Available identifiers

zbMath Open izzeldin.marwanMaRDI QIDQ1653358

List of research outcomes

Publication	Date of Publication	Type
Multivariate stochastic volatility with large and moderate shocks	2025-01-22	Paper
A generalized heterogeneous autoregressive model using market information	2022-07-22	Paper
Bayesian CV@R/super-quantile regression	2022-02-23	Paper
Forecasting realised volatility using ARFIMA and HAR models	2019-10-11	Paper
Modelling systems with a mixture of \(I(d)\) and \(I(0)\) variables using the fractionally co-integrated VAR model	2019-07-10	Paper
Smooth approximations to monotone concave functions in production analysis: an alternative to nonparametric concave least squares	2018-08-03	Paper
A novel model of costly technical efficiency	2018-05-30	Paper

Research outcomes over time

This page was built for person: Marwan Izzeldin