Marwan Izzeldin

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A dynamic state-space HAR model Journal of Econometrics	2026-07-14	Paper
Multi-stage stochastic frontier analysis for simple networks International Transactions in Operational Research	2025-05-21	Paper
Multivariate stochastic volatility with large and moderate shocks Journal of the Royal Statistical Society. Series A. Statistics in Society	2025-01-22	Paper
A generalized heterogeneous autoregressive model using market information Quantitative Finance	2022-07-22	Paper
Bayesian CV@R/super-quantile regression Journal of Applied Statistics	2022-02-23	Paper
Forecasting realised volatility using ARFIMA and HAR models Quantitative Finance	2019-10-11	Paper
Modelling systems with a mixture of \(I(d)\) and \(I(0)\) variables using the fractionally co-integrated VAR model Economics Letters	2019-07-10	Paper
Smooth approximations to monotone concave functions in production analysis: an alternative to nonparametric concave least squares European Journal of Operational Research	2018-08-03	Paper
A novel model of costly technical efficiency European Journal of Operational Research	2018-05-30	Paper

Research outcomes over time

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