| A novel cluster HAR-type model for forecasting realized volatility X Yao, M Izzeldin, Z Li International Journal of Forecasting 35 (4), 1318-1331, 2019 | 16 | 2019 |
| Forecasting using alternative measures of model‐free option‐implied volatility X Yao, M Izzeldin Journal of Futures Markets 38 (2), 199-218, 2018 | 5 | 2018 |
| On the right jump tail inferred from the VIX market Z Li, X Yao, M Izzeldin International Review of Financial Analysis 86, 102507, 2023 | 4 | 2023 |
| Return predictability of variance differences: A fractionally cointegrated approach Z Li, M Izzeldin, X Yao Journal of Futures Markets 40 (7), 1072-1089, 2020 | 2 | 2020 |
| Modelling systems with a mixture of I (d) and I (0) variables using the fractionally co-integrated VAR model X Yao, M Izzeldin, Z Li Economics letters 181, 160-163, 2019 | 1 | 2019 |
| Measuring downside option-implied correlation X Yao The 17th International Conference on Computational and Financial Econometrics, 2023 | | 2023 |
| A Simple Model Correction for Modelling and Forecasting (Un) Reliable Realized Volatility X Yao 气候风险与金融市场前沿论坛 (2023), 2023 | | 2023 |
| On the right jump tail inferred from the VIX markets X Yao Royal Economic Society 2022 Annual Conference, 2022 | | 2022 |
| A novel cluster HAR-type model for forecasting realized volatility (vol 35, pg 1318, 2019) X Yao, M Izzeldin, Z Li INTERNATIONAL JOURNAL OF FORECASTING 37 (3), 1327-1327, 2021 | | 2021 |
| Volatility and Return Forecasting: time series and options-based methods X Yao PQDT-Global, 2017 | | 2017 |
Marwan IzzeldinLancaster UinversityVerified email at lancaster.ac.uk
