Personal Details
First Name: Ahmed
Middle Name: Ali
Last Name: Shamiri
Suffix:
RePEc Short-ID: pha223
Email:
Homepage:
http://www.ukm.my/ftsg
Postal Address:
Phone: +60163380071
Affiliation
(in no particular order)
National University of Malaysia- School of Mathematical Science
Homepage: http://www.ukm.my
Location: Bangi
Works
| Working papers | Access
and download statistics | Citations (if
any)| NEP Fields |
Download all references for this author: available formats: HTML
(with abstracts),
plain text
(with abstracts),
BibTeX,
RIS (EndNote),
ReDIF
Working papers
- Shamiri, Ahmed, 2008.
"Volatility Transmission: What Does Asia-Pacific Markets Expect?,"
MPRA Paper
13706, University Library of Munich, Germany.
[Downloadable!]
- Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi, 2008.
"Comparing the accuracy of density forecasts from competing GARCH models,"
MPRA Paper
13662, University Library of Munich, Germany.
[Downloadable!]
- Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi, 2007.
"Practical Volatility Modeling for Financial Market Risk Management,"
MPRA Paper
9790, University Library of Munich, Germany, revised 15 May 2008.
[Downloadable!]
- Ahmed Shamiri & Abu Hassan, 2005.
"Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities,"
Econometrics
0509015, EconWPA.
[Downloadable!]
NEP Fields
3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-ECM: Econometrics (2) 2005-09-17 2008-08-06 Author is listed
- NEP-ETS: Econometric Time Series (2) 2005-09-17 2008-08-06 Author is listed
- NEP-FIN: Finance (1) 2005-09-17 Author is listed
- NEP-FMK: Financial Markets (3) 2005-09-17 2008-08-06 2009-03-07 Author is listed
- NEP-FOR: Forecasting (2) 2005-09-17 2008-08-06 Author is listed
- NEP-RMG: Risk Management (1) 2008-08-06 Author is listed
- NEP-SEA: South East Asia (1) 2009-03-07 Author is listed
Did you know? You can include your works in the database easily by uploading them on the This page was last updated on 2009-12-12.