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Ahmed Ali Shamiri


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Personal Details

First Name: Ahmed
Middle Name: Ali
Last Name: Shamiri

RePEc Short-ID: pha223

Postal Address:
Phone: +60163380071


National University of Malaysia- School of Mathematical Science
Location: Bangi


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Working papers

  1. 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.
  2. Shamiri, Ahmed, 2008. "Volatility Transmission: What Does Asia-Pacific Markets Expect?," MPRA Paper 13706, University Library of Munich, Germany.
  3. 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.
  4. 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.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2005-09-17 2008-08-06. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2005-09-17 2008-08-06. Author is listed
  3. NEP-FIN: Finance (1) 2005-09-17. Author is listed
  4. NEP-FMK: Financial Markets (3) 2005-09-17 2008-08-06 2009-03-07. Author is listed
  5. NEP-FOR: Forecasting (2) 2005-09-17 2008-08-06. Author is listed
  6. NEP-RMG: Risk Management (1) 2008-08-06. Author is listed
  7. NEP-SEA: South East Asia (1) 2009-03-07. Author is listed


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