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Ahmed Ali Shamiri

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This is information that was supplied by Ahmed Shamiri in registering through RePEc. If you are Ahmed Ali Shamiri , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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

National University of Malaysia- School of Mathematical Science
Homepage: http://www.ukm.my
Location: Bangi

Works

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Working papers

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