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Shapour Mohammadi

Personal Details

First Name:Shapour
Middle Name:
Last Name:Mohammadi
Suffix:
RePEc Short-ID:pmo194

Affiliation

Faculty of Economics
University of Tehran

Tehran, Iran
http://economics.ut.ac.ir/
RePEc:edi:fecutir (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Hossein Abbasi-Nejad & Mahmoud Motavasseli & Shapour Mohammadi, 2005. "Economic Growth as a Nonlinear and Discontinuous Process," Econometrics 0510008, University Library of Munich, Germany.
  2. Hossein Abbasi-Nejad & Shapour Mohammadi, 2005. "Structural Changes in NICs: Some Evidences on Attractor Points," Econometrics 0502016, University Library of Munich, Germany, revised 02 Mar 2005.

Articles

  1. Rahimikia, Eghbal & Mohammadi, Shapour & Rahmani, Teymur & Ghazanfari, Mehdi, 2017. "Detecting corporate tax evasion using a hybrid intelligent system: A case study of Iran," International Journal of Accounting Information Systems, Elsevier, vol. 25(C), pages 1-17.
  2. Bagher Adabi & Mohsen Mehrara & Shapour Mohammadi, 2015. "Evaluation Approaches of Value at Risk for Tehran Stock Exchange," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 19(1), pages 41-62, Winter.
  3. Adabi Firouzjaee , Bagher & Mehrara , Mohsen & Mohammadi , Shapour, 2014. "Optimal Portfolio Selection for Tehran Stock Exchange Using Conditional, Partitioned and Worst-case Value at Risk Measures," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 9(1), pages 1-30, October.
  4. Shapour Mohammadi & Ahmad Pouyanfar, 2011. "Behaviour of stock markets' memories," Applied Financial Economics, Taylor & Francis Journals, vol. 21(3), pages 183-194.
  5. Ali Taiebnia & Shapour Mohammadi, 2008. "Underground Economy and Tax Gap," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 13(2), pages 1-29, fall.
  6. Reza Raei & Shapour Mohammadi, 2008. "Fractional return and fractional CAPM," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 4(4), pages 269-275.
  7. Shapour Mohammadi & Mahmoud Motevasseli, 2006. "Evidences on Jumps in Industrialization," Economics Bulletin, AccessEcon, vol. 28(11), pages 1.

Software components

  1. Shapour Mohammadi, 2020. "NONLINTSTMLTVAR: MATLAB function to perform nonlinearity tests for multivariate time series," Statistical Software Components T7415016, Boston College Department of Economics.
  2. Shapour Mohammadi, 2020. "ANNINPTSIGTEST: MATLAB function to test the statistical significance of inputs," Statistical Software Components T7415019, Boston College Department of Economics.
  3. Shapour Mohammadi, 2020. "ANNEARLY: MATLAB function to forecast univariate time series," Statistical Software Components T7415014, Boston College Department of Economics.
  4. Shapour Mohammadi, 2020. "NONLINTST: MATLAB function to perform nonlinearity tests for univariate time series," Statistical Software Components T7415015, Boston College Department of Economics.
  5. Shapour Mohammadi, 2020. "HARMMULTICOLINTST: MATLAB function to analyze collinearity," Statistical Software Components T7415018, Boston College Department of Economics.
  6. Shapour Mohammadi, 2020. "ANNNONLINTST: MATLAB function to perform nonlinearity test for univariate and multivariate time series," Statistical Software Components T7415017, Boston College Department of Economics.
  7. Shapour Mohammadi, 2009. "CHAOTICMAPS: MATLAB function to generate chaotic 1D and 2D discrete maps," Statistical Software Components T7415013, Boston College Department of Economics.
  8. Shapour Mohammadi, 2009. "FNN: MATLAB function to calculate corrected false nearest neighbors," Statistical Software Components T7415010, Boston College Department of Economics.
  9. Shapour Mohammadi, 2009. "LYAPEXPAN: MATLAB function to calculate Lyapunov exponents with Taylor expansion," Statistical Software Components T741505, Boston College Department of Economics, revised 16 Aug 2020.
  10. Shapour Mohammadi, 2009. "KERNLDEN2D: MATLAB function to estimate bivariate empirical kernel density function," Statistical Software Components T741506, Boston College Department of Economics.
  11. Shapour Mohammadi, 2009. "FRACTALDIM: MATLAB function to compute fractal dimension," Statistical Software Components T741507, Boston College Department of Economics.
  12. Shapour Mohammadi, 2009. "SSAVGDENOIS: MATLAB function to denoise a time series," Statistical Software Components T741503, Boston College Department of Economics.
  13. Shapour Mohammadi, 2009. "LYAPROSEN: MATLAB function to calculate Lyapunov exponent," Statistical Software Components T741502, Boston College Department of Economics, revised 16 Aug 2020.
  14. Shapour Mohammadi, 2009. "FORCASCOMB: MATLAB function to combine forecasts of various models," Statistical Software Components T741508, Boston College Department of Economics.
  15. Shapour Mohammadi, 2009. "ANNLYAP: MATLAB function to calculate Lyapunov exponents," Statistical Software Components T7415012, Boston College Department of Economics, revised 16 Aug 2020.
  16. Shapour Mohammadi, 2009. "EMBDSYMPLEC: MATLAB function to determine embedding dimension based on symplectic geometry," Statistical Software Components T7415011, Boston College Department of Economics.
  17. Shapour Mohammadi, 2009. "FIXDPOINTKER: MATLAB function to find fixed points of time series," Statistical Software Components T741509, Boston College Department of Economics.
  18. Shapour Mohammadi, 2009. "QUANTILEREG: MATLAB function to estimate quantile regression," Statistical Software Components T741504, Boston College Department of Economics.
  19. Shapour Mohammadi, 2007. "NONPARAMREG: MATLAB function to estimate nonparametric regression," Statistical Software Components T741501, Boston College Department of Economics, revised 16 Aug 2020.
  20. Shapour Mohammadi & Hossein Abbasi- Nejad, 2005. "A Matlab Code for Univariate Time Series Forecasting," Computer Programs 0505001, University Library of Munich, Germany.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Rahimikia, Eghbal & Mohammadi, Shapour & Rahmani, Teymur & Ghazanfari, Mehdi, 2017. "Detecting corporate tax evasion using a hybrid intelligent system: A case study of Iran," International Journal of Accounting Information Systems, Elsevier, vol. 25(C), pages 1-17.

    Cited by:

    1. Jianfei Shen & Lincong Han, 2020. "Design process optimization and profit calculation module development simulation analysis of financial accounting information system based on particle swarm optimization (PSO)," Information Systems and e-Business Management, Springer, vol. 18(4), pages 809-822, December.
    2. Ioana – Florina Coita & Laura – Camelia Filip & Eliza-Angelika Kicska, 2021. "Tax Evasion And Financial Fraud In The Current Digital Context," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 187-194, July.

  2. Shapour Mohammadi & Ahmad Pouyanfar, 2011. "Behaviour of stock markets' memories," Applied Financial Economics, Taylor & Francis Journals, vol. 21(3), pages 183-194.

    Cited by:

    1. Aviral Kumar Tiwari & Rangan Gupta & Stelios Bekiros, 2016. "Chaos in G7 Stock Markets using Over One Century of Data: A Note," Working Papers 201678, University of Pretoria, Department of Economics.
    2. Tiwari, Aviral Kumar & Gupta, Rangan, 2019. "Reprint of: Chaos in G7 stock markets using over one century of data: A note," Research in International Business and Finance, Elsevier, vol. 49(C), pages 315-321.
    3. Yong Kheng Goh & Haslifah M Hasim & Chris G Antonopoulos, 2018. "Inference of financial networks using the normalised mutual information rate," PLOS ONE, Public Library of Science, vol. 13(2), pages 1-21, February.

  3. Ali Taiebnia & Shapour Mohammadi, 2008. "Underground Economy and Tax Gap," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 13(2), pages 1-29, fall.

    Cited by:

    1. Savina Finardi & Alena Vančurová, 2014. "Estimation of a Tax Gap in the Personal Income Tax by Means of National Accounts," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2014(2), pages 66-78.

  4. Reza Raei & Shapour Mohammadi, 2008. "Fractional return and fractional CAPM," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 4(4), pages 269-275.

    Cited by:

    1. Kunal Saha & Vinodh Madhavan & Chandrashekhar G. R. & David McMillan, 2020. "Pitfalls in long memory research," Cogent Economics & Finance, Taylor & Francis Journals, vol. 8(1), pages 1733280-173, January.
    2. Syed ali, Raza & Syed tehseen, jawaid & Imtiaz, arif & Fahim, qazi, 2011. "Validity of capital asset pricing model: evidence from Karachi stock exchange," MPRA Paper 32737, University Library of Munich, Germany.
    3. Wu, Yahao & Wang, Xiao-Tian & Wu, Min, 2009. "Fractional-moment CAPM with loss aversion," Chaos, Solitons & Fractals, Elsevier, vol. 42(3), pages 1406-1414.
    4. Li, Hui & Wu, Min & Wang, Xiao-Tian, 2009. "Fractional-moment Capital Asset Pricing model," Chaos, Solitons & Fractals, Elsevier, vol. 42(1), pages 412-421.
    5. Azamat Abdymomunov & James Morley, 2011. "Time variation of CAPM betas across market volatility regimes," Applied Financial Economics, Taylor & Francis Journals, vol. 21(19), pages 1463-1478.

Software components

  1. Shapour Mohammadi, 2009. "QUANTILEREG: MATLAB function to estimate quantile regression," Statistical Software Components T741504, Boston College Department of Economics.

    Cited by:

    1. Eguren-Martin, Fernando & O’Neill, Cian & Sokol, Andrej & Berge, Lukas von dem, 2021. "Capital flows-at-risk: push, pull and the role of policy," Working Paper Series 2538, European Central Bank.
    2. Eguren-Martin, Fernando & Sokol, Andrej, 2019. "Attention to the tail(s): global financial conditions and exchange rate risks," Bank of England working papers 822, Bank of England.

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