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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/

: (021)634002-4

P.O. Box 14155-6445, Postal Code 14114, Tehran
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. Shapour Mohammadi & Ahmad Pouyanfar, 2011. "Behaviour of stock markets' memories," Applied Financial Economics, Taylor & Francis Journals, vol. 21(3), pages 183-194.
  3. Ali Taiebnia & Shapour Mohammadi, 2008. "Underground Economy and Tax Gap," Iranian Economic Review, Economics faculty of Tehran university, vol. 13(2), pages 1-29, fall.
  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.
  5. Shapour Mohammadi & Mahmoud Motevasseli, 2006. "Evidences on Jumps in Industrialization," Economics Bulletin, AccessEcon, vol. 28(11), pages 1.

Software components

  1. Shapour Mohammadi, 2009. "CHAOTICMAPS: MATLAB function to generate chaotic 1D and 2D discrete maps," Statistical Software Components T7415013, Boston College Department of Economics.
  2. Shapour Mohammadi, 2009. "FNN: MATLAB function to calculate corrected false nearest neighbors," Statistical Software Components T7415010, Boston College Department of Economics.
  3. Shapour Mohammadi, 2009. "LYAPEXPAN: MATLAB function to calculate Lyapunov exponents with Taylor expansion," Statistical Software Components T741505, Boston College Department of Economics.
  4. Shapour Mohammadi, 2009. "KERNLDEN2D: MATLAB function to estimate bivariate empirical kernel density function," Statistical Software Components T741506, Boston College Department of Economics.
  5. Shapour Mohammadi, 2009. "FRACTALDIM: MATLAB function to compute fractal dimension," Statistical Software Components T741507, Boston College Department of Economics.
  6. Shapour Mohammadi, 2009. "SSAVGDENOIS: MATLAB function to denoise a time series," Statistical Software Components T741503, Boston College Department of Economics.
  7. Shapour Mohammadi, 2009. "LYAPROSEN: MATLAB function to calculate Lyapunov exponent," Statistical Software Components T741502, Boston College Department of Economics.
  8. Shapour Mohammadi, 2009. "FORCASCOMB: MATLAB function to combine forecasts of various models," Statistical Software Components T741508, Boston College Department of Economics.
  9. Shapour Mohammadi, 2009. "ANNLYAP: MATLAB function to calculate Lyapunov exponents," Statistical Software Components T7415012, Boston College Department of Economics.
  10. Shapour Mohammadi, 2009. "EMBDSYMPLEC: MATLAB function to determine embedding dimension based on symplectic geometry," Statistical Software Components T7415011, Boston College Department of Economics.
  11. Shapour Mohammadi, 2009. "FIXDPOINTKER: MATLAB function to find fixed points of time series," Statistical Software Components T741509, Boston College Department of Economics.
  12. Shapour Mohammadi, 2009. "QUANTILEREG: MATLAB function to estimate quantile regression," Statistical Software Components T741504, Boston College Department of Economics.
  13. Shapour Mohammadi, 2007. "NONPARAMREG: MATLAB function to estimate nonparametric regression," Statistical Software Components T741501, Boston College Department of Economics.
  14. 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. 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. Ali Taiebnia & Shapour Mohammadi, 2008. "Underground Economy and Tax Gap," Iranian Economic Review, Economics faculty of Tehran university, 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, University of Economics, Prague, vol. 2014(2).

  3. 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. 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.
    2. 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

    Sorry, no citations of software components recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

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Featured entries

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. MENA Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. No paper was announced in a field specific NEP report

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