Ahmed Ali Shamiri
National University of Malaysia- School of Mathematical Sciencehttp://www.ukm.my
Research outputJump to: Working papers
- Shamiri, Ahmed, 2008. "Volatility Transmission: What Does Asia-Pacific Markets Expect?," MPRA Paper 13706, University Library of Munich, Germany.
- 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.
- 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.
- 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.
More informationResearch fields, statistics, top rankings, if available.
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NEP FieldsNEP 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.
- NEP-FMK: Financial Markets (3) 2005-09-17 2008-08-06 2009-03-07
- NEP-ECM: Econometrics (2) 2005-09-17 2008-08-06
- NEP-ETS: Econometric Time Series (2) 2005-09-17 2008-08-06
- NEP-FOR: Forecasting (2) 2005-09-17 2008-08-06
- NEP-FIN: Finance (1) 2005-09-17
- NEP-RMG: Risk Management (1) 2008-08-06
- NEP-SEA: South East Asia (1) 2009-03-07
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