Details about Ahmed Shamiri

Access statistics for papers by Ahmed Shamiri.

Last updated 2009-04-11. Update your information in the RePEc Author Service.

Short-id: pha223

Working Papers

2008

1. Comparing the accuracy of density forecasts from competing GARCH models
   MPRA Paper, University Library of Munich, Germany
2. Practical Volatility Modeling for Financial Market Risk Management
   MPRA Paper, University Library of Munich, Germany
3. Volatility Transmission: What Does Asia-Pacific Markets Expect?
   MPRA Paper, University Library of Munich, Germany

2005

4. Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities
   Econometrics, EconWPA