A. Shamiri

2009

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom A. Shamiri trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert F. Engle
  2. Tim Bollerslev
  3. A. Ng
  4. Daniel B. Nelson
  5. Anders Wilhelmsson

Papers from A. Shamiri's perspective

Ordered by how strongly the researchers A. Shamiri trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  3. Volatility spillover effects from Japan and the US to the Pacific–Basin
  4. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  5. Garch forecasting performance under different distribution assumptions
  6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  7. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  8. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  9. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  10. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach

Their papers