2 articles for “Ahmed Shamiri”

Also matching:1 author

Research ArticleOpen accessIn the author namesA Study on the Behavior of Volatility in Saudi Arabia Stock Market Using Symmetric and Asymmetric GARCH ModelsAjab Al Freedi, Ahmed Shamiri, Zaidi IsaProblem statement: This study examines several stylized facts (heavy-tailedness, leverage effect and persistence) in volatility of stock price returns exploiting symmetric and asymmetric GARCH family models for Saudi Arabia. Approach: This study is carried out using closing stock market prices over 15 years covering the period 1 January 1994 to 31 March 2009. The sample period is divided into three … …Journal of Mathematics and Statistics, Vol. 8, Issue 1 · 7 Feb 2012 · 7,581 accessesView PDF Cite

Research ArticleOpen accessIn the author namesModeling and Forecasting Volatility of the Malaysian Stock MarketsAhmed Shamiri, Zaidi IsaProblem statement: One of the main purposes of modeling variance is forecasting, which is crucial in many areas of finance. Despite the burgeoning interest in and evaluation of volatility forecasts, a clear consensus on witch volatility model/or distribution specification to use has not yet been reached. Therefore, the out of-sample forecasting ability should be a natural model selection criterion for … …Journal of Mathematics and Statistics, Vol. 5, Issue 3 · 30 Sep 2009 · 7,906 accessesView PDF Cite