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Azam Shamsi

Personal Details

First Name:Azam
Middle Name:
Last Name:Shamsi
Suffix:
RePEc Short-ID:psh863
Terminal Degree: (from RePEc Genealogy)

Affiliation

DeGroote School of Business
McMaster University

Hamilton, Canada
http://www.degroote.mcmaster.ca/
RePEc:edi:sbmcmca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Maheu, John M & Shamsi, Azam, 2016. "Nonparametric Dynamic Conditional Beta," MPRA Paper 73764, University Library of Munich, Germany.

Articles

  1. Alireza Tajbakhsh & Kourosh Eshghi & Azam Shamsi, 2012. "A hybrid PSO-SA algorithm for the travelling tournament problem," European Journal of Industrial Engineering, Inderscience Enterprises Ltd, vol. 6(1), pages 2-25.

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

  1. Maheu, John M & Shamsi, Azam, 2016. "Nonparametric Dynamic Conditional Beta," MPRA Paper 73764, University Library of Munich, Germany.

    Cited by:

    1. Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590232, HAL.
    2. Li, Chenxing, 2022. "A multivariate GARCH model with an infinite hidden Markov mixture," MPRA Paper 112792, University Library of Munich, Germany.

Articles

    Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper 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. NEP-ECM: Econometrics (1) 2016-09-25
  2. NEP-ETS: Econometric Time Series (1) 2016-09-25
  3. NEP-ORE: Operations Research (1) 2016-09-25

Corrections

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