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, Canadahttp://www.degroote.mcmaster.ca/
RePEc:edi:sbmcmca (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Maheu, John M & Shamsi, Azam, 2016.
"Nonparametric Dynamic Conditional Beta,"
MPRA Paper
73764, University Library of Munich, Germany.
- John M Maheu & Azam Shamsi Zamenjani, 2021. "Nonparametric Dynamic Conditional Beta," Journal of Financial Econometrics, Oxford University Press, vol. 19(4), pages 583-613.
Articles
- 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
- Maheu, John M & Shamsi, Azam, 2016.
"Nonparametric Dynamic Conditional Beta,"
MPRA Paper
73764, University Library of Munich, Germany.
- John M Maheu & Azam Shamsi Zamenjani, 2021. "Nonparametric Dynamic Conditional Beta," Journal of Financial Econometrics, Oxford University Press, vol. 19(4), pages 583-613.
Cited by:
- Serge Darolles & Christian Francq & Sébastien Laurent, 2018.
"Asymptotics of Cholesky GARCH models and time-varying conditional betas,"
Post-Print
hal-04590232, HAL.
- Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590251, HAL.
- Serge Darolles & Christian Francq & Sébastien Laurent, 2016. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590533, HAL.
- Serge Darolles & Christian Francq & Sebastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590180, HAL.
- Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-01980815, HAL.
- Darolles, Serge & Francq, Christian & Laurent, Sébastien, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Journal of Econometrics, Elsevier, vol. 204(2), pages 223-247.
- Serge Darolles & Christian Francq & Sébastien Laurent, 2017. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590471, HAL.
- Darolles, Serges & Francq, Christian & Laurent, Sébastien, 2018. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," MPRA Paper 83988, University Library of Munich, Germany.
- Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," AMSE Working Papers 1845, Aix-Marseille School of Economics, France.
- Serge Darolles & Christian Francq & Sébastien Laurent, 2018. "Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas," Working Papers halshs-01944656, HAL.
- Serge Darolles & Christian Francq & Sébastien Laurent, 2017. "Asymptotics of Cholesky GARCH models and time-varying conditional betas," Post-Print hal-04590522, HAL.
- Li, Chenxing, 2022. "A multivariate GARCH model with an infinite hidden Markov mixture," MPRA Paper 112792, University Library of Munich, Germany.
Articles
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Sorry, no citations of articles recorded.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
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.- NEP-ECM: Econometrics (1) 2016-09-25
- NEP-ETS: Econometric Time Series (1) 2016-09-25
- NEP-ORE: Operations Research (1) 2016-09-25
Corrections
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