Dr. Samuel Shamiri

📚 Publications & Working Papers

Lake, P., Shamiri, S., Sharma, K., & Bialowas, A. (2024). How efficient is the Australian labour market? Analysing job matching efficiency for regions, occupations and industries. Australian Journal of Labour Economics, 27(1), 101-117.

Shamiri, A. et al. (2022). Nowcasting the Australian Labour Market at Disaggregated Levels. The Australian Economic Review, 55(3), 389–404.

Bhattacharjee, S., Shamiri, A., Sabiruzzaman, & Jammalamadaka, R. (2011). Predictive influence of unavailable values of future explanatory variables in a linear model. Communications in Statistics - Theory and Methods, 40(24), 4458–4466.
Shamiri, A., Aishah, H., & Pirmoradian, A. (2011). Tail Dependence Estimate in Financial Market Risk Management: Clayton-Gumbel Copula Approach. Sains Malaysiana, 40(8), 927–935.

Shamiri, A., Isa, Z. (2010). Volatility transmission: what do Asia-Pacific markets expect? Studies in Economics and Finance, 27(4), 299–313.

Shamiri, A., Isa, Z. (2009). The US Crisis and the Volatility Spillover across South East Asia Stock Markets. International Research Journal of Finance and Economics, 34, 7–17.
Shamiri, A., Mohd. Nor, A.H.S., & Isa, Z. (2009). Comparing the Accuracy of Density Forecasts from Competing GARCH Models. Sains Malaysiana, 38(1), 95–104.
Shamiri, A., Isa, Z., & Hassan, A. (2009). Forecasting Volatility for Financial Market Risk Management: Application to Malaysian Stock Market Returns. European Journal of Economics, Finance and Administrative Sciences, 14, 126–134.
Shamiri, A., Hassan, A., & Ziadi, I. (2009). Modelling and Forecasting Volatility of the Malaysian Stock Markets. Journal of Mathematics and Statistics, 5(3), 234–240.

Shamiri, A., & Abu Hassan. (2007). Modeling and Forecasting Volatility of the Malaysian and Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities. Malaysian Journal of Mathematical Science, 1(1), 83–102.

Joher, H., Hassan, A., & Nasir, A. (2005). The Relationship between Trading Volume, Volatility and Stock Market Returns: A test of Mixed Distribution Hypothesis for a Pre- and Post Crisis on Kuala Lumpur Stock Exchange. Investment Management and Financial Innovations, 3, 146–158.