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Esmail Amiri

Associate Professor

Update: 2025-01-15

Esmail Amiri (Former Faculty Member)

Faculty of Basic Sciences / Statics

Journal Paper

  1. "Modelling and forecasting long memory time series with Exponential and Switching GARCH models"
    Esmail Amiri
    International Journal of Monetary Economics and Finance, Vol. 12, pp.407-425, 2019
  2. "Forecasting daily river flows using nonlinear time series models"
    Esmail Amiri
    JOURNAL OF HYDROLOGY, Vol. 5227, pp.1054-1072, 2015
  3. "Empirical study of GARCH models with leverage effect in an environmental application"
    Esmail Amiri
    ENVIRONMENTAL AND ECOLOGICAL STATISTICS, Vol. 21, pp.125-141, 2014
  4. "MODELLING VOLATILITY OF GROWTH RATE IN ATMOSPHERIC CARBON DIOXIDE CONCENTRATIONS IN A BAYESIAN APPROACH."
    Esmail Amiri
    ENVIRONMENTAL AND ECOLOGICAL STATISTICS, Vol. 18, pp.735-755, 2011
  5. "Effect of Smoothing Profit in Price Bubble in The Tehran Stock Exchange"
    Mohammadreza Sarebanha, Esmail Amiri,
    Vol. 2, pp.120-135, 2010
  6. "Computational Methods of Living standards"
    Esmail Amiri
    Vol. 12, pp.42-55, 2007
  7. ""
    Esmail Amiri
    pp.16-19, 2006

Conference Paper

  1. "FORECASTING LINEAR TIME SERIES MODELS WITH HETEROSKEDASTIC ERRORS IN A BAYESIAN APPROACH"
    Esmail Amiri
    5th International Conference on Computing Informatics, pp.713-718, 2015
  2. "Environmental Modeling using Asymmetric GARCH Models with Normal and non Normal Disturbances"
    Esmail Amiri
    1st ISM International Statistical Conference, pp.532-539, 2012
  3. "Nonlinear Modeling of River Flow"
    Esmail Amiri
    2011 International Conference on Water Energy and Environment(ICWEE 2011), pp.428-433, 2011
  4. "Simulation based inference on stochastic volatility models in an environmental study"
    Esmail Amiri
    210 International Conference on Environmental Engineering and Applications, pp.229-233, 2010
  5. "Bayesian modelling volatility of growth rate in atmospheric carbon dioxide concentrations"
    Esmail Amiri
    Second International Conference on Environmental and Computer Science 2009, pp.86-90, 2009
  6. "Bayesian Volatility forecasting in the Tehran Stock Market"
    Esmail Amiri
    2009 International Conference on Financial Theory and Engineering, pp.80-84, 2009
  7. "Bayasian study of stochastic volatility models with STAR volatilities and Leverage effect"
    Esmail Amiri
    Inference and Estimation in probabilistic Time series models, pp.1-9, 2008
  8. "Bayesian inference of smooth transition and markov switching Stochastic volatility models in a comparative review via MCMC"
    Esmail Amiri
    ششمين سمينار احتمال و فرايند هاي تصادفي, 2007
  9. "comparison of smooth transition Stochastic volatility models with Marko switching Stochastic volatility models in a Bayesian approach"
    Esmail Amiri
    ISI2007, 2007
  10. "Bayesian Modelling of Disease Rate"
    Esmail Amiri
    17th Symposim of Compstat 2006, 2006
  11. "Stochastic Volatility Models With STAR Volatilities in a Bayesian Approach"
    Esmail Amiri
    17th Symposim of Compstat 2006, 2006
  12. "Assessing Living Standards In Iran"
    Esmail Amiri
    IAOS - IAss Joint Conference on poverty Social Exclusion and Development, 2004
  13. "Trans-Dimensional Markov Chain Monte Carlo Methods for Model Selection in the Bayesian study of Threshold Autoregressive models"
    Esmail Amiri
    پنجاه و چهارمين (54) كنفرانس بين المللي آمار, 2003
  14. "Measuring Social Security Preformance in Iran"
    Esmail Amiri
    عنوان ندارد, 2001
  15. "Forecasting With General Non Linear Autoregressive Models"
    Esmail Amiri
    سي و يكمين كنفرانس رياضي ايران, 2000
  16. "Bayesianmodel Choice Through Markov Chain Monte Carlo With Application In Non Linear Series"
    Esmail Amiri
    پنجمين كنفرانس آمار ايران, 2000
  17. "Random Generation of the delay the threshold and the order of each regime in Bayesian Analysis of threshold Autoregressive Models via MCMC"
    Esmail Amiri
    , pp.120-121, 1998
  18. "Review of Probabilistic forecasting approach in Futures Studies"
    Esmail Amiri
    , 2019
  19. "Application of Markov Chains in futures studies"
    Esmail Amiri
    , 2019
  20. "Integrated nested Laplace approximations for continuous time GARCH models."
    Esmail Amiri
    , pp.3201-3206, 2018
  21. "REVIEW OF LEVY DRIVEN STOCHASTIC DIFFERENTIAL EQUATIONS SOLUTIONS"
    Esmail Amiri
    , pp.263-267, 2018
  22. ""
    Esmail Amiri, mohamadhasan doroudi
    , pp.34-43, 2017
  23. ""
    Esmail Amiri, Arefeh Jebeli
    , pp.197-207, 2017
  24. ""
    Esmail Amiri, Fatemeh Sharifi
    , pp.208-216, 2017
  25. "Comparison of forecasting performance of long memory GARCH models and Markov switching GARCH models"
    Esmail Amiri
    47th annual Iranian mathematics conference, pp.35-39, 2016
  26. "Modeling and Forecasting Migration flows in a Bayesian approach"
    Esmail Amiri
    International Conference on Migration Patterns Consequences and Policies, pp.31-31, 2015
  27. ""
    Esmail Amiri, Pariba Kamali nejad, Afshin Fallah
    , pp.63-66, 2014
  28. ""
    Esmail Amiri, Zeinab Yousefipoor, Ramin Kazemi
    , pp.40-43, 2014
  29. "Modeling Returns and Volatilities by Asymmetric GARCH Models"
    Esmail Amiri
    , 2012
  30. "Forecasting GDP Growth rate with Nonlinear Models"
    Esmail Amiri
    1st International conference on Econometrics Methods and applications, 2012
  31. "Modeling via stochastic diffrential equations"
    Esmail Amiri
    , pp.28-43, 2003
  32. ""
    Esmail Amiri
    , 2001
  33. ""
    Esmail Amiri
    , 1999