A.M.M. Shahiduzzaman Quoreshi : Citation Profile


Are you A.M.M. Shahiduzzaman Quoreshi?

Blekinge Tekniska Högskola

4

H index

1

i10 index

54

Citations

RESEARCH PRODUCTION:

7

Articles

13

Papers

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 3
   Journals where A.M.M. Shahiduzzaman Quoreshi has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 7 (11.48 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pqu29
   Updated: 2020-10-17    RAS profile: 2019-08-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with A.M.M. Shahiduzzaman Quoreshi.

Is cited by:

Saez, Emmanuel (2)

Gebka, Bartosz (2)

Anderson, Robert (2)

Fernandez-Macho, Javier (1)

Owusu Junior, Peterson (1)

Power, Gabriel (1)

Das, Debojyoti (1)

Gkillas (Gillas), Konstantinos (1)

Chouliaras, Andreas (1)

Tantisantiwong, Nongnuch (1)

Holmberg, Ulf (1)

Cites to:

Engle, Robert (18)

Granger, Clive (12)

Brännäs, Kurt (8)

Sheppard, Kevin (6)

Baig, Taimur (5)

Pericoli, Marcello (5)

Goldfajn, Ilan (5)

Bhardwaj, Geetesh (5)

Swanson, Norman (5)

Sbracia, Massimo (5)

Heinen, Andréas (4)

Main data


Where A.M.M. Shahiduzzaman Quoreshi has published?


Journals with more than one article published# docs
Journal of Risk and Financial Management2

Recent works citing A.M.M. Shahiduzzaman Quoreshi (2020 and 2019)


YearTitle of citing document
2019Long Memory Conditional Heteroscedasticity in Count Data. (2019). Stapper, Manuel ; Segnon, Mawuli. In: CQE Working Papers. RePEc:cqe:wpaper:8219.

Full description at Econpapers || Download paper

2019The impact of labour subsidies on total factor productivity and profit per employee. (2019). Mattsson, Pontus. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:62:y:2019:i:c:p:325-341.

Full description at Econpapers || Download paper

2019What global economic factors drive emerging Asian stock market returns? Evidence from a dynamic model averaging approach. (2019). Yoon, Seong-Min ; Dong, Xiyong. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:204-215.

Full description at Econpapers || Download paper

2019Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects. (2019). Gagliardini, Patrick ; Gourieroux, Christian. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:613-637.

Full description at Econpapers || Download paper

2019A systematic review of sovereign connectedness on emerging economies. (2019). Gonzalez-Urteaga, Ana ; Diaz-Mendoza, Ana Carmen ; Ballester, Laura. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:157-163.

Full description at Econpapers || Download paper

2019Day-of-the-week effects in financial contagion. (2019). Gebka, Bartosz ; Anderson, Robert ; Sewraj, Deeya. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:221-226.

Full description at Econpapers || Download paper

2020Long memory or regime switching in volatility? Evidence from high-frequency returns on the U.S. stock indices. (2020). Shi, Yanlin ; Ho, Kin-Yip ; Gao, Guangyuan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x18300441.

Full description at Econpapers || Download paper

2020Risks in emerging markets equities: Time-varying versus spatial risk analysis. (2020). Owusu Junior, Peterson ; Alagidede, Imhotep. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119319405.

Full description at Econpapers || Download paper

2019Likelihood Inference for Generalized Integer Autoregressive Time Series Models. (2019). Joe, Harry. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:4:p:43-:d:275407.

Full description at Econpapers || Download paper

2019Do Global Value Chains Make Firms More Vulnerable to Trade Shocks?—Evidence from Manufacturing Firms in Sweden. (2019). Stone, Trudy-Ann ; A. M. M. Shahiduzzaman Quoreshi, . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:151-:d:268405.

Full description at Econpapers || Download paper

2020A Weighted and Directed Perspective of Global Stock Market Connectedness: A Variance Decomposition and GERGM Framework. (2020). Ma, Ding ; Chen, Rui ; Zhang, Yizhuo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:11:p:4605-:d:367434.

Full description at Econpapers || Download paper

2019Las correlaciones dinámicas de contagio financiero:Estados Unidos y América Latina. (2019). Hernandez, Ignacio Perrotini ; Benavides, Domingo Rodriguez. In: Remef - The Mexican Journal of Economics and Finance. RePEc:imx:journl:v:14:y:2019:i:2:p:151-168.

Full description at Econpapers || Download paper

2019Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach. (2019). Wang, Shixuan ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201917.

Full description at Econpapers || Download paper

2019Did long-memory of liquidity signal the European sovereign debt crisis?. (2019). Li, Youwei ; Yang, Y C ; Hamill, P A ; Sun, Z ; Vigne, S A. In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-2850-y.

Full description at Econpapers || Download paper

2019A GQL-based inference in non-stationary BINMA(1) time series. (2019). Risti, Miroslav M ; Jowaheer, Vandna ; Khan, Naushad Mamode ; Sunecher, Yuvraj. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:28:y:2019:i:3:d:10.1007_s11749-018-0615-1.

Full description at Econpapers || Download paper

2020Parameter estimation and diagnostic tests for INMA(1) processes. (2020). Weiss, Christian H ; Aleksandrov, Boris. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:29:y:2020:i:1:d:10.1007_s11749-019-00653-7.

Full description at Econpapers || Download paper

Works by A.M.M. Shahiduzzaman Quoreshi:


YearTitleTypeCited
2008A vector integer-valued moving average model for high frequency financial count data In: Economics Letters.
[Full Text][Citation analysis]
article3
2006A Vector Integer-Valued Moving Average Modelfor High Frequency Financial Count Data.(2006) In: Umeå Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2016Equity market contagion during global financial and Eurozone crises: Evidence from a dynamic correlation analysis In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article24
2019Quasi-Maximum Likelihood Estimation for Long Memory Stock Transaction Data—Under Conditional Heteroskedasticity Framework In: Journal of Risk and Financial Management.
[Full Text][Citation analysis]
article0
2019Equity Market Contagion in Return Volatility during Euro Zone and Global Financial Crises: Evidence from FIMACH Model In: Journal of Risk and Financial Management.
[Full Text][Citation analysis]
article0
2009Do Regional Investment Grants Improve Firm Performance? Evidence from Sweden In: Working Papers in Economics.
[Full Text][Citation analysis]
paper4
2009Do Regional Investment Grants Improve Firm Performance? - Evidence from Sweden.(2009) In: HUI Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper
2009Do Regional Investment Grants Improve Firm Performance? Evidence from Sweden.(2009) In: Ratio Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2014Bivariate Integer-Valued Long Memory Model for High Frequency Financial Count Data In: Working Papers.
[Full Text][Citation analysis]
paper0
2014Financial Market Contagion during the Global Financial Crisis In: Working Papers.
[Full Text][Citation analysis]
paper2
2002Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns In: Umeå Economic Studies.
[Full Text][Citation analysis]
paper1
2004Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks In: Umeå Economic Studies.
[Full Text][Citation analysis]
paper6
2010Integer-valued moving average modelling of the number of transactions in stocks.(2010) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2005Bivariate Time Series Modelling of Financial Count Data In: Umeå Economic Studies.
[Full Text][Citation analysis]
paper2
2005Modelling High Frequency Financial Count Data In: Umeå Economic Studies.
[Full Text][Citation analysis]
paper2
2006LongMemory, Count Data, Time Series Modelling for Financial Application In: Umeå Economic Studies.
[Full Text][Citation analysis]
paper0
2006TIME SERIES MODELLING OF HIGH FREQUENCY STOCK TRANSACTION DATA In: Umeå Economic Studies.
[Full Text][Citation analysis]
paper3
2015Evaluating regional cuts in the payroll tax from a firm perspective In: The Annals of Regional Science.
[Full Text][Citation analysis]
article3
2012Evaluating regional cuts in the payroll tax from a firm perspective.(2012) In: ERSA conference papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2014A long-memory integer-valued time series model, INARFIMA, for financial application In: Quantitative Finance.
[Full Text][Citation analysis]
article4

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2020. Contact: CitEc Team