5
H index
2
i10 index
99
Citations
Blekinge Tekniska Högskola | 5 H index 2 i10 index 99 Citations RESEARCH PRODUCTION: 9 Articles 13 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Journals with more than one article published | # docs |
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JRFM | 3 |
Working Papers Series with more than one paper published | # docs |
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Ume� Economic Studies / Ume� University, Department of Economics | 7 |
Working Papers / Blekinge Institute of Technology, Department of Industrial Economics | 2 |
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2024 | Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199. Full description at Econpapers || Download paper |
2024 | Financial contagion dynamics from the US to the PIIGS amidst the global financial crisis. (2024). Tzomakas, Christos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001017. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2008 | A vector integer-valued moving average model for high frequency financial count data In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
2006 | A Vector Integer-Valued Moving Average Modelfor High Frequency Financial Count Data.(2006) In: Umeå Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2016 | Equity 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] | article | 50 |
2019 | Quasi-Maximum Likelihood Estimation for Long Memory Stock Transaction Data—Under Conditional Heteroskedasticity Framework In: JRFM. [Full Text][Citation analysis] | article | 0 |
2019 | Equity Market Contagion in Return Volatility during Euro Zone and Global Financial Crises: Evidence from FIMACH Model In: JRFM. [Full Text][Citation analysis] | article | 2 |
2019 | Do Global Value Chains Make Firms More Vulnerable to Trade Shocks?—Evidence from Manufacturing Firms in Sweden In: JRFM. [Full Text][Citation analysis] | article | 0 |
2009 | Do Regional Investment Grants Improve Firm Performance? Evidence from Sweden In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 5 |
2009 | Do Regional Investment Grants Improve Firm Performance? - Evidence from Sweden.(2009) In: HUI Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2009 | Do Regional Investment Grants Improve Firm Performance? Evidence from Sweden.(2009) In: Ratio Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2014 | Bivariate Integer-Valued Long Memory Model for High Frequency Financial Count Data In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2017 | A bivariate integer-valued long-memory model for high-frequency financial count data.(2017) In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2014 | Financial Market Contagion during the Global Financial Crisis In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2002 | Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns In: Umeå Economic Studies. [Full Text][Citation analysis] | paper | 1 |
2004 | Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks In: Umeå Economic Studies. [Full Text][Citation analysis] | paper | 12 |
2010 | Integer-valued moving average modelling of the number of transactions in stocks.(2010) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2005 | Bivariate Time Series Modelling of Financial Count Data In: Umeå Economic Studies. [Full Text][Citation analysis] | paper | 2 |
2005 | Modelling High Frequency Financial Count Data In: Umeå Economic Studies. [Full Text][Citation analysis] | paper | 2 |
2006 | LongMemory, Count Data, Time Series Modelling for Financial Application In: Umeå Economic Studies. [Full Text][Citation analysis] | paper | 0 |
2006 | TIME SERIES MODELLING OF HIGH FREQUENCY STOCK TRANSACTION DATA In: Umeå Economic Studies. [Full Text][Citation analysis] | paper | 3 |
2015 | Evaluating regional cuts in the payroll tax from a firm perspective In: The Annals of Regional Science. [Full Text][Citation analysis] | article | 4 |
2012 | Evaluating regional cuts in the payroll tax from a firm perspective.(2012) In: ERSA conference papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2014 | A long-memory integer-valued time series model, INARFIMA, for financial application In: Quantitative Finance. [Full Text][Citation analysis] | article | 4 |
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