5
H index
2
i10 index
94
Citations
A.M.M. Shahiduzzaman Quoreshi : Citation Profile
Blekinge Tekniska Högskola | RESEARCH PRODUCTION: 9 Articles 13 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
17 years (2002 - 2019). 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:
| Cites to:
|
Main data
Where A.M.M. Shahiduzzaman Quoreshi has published?
| Journals with more than one article published | # docs |
|---|---|
| JRFM | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Umeå Economic Studies / Umeå University, Department of Economics | 7 |
| Working Papers / Blekinge Institute of Technology, Department of Industrial Economics | 2 |
Recent works citing A.M.M. Shahiduzzaman Quoreshi (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Interdependence between the BRICS Stock Markets and the Oil Price since the Onset of Financial and Economic Crises. (2023). Bouslama, Narjess. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:7:p:316-:d:1183137. Full description at Econpapers || Download paper |
| 2023 | On bivariate threshold Poisson integer-valued autoregressive processes. (2023). Wang, Dehui ; Li, Han ; Zhao, Yiwei ; Yang, Kai. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:86:y:2023:i:8:d:10.1007_s00184-023-00899-0. Full description at Econpapers || Download paper |
| 2023 | Global factors and the transmission between United States and emerging stock markets. (2023). Farid, Saqib ; Naeem, Muhammad Abubakr ; Taghizadehhesary, Farhad ; Qureshi, Fiza. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3488-3510. Full description at Econpapers || Download paper |
Works by A.M.M. Shahiduzzaman Quoreshi:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | A vector integer-valued moving average model for high frequency financial count data In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 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: 6 | 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 | 46 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team