A.M.M. Shahiduzzaman Quoreshi : Citation Profile


Are you A.M.M. Shahiduzzaman Quoreshi?

Blekinge Tekniska Högskola

5

H index

2

i10 index

97

Citations

RESEARCH PRODUCTION:

9

Articles

13

Papers

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 5
   Journals where A.M.M. Shahiduzzaman Quoreshi has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 8 (7.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pqu29
   Updated: 2024-12-03    RAS profile: 2023-03-16    
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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:

Lu, Yang (2)

Oxley, Les (2)

Perote, Javier (2)

Schoefer, Benjamin (2)

Bouri, Elie (2)

Owusu Junior, Peterson (2)

Li, Youwei (2)

Saez, Emmanuel (2)

Seim, David (2)

Anderson, Robert (2)

HU, YANG (2)

Cites to:

Engle, Robert (18)

Heinen, Andréas (9)

Brännäs, Kurt (8)

Sheppard, Kevin (6)

Goldfajn, Ilan (6)

Redding, Stephen (6)

Jensen, J. (6)

Bernard, Andrew (6)

Bems, Rudolfs (6)

Schott, Peter (6)

Bhardwaj, Geetesh (5)

Main data


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


Journals with more than one article published# docs
JRFM3

Working Papers Series with more than one paper published# docs
Umeå Economic Studies / Umeå University, Department of Economics7
Working Papers / Blekinge Institute of Technology, Department of Industrial Economics2

Recent works citing A.M.M. Shahiduzzaman Quoreshi (2024 and 2023)


YearTitle of citing document
2024Risk 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

2023Interdependence 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

2023On 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

2023Global 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:


YearTitleTypeCited
2008A vector integer-valued moving average model for high frequency financial count data In: Economics Letters.
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article7
2006A Vector Integer-Valued Moving Average Modelfor High Frequency Financial Count Data.(2006) In: Umeå Economic Studies.
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This paper has nother version. Agregated cites: 7
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.
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article48
2019Quasi-Maximum Likelihood Estimation for Long Memory Stock Transaction Data—Under Conditional Heteroskedasticity Framework In: JRFM.
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article0
2019Equity Market Contagion in Return Volatility during Euro Zone and Global Financial Crises: Evidence from FIMACH Model In: JRFM.
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article2
2019Do Global Value Chains Make Firms More Vulnerable to Trade Shocks?—Evidence from Manufacturing Firms in Sweden In: JRFM.
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article0
2009Do Regional Investment Grants Improve Firm Performance? Evidence from Sweden In: Working Papers in Economics.
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paper5
2009Do 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
2009Do 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
2014Bivariate Integer-Valued Long Memory Model for High Frequency Financial Count Data In: Working Papers.
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paper2
2017A 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
2014Financial Market Contagion during the Global Financial Crisis In: Working Papers.
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paper5
2002Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns In: Umeå Economic Studies.
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paper1
2004Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks In: Umeå Economic Studies.
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paper12
2010Integer-valued moving average modelling of the number of transactions in stocks.(2010) In: Applied Financial Economics.
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This paper has nother version. Agregated cites: 12
article
2005Bivariate Time Series Modelling of Financial Count Data In: Umeå Economic Studies.
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paper2
2005Modelling High Frequency Financial Count Data In: Umeå Economic Studies.
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paper2
2006LongMemory, Count Data, Time Series Modelling for Financial Application In: Umeå Economic Studies.
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paper0
2006TIME SERIES MODELLING OF HIGH FREQUENCY STOCK TRANSACTION DATA In: Umeå Economic Studies.
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paper3
2015Evaluating regional cuts in the payroll tax from a firm perspective In: The Annals of Regional Science.
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article4
2012Evaluating 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
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. Last updated November, 3 2024. Contact: CitEc Team