A.M.M. Shahiduzzaman Quoreshi : Citation Profile

Blekinge Tekniska Högskola

5

H index

2

i10 index

106

Citations

RESEARCH PRODUCTION:

9

Articles

13

Papers

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 6
   Journals where A.M.M. Shahiduzzaman Quoreshi has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 8 (7.02 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pqu29
   Updated: 2026-03-28    RAS profile: 2023-03-16    
   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:

Li, Youwei (2)

Perote, Javier (2)

HU, YANG (2)

Bouri, Elie (2)

ALAGIDEDE, IMHOTEP (2)

darolles, serge (2)

Lu, Yang (2)

Saez, Emmanuel (2)

Wang, Shixuan (2)

Gebka, Bartosz (2)

Oxley, Les (2)

Cites to:

Engle, Robert (18)

Heinen, Andréas (9)

Brännäs, Kurt (8)

Redding, Stephen (6)

Sheppard, Kevin (6)

Schott, Peter (6)

Bems, Rudolfs (6)

Levchenko, Andrei (6)

Bernard, Andrew (6)

Jensen, J. (6)

Goldfajn, Ilan (6)

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 (2025 and 2024)

YearTitle of citing document
2024Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhuang, Zixi ; Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

Full description at Econpapers || Download paper

2024Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis. (2024). Zhang, YI ; Zhou, Long ; Liu, Fang ; Wu, Baoxiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000895.

Full description at Econpapers || Download paper

2025Spillover of fear among the US and BRICS equity markets during the COVID-19 crisis and the Russo-Ukrainian conflict. (2025). Zhou, Long ; Zhang, YI ; Wu, Baoxiu ; Liu, Zhidong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s106294082400233x.

Full description at Econpapers || Download paper

2025Gold and cryptocurrencies as safe-havens: Lessons from wartime. (2025). Pastn-Henrquez, Boris ; Tapia-Grien, Pablo ; Seplveda-Velsquez, Jorge. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325004933.

Full description at Econpapers || Download paper

2024Financial 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

2025Sovereign bond yield and cryptocurrency returns within the frontier West African monetary zone: a dynamic contagion analysis. (2025). Ofori-Boateng, Kenneth ; Amewu, Godfred ; Gyamfi, Emmanuel Numapau ; Adom-Dankwa, Akwasi ; Atsu, Francis. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04599-0.

Full description at Econpapers || Download paper

2025On random coefficient INAR processes with long memory. (2025). Beran, Jan ; Droullier, Frieder. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:109:y:2025:i:2:d:10.1007_s10182-025-00523-8.

Full description at Econpapers || Download paper

2025The impact of bitcoin fear and greed on good and bad network connectedness: the case of the US sectoral high frequency returns. (2025). Sheikh, Umaid A ; Galariotis, Emilios C ; Roubaud, David ; Suleman, Muhammad Tahir. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-023-05455-7.

Full description at Econpapers || Download paper

2024On strongly dependent zero-inflated INAR(1) processes. (2024). Beran, Jan ; Droullier, Frieder. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:4:d:10.1007_s00362-023-01496-z.

Full description at Econpapers || Download paper

2025Forecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spillovers. (2025). Kang, Sang Hoon ; McMillan, David ; Mensi, Walid ; al Rababaa, Abdel Razzaq. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:4:p:1294-1325.

Full description at Econpapers || Download paper

2024Feedback Trading: The Intraday Case of Retail Derivatives. (2024). Schlie, Sebastian ; Baule, Rainer ; Frijns, Bart. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:9:p:1487-1507.

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]		article7
2006A 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
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]		article54
2019Quasi-Maximum Likelihood Estimation for Long Memory Stock Transaction Data—Under Conditional Heteroskedasticity Framework In: JRFM.
[Full Text][Citation analysis]		article0
2019Equity Market Contagion in Return Volatility during Euro Zone and Global Financial Crises: Evidence from FIMACH Model In: JRFM.
[Full Text][Citation analysis]		article3
2019Do Global Value Chains Make Firms More Vulnerable to Trade Shocks?—Evidence from Manufacturing Firms in Sweden In: JRFM.
[Full Text][Citation analysis]		article0
2009Do Regional Investment Grants Improve Firm Performance? Evidence from Sweden In: Working Papers in Economics.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper5
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]		paper12
2010Integer-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
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]		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]		article6

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team