Details about A.M.M. Shahiduzzaman Quoreshi

Access statistics for papers by A.M.M. Shahiduzzaman Quoreshi.

Last updated 2006-04-15. Update your information in the RePEc Author Service.

Short-id: pqu29

Working Papers

2006

1. A Vector Integer-Valued Moving Average Modelfor High Frequency Financial Count Data
   Umeå Economic Studies, Umeå University, Department of Economics
2. LongMemory, Count Data, Time Series Modelling for Financial Application
   Umeå Economic Studies, Umeå University, Department of Economics
3. TIME SERIES MODELLING OF HIGH FREQUENCY STOCK TRANSACTION DATA
   Umeå Economic Studies, Umeå University, Department of Economics

2005

4. Bivariate Time Series Modelling of Financial Count Data
   Umeå Economic Studies, Umeå University, Department of Economics
5. Modelling High Frequency Financial Count Data
   Umeå Economic Studies, Umeå University, Department of Economics

2004

6. Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks
   Umeå Economic Studies, Umeå University, Department of Economics View citations

2002

7. Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns
   Umeå Economic Studies, Umeå University, Department of Economics