Details about A.M.M. Shahiduzzaman Quoreshi

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

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pqu29

Working Papers

2014

1. Bivariate Integer-Valued Long Memory Model for High Frequency Financial Count Data
   Working Papers, Blekinge Institute of Technology, Department of Industrial Economics View citations (1)
   See also Journal Article A bivariate integer-valued long-memory model for high-frequency financial count data, Communications in Statistics - Theory and Methods, Taylor & Francis Journals (2017) View citations (3) (2017)
2. Financial Market Contagion during the Global Financial Crisis
   Working Papers, Blekinge Institute of Technology, Department of Industrial Economics View citations (5)

2012

3. Evaluating regional cuts in the payroll tax from a firm perspective
   ERSA conference papers, European Regional Science Association View citations (2)
   See also Journal Article Evaluating regional cuts in the payroll tax from a firm perspective, The Annals of Regional Science, Springer (2015) View citations (2) (2015)

2009

4. Do Regional Investment Grants Improve Firm Performance? - Evidence from Sweden
   HUI Working Papers, HUI Research View citations (2)
   Also in Ratio Working Papers, The Ratio Institute (2009) View citations (5)
   Working Papers in Economics, University of Bergen, Department of Economics (2009) View citations (1)

2006

5. A Vector Integer-Valued Moving Average Modelfor High Frequency Financial Count Data
   Umeå Economic Studies, Umeå University, Department of Economics
   See also Journal Article A vector integer-valued moving average model for high frequency financial count data, Economics Letters, Elsevier (2008) View citations (8) (2008)
6. LongMemory, Count Data, Time Series Modelling for Financial Application
   Umeå Economic Studies, Umeå University, Department of Economics View citations (4)
7. TIME SERIES MODELLING OF HIGH FREQUENCY STOCK TRANSACTION DATA
   Umeå Economic Studies, Umeå University, Department of Economics View citations (3)

2005

8. Bivariate Time Series Modelling of Financial Count Data
   Umeå Economic Studies, Umeå University, Department of Economics View citations (7)
9. Modelling High Frequency Financial Count Data
   Umeå Economic Studies, Umeå University, Department of Economics View citations (1)

2004

10. Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks
    Umeå Economic Studies, Umeå University, Department of Economics View citations (6)
    See also Journal Article Integer-valued moving average modelling of the number of transactions in stocks, Applied Financial Economics, Taylor & Francis Journals (2010) View citations (13) (2010)

2002

11. Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns
    Umeå Economic Studies, Umeå University, Department of Economics View citations (1)

Journal Articles

2019

1. Do Global Value Chains Make Firms More Vulnerable to Trade Shocks?—Evidence from Manufacturing Firms in Sweden
   JRFM, 2019, 12, (3), 1-16
2. Equity Market Contagion in Return Volatility during Euro Zone and Global Financial Crises: Evidence from FIMACH Model
   JRFM, 2019, 12, (2), 1-18 View citations (3)
3. Quasi-Maximum Likelihood Estimation for Long Memory Stock Transaction Data—Under Conditional Heteroskedasticity Framework
   JRFM, 2019, 12, (2), 1-13

2017

4. A bivariate integer-valued long-memory model for high-frequency financial count data
   Communications in Statistics - Theory and Methods, 2017, 46, (3), 1080-1089 View citations (3)
   See also Working Paper Bivariate Integer-Valued Long Memory Model for High Frequency Financial Count Data, Working Papers (2014) View citations (1) (2014)

2016

5. Equity market contagion during global financial and Eurozone crises: Evidence from a dynamic correlation analysis
   Journal of International Financial Markets, Institutions and Money, 2016, 41, (C), 151-167 View citations (52)

2015

6. Evaluating regional cuts in the payroll tax from a firm perspective
   The Annals of Regional Science, 2015, 54, (2), 323-347 View citations (2)
   See also Working Paper Evaluating regional cuts in the payroll tax from a firm perspective, ERSA conference papers (2012) View citations (2) (2012)

2014

7. A long-memory integer-valued time series model, INARFIMA, for financial application
   Quantitative Finance, 2014, 14, (12), 2225-2235 View citations (5)

2010

8. Integer-valued moving average modelling of the number of transactions in stocks
   Applied Financial Economics, 2010, 20, (18), 1429-1440 View citations (13)
   See also Working Paper Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks, Umeå Economic Studies (2004) View citations (6) (2004)

2008

9. A vector integer-valued moving average model for high frequency financial count data
   Economics Letters, 2008, 101, (3), 258-261 View citations (8)
   See also Working Paper A Vector Integer-Valued Moving Average Modelfor High Frequency Financial Count Data, Umeå Economic Studies (2006) (2006)