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Details about A.M.M. Shahiduzzaman Quoreshi

E-mail:
Phone:+46455385638
Workplace:Institutionen för Industriell Ekonomi (Department of Industrial Economics), Blekinge Tekniska Högskola (Blekinge Institute of Technology), (more information at EDIRC)

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

Last updated 2019-08-08. Update your information in the RePEc Author Service.

Short-id: pqu29


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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 Downloads View citations (1)
  2. Financial Market Contagion during the Global Financial Crisis
    Working Papers, Blekinge Institute of Technology, Department of Industrial Economics Downloads View citations (2)

2012

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

2009

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

2006

  1. A Vector Integer-Valued Moving Average Modelfor High Frequency Financial Count Data
    Umeå Economic Studies, Umeå University, Department of Economics Downloads
    See also Journal Article in Economics Letters (2008)
  2. LongMemory, Count Data, Time Series Modelling for Financial Application
    Umeå Economic Studies, Umeå University, Department of Economics Downloads View citations (4)
  3. TIME SERIES MODELLING OF HIGH FREQUENCY STOCK TRANSACTION DATA
    Umeå Economic Studies, Umeå University, Department of Economics Downloads View citations (3)

2005

  1. Bivariate Time Series Modelling of Financial Count Data
    Umeå Economic Studies, Umeå University, Department of Economics Downloads View citations (7)
  2. Modelling High Frequency Financial Count Data
    Umeå Economic Studies, Umeå University, Department of Economics Downloads View citations (2)

2004

  1. Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks
    Umeå Economic Studies, Umeå University, Department of Economics Downloads View citations (5)
    See also Journal Article in Applied Financial Economics (2010)

2002

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

Journal Articles

2019

  1. Equity Market Contagion in Return Volatility during Euro Zone and Global Financial Crises: Evidence from FIMACH Model
    Journal of Risk and Financial Management, 2019, 12, (2), 1-18 Downloads
  2. Quasi-Maximum Likelihood Estimation for Long Memory Stock Transaction Data—Under Conditional Heteroskedasticity Framework
    Journal of Risk and Financial Management, 2019, 12, (2), 1-13 Downloads

2016

  1. 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 Downloads View citations (23)

2015

  1. Evaluating regional cuts in the payroll tax from a firm perspective
    The Annals of Regional Science, 2015, 54, (2), 323-347 Downloads View citations (1)
    See also Working Paper (2012)

2014

  1. A long-memory integer-valued time series model, INARFIMA, for financial application
    Quantitative Finance, 2014, 14, (12), 2225-2235 Downloads View citations (3)

2010

  1. Integer-valued moving average modelling of the number of transactions in stocks
    Applied Financial Economics, 2010, 20, (18), 1429-1440 Downloads View citations (6)
    See also Working Paper (2004)

2008

  1. A vector integer-valued moving average model for high frequency financial count data
    Economics Letters, 2008, 101, (3), 258-261 Downloads View citations (3)
    See also Working Paper (2006)
 
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