Concepedia

Shahiduzzaman Quoreshi

SQ

10

Publications

369

Citations

10

H-Index

2004

Active since

Affiliations

Umeå University(Current)

University of Bergen

Blekinge Institute of Technology

Stockholm University

Growth Analysis

Shahiduzzaman Quoreshi is an author at Umeå University specializing in finance, business, and asset pricing.

Top concepts

FinanceBusinessEconomicsAsset PricingStatisticsEconometricsFinancial EngineeringFinancial EconomicsManagementGlobal Finance

Publications per year

2004–2021

10

Publications

10

Equity market contagion during global financial and Eurozone crises: Evidence from a dynamic correlation analysis

Sabur Mollah, Shahiduzzaman Quoreshi, Goran Zafirov · Journal of International Financial Markets Institutions and Money · 2016 · 119 citations · Full text

Economics, Dynamic Correlation Analysis, Financial Economics +11

Integer-valued moving average modelling of the number of transactions in stocks

Kurt Brännäs, Shahiduzzaman Quoreshi · Applied Financial Economics · 2010 · 69 citations

Moment Estimators, Volatility Modeling, Financial Mathematics +17

Bivariate Time Series Modeling of Financial Count Data

Shahiduzzaman Quoreshi · Communication in Statistics- Theory and Methods · 2006 · 68 citations

Conditional Duration Model, Asset Pricing, Market Trend +12

A vector integer-valued moving average model for high frequency financial count data

Shahiduzzaman Quoreshi · Economics Letters · 2008 · 26 citations

Economics, Computational Finance, Asset Pricing +7

A long-memory integer-valued time series model, INARFIMA, for financial application

Shahiduzzaman Quoreshi · Quantitative Finance · 2012 · 21 citations

Empirical Finance, Financial Application, Gmm Estimators +16

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