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Information about:
Shahiduzzaman Quoreshi

Personal Details | Affiliation | Works
This is information that was supplied by Shahiduzzaman Quoreshi in registering through RePEc. If you are Shahiduzzaman Quoreshi , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Shahiduzzaman
Middle Name:
Last Name: Quoreshi
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RePEc Short-ID: pqu29

Email:
Homepage: http://www.econ.umu.se/personal/NN.asp?Signum=shahid
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Affiliation

(in no particular order)

Works

| Working papers | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Quoreshi, Shahiduzzaman, 2006. "Time Series Modelling Of High Frequency Stock Transaction Data," UmeÃ¥ Economic Studies 675, Umeå University, Department of Economics. [Downloadable!]

  2. Quoreshi, Shahiduzzaman, 2006. "LongMemory, Count Data, Time Series Modelling for Financial Application," UmeÃ¥ Economic Studies 673, Umeå University, Department of Economics. [Downloadable!]

  3. Quoreshi, Shahiduzzaman, 2006. "A Vector Integer-Valued Moving Average Modelfor High Frequency Financial Count Data," UmeÃ¥ Economic Studies 674, Umeå University, Department of Economics. [Downloadable!]

  4. Quoreshi, Shahiduzzaman, 2005. "Bivariate Time Series Modelling of Financial Count Data," UmeÃ¥ Economic Studies 655, Umeå University, Department of Economics. [Downloadable!]

  5. Quoreshi, Shahiduzzaman, 2005. "Modelling High Frequency Financial Count Data," UmeÃ¥ Economic Studies 656, Umeå University, Department of Economics. [Downloadable!]

  6. Brännäs, Kurt & Quoreshi, Shahiduzzaman, 2004. "Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks," UmeÃ¥ Economic Studies 637, Umeå University, Department of Economics. [Downloadable!]

  7. Brännäs, Kurt & Quoreshi, Shahiduzzaman & Simonsen, Ola, 2002. "Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns," UmeÃ¥ Economic Studies 597, Umeå University, Department of Economics. [Downloadable!]

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2002-12-09
  2. NEP-ECM: Econometrics (5) 2004-05-16 2005-04-16 2005-04-24 2006-04-22 2006-04-22 Author is listed
  3. NEP-ETS: Econometric Time Series (6) 2004-05-16 2005-04-16 2005-04-24 2006-04-22 2006-04-22 2006-04-22 Author is listed
  4. NEP-FIN: Finance (6) 2004-05-26 2005-04-16 2005-04-24 2006-04-22 2006-04-22 2006-04-22 Author is listed
  5. NEP-FMK: Financial Markets (4) 2002-12-09 2004-05-26 2006-04-22 2006-04-22 Author is listed
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This page was last updated on 2009-12-7.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.