Equity market contagion during global financial and Eurozone crises: Evidence from a dynamic correlation analysis von Mollah, Sabur, Quoreshi, A.M.M. Shahiduzzaman, Zafirov, Goran

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Impact of geopolitical risk on the information technology, communication services and consumer staples sectors of the S&P 500 Index von Fossung, Gerard Atabong, Vovas, Vasileios Chatzis, Quoreshi, A. M. M. Shahiduzzaman

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A long-memory integer-valued time series model, INARFIMA, for financial application von Quoreshi, A. M. M. Shahiduzzaman

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Integer-valued moving average modelling of the number of transactions in stocks von Brännäs, Kurt, Shahiduzzaman Quoreshi, A. M. M.

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Quasi-maximum likelihood estimation for long memory stock transaction data - under conditional heteroskedasticity framework von Quoreshi, A. M. M. Shahiduzzaman, Uddin, Reaz, Khan, Naushad Mamode

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Evaluating regional cuts in the payroll tax from a firm perspective von Månsson, Jonas, Quoreshi, A. M. M. Shahiduzzaman

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Equity market contagion in return volatility during Euro Zone and global financial crises: Evidence from FIMACH model von Quoreshi, A. M. M. Shahiduzzaman, Uddin, Reaz, Jienwatcharamongkhol, Viroj

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Do Global Value Chains Make Firms More Vulnerable to Trade Shocks?—Evidence from Manufacturing Firms in Sweden von Quoreshi, A. M. M. Shahiduzzaman, Stone, Trudy-Ann

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A vector integer-valued moving average model for high frequency financial count data von Quoreshi, A.M.M. Shahiduzzaman

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A review of INMA integer-valued model class, application and further development von Shahiduzzaman, Quoreshi, Uddin, Reaz, Mamode, Khan

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Equity market contagion during global financial and Eurozonecrises: Evidence from a dynamic correlation analysis von Mollah, Sabur, Quoreshi, A. M. M. Shahiduzzaman, Goran, Zafirov

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Conditional Heteroskedasticity in Long-Memory Model “FIMACH” for Return Volatilities in Equity Markets von Quoreshi, A. M. M. Shahiduzzaman, Mollah, Sabur

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