Shahiduzzaman Quoreshi
Associate Professor
Department of Industrial Economics
Room J2409, Karlskrona
Research domain: Industrial Economics and Management
Quoreshi defends his Ph.D. thesis in Econometrics with the title Time Series Modelling of High Frequency Stock Transaction Data and Ph.Lic. thesis in Economics-Econometrics from Umeå University. He has also been a visiting scholar at University of California, Berkeley during his Ph.D. program. He obtains B.Sc. and M.Sc. in Economics and B.Sc. in Statistics from Stockholm University. After completion of his PhD degree, he works on issues related to innovation and entrepreneurship at Swedish Agency for growth Policy Analysis and Evaluation (Tillväxtanalys). He has also worked as an Associate Professor/Senior Lecturer in Economics at University of Bergen where he teaches International Trade and Insurance Economics. He has also been a Senior Economist for macroeconomic forecasting at National Institute of Economic Research (Konjunkturinstitutet). In 2013, Quoreshi joins at BTH as a Senior Lecturer. He becomes docent in Industrial Economics in 2015. His research stretches over a wide area of economics with quantitative method as common denominator. He has experience of teaching a spectrum of courses in Economics, Finance, Econometrics and Mathematics. He has published in internationally reputed Journals in the area of Econometrics, Financial Economics, Public Finance and Entrepreneurship.
Latest publications
- Gerard Atabong Fossung, Vasileios Chatzis Vovas, Shahiduzzaman Quoreshi, "Impact of Geopolitical Risk on the Information Technology, Communication Services and Consumer Staples Sectors of the S&P 500 Index", Journal of Risk and Financial Management, EISSN 1911-8074, Vol. 14, No. 11, MDPI, 2021
- Shahiduzzaman Quoreshi, Reaz Uddin, Naushad Mamode Khan, "A Review of Inma Integer-valued Model Class, Application and Further Development", Filomat, ISSN 0354-5180, Vol. 34, No. 1, pp. 143-152, University of Nis, 2020
- A.M.M. Shahiduzzaman Quoreshi, Reaz Uddin, Viroj Jienwatcharamongkhol, "Equity Market Contagion in Return Volatility during Euro Zone and Global Financial Crises: Evidence from FIMACH Model", Journal of Risk and Financial Management, EISSN 1911-8074, Vol. 12, No. 2, MDPI, 2019
- Shahiduzzaman Quoreshi, Reaz Uddin, Naushad Mamode Khan, "Quasi-Maximum Likelihood Estimation for Long Memory Stock Transaction Data—Under Conditional Heteroskedasticity Framework", Journal of Risk and Financial Management, EISSN 1911-8074, Vol. 12, No. 2, MDPI, 2019
- Shahiduzzaman Quoreshi, Sabur Mollah, "Conditional Heteroskedasticity in Long Memory Model ‘FIMACH’ for Return Volatilities in Equity Markets", THEORY AND APPLICATIONS OF TIME SERIES ANALYSIS, ISSN 1431-1968, pp. 149-169, Springer, 2019
Current projects
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Completed projects
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