Rusty, Arthur Koestler is not a historian. His book is quite controversial, but wery delightful to read.
I've searched for some academically more accepted material on the net:
About the early history of the Hungarians:
http://www.amazon.com/exec/obidos/ASIN/9639116483/ref=nosim/thekhazariainfoc/103-1178833-9693404
http://www.amazon.com/exec/obidos/ASIN/025320867X/ref=nosim/thekhazariainfoc/103-1178833-9693404
http://countrystudies.us/hungary/4.htm
One of the most detailed studies about the Khazars:
http://www.khazaria.com/brook.html
A bibliography about the relations between the Khazars and Hungarians:
KHAZARS AND KABARS IN HUNGARY
AND RELATIONS BETWEEN THE KHAZARS AND HUNGARIANS
In English:
Bartha, Antal. Hungarian Society in the 9th and 10th Centuries. Trans. K. Balazs. Budapest: Akadémiai Kiadó, 1975. Originally published in 1968 (by the same publisher) in Hungarian under the title A ix-x. századi magyar társadalom.
Fodor, István. In Search of a New Homeland: The Prehistory of the Hungarian People and the Conquest. Trans. Helen Tarnoy. Gyoma, Hungary: Corvina, 1982.
Györffy, György. King Saint Stephen of Hungary. Trans. Peter Doherty. New York: Columbia University Press, 1994. East European Monographs #403.
Kosztolnyik, Zoltan J. Five Eleventh Century Hungarian Kings: Their Policies and Their Relations with Rome. New York: Columbia University Press, 1981. East European Monographs #79.
Kristó, Gyula. Hungarian History in the Ninth Century. Trans. György Novak. Szeged, Hungary: Szegedi Kozepkorasz Muhely, 1996.
Macartney, Carlile Aylmer. The Magyars in the Ninth Century. Cambridge, England: Cambridge University Press, 1930.
Makkai, László. "The Hungarians' Prehistory, Their Conquest of Hungary, and Their Raids to the West to 955." In A History of Hungary, ed. Peter F. Sugar, pp. 8-14. Bloomington, IN: Indiana University Press, 1990.
Róna-Tas, András. Hungarians and Europe in the Middle Ages: An Introduction to Early Hungarian History. Budapest: Central European University Press, 1999.
Takács, Bálint Zoltán. "Khazars, Pechenegs and Hungarians in the Ninth Century." In The Turks, vol. 1, eds. Hasan Celâl Güzel, C. Cem Oguz, and Osman Karatay, pp. 524-532. Ankara, Turkey: Yeni Türkiye, 2002.
Cross-referenced: Kiss, Attila. "11th Century Khazar Rings from Hungary with Hebrew Letters and Signs." Acta Archaeologica Academiae Scientiarum Hungaricae 22 (1970): 341-348.
Cross-referenced: Scheiber, Alexander (Sándor). Jewish Inscriptions in Hungary from the 3rd Century to 1686. Budapest: Akadémiai Kiadó, 1983.
Cross-referenced: Soric, Ante, et al., eds. Jews in Yugoslavia: Muzejski prostor, Zagreb, Jezuitski trg 4. Trans. Mira Vlatkovic and Sonia Wild-Bicanic. Zagreb, Croatia: MGC, 1989. English translation of the Serbo-Croatian book Zidovi na tlu Jugoslavije: Muzejski prostor Zagreb, 14.IV.-12.VI.1988, which was published in 1988 by Muzejski prostor. See page 28 of the English edition for discussion of graves of pagans and Jews at Chelarevo (some containing inscribed Hebrew words and Jewish symbols), and pages 21-22 for photographs of two Jewish stones.
And finally a web site about I've never heard before but provides some interesting information.
http://www.imninalu.net/Khazars.htm
http://www.imninalu.net/Huns.htm