Bilel Sanhaji
Names
| first: | Bilel |
| last: | Sanhaji |
Identifer
| RePEc Short-ID: | psa1453 |
Contact
| homepage: | https://www.sanhaji.net |
Affiliations
-
Université Paris-Saint-Denis (Paris VIII)
/ Laboratoire d'Économie Dionysien (LED)
- EDIRC entry
- location:
Research profile
author of:
- Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH Models (RePEc:adr:anecst:y:2016:i:123-124:p:77-101)
by Anne Péguin-Feissolle & Bilel Sanhaji - Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix) (RePEc:aim:wpaimx:1516)
by Anne Péguin-Feissolle & Bilel Sanhaji - Testing for Nonlinearity in Conditional Covariances (RePEc:bpj:jtsmet:v:9:y:2017:i:2:p:22:n:3)
by Sanhaji Bilel - Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum (RePEc:gam:jecnmx:v:11:y:2023:i:3:p:19-:d:1214066)
by Bilel Sanhaji & Julien Chevallier - Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices (RePEc:gam:jstats:v:6:y:2023:i:4:p:82-1370:d:1298480)
by Julien Chevallier & Bilel Sanhaji - Unknown item RePEc:hal:journl:hal-01448238 (paper)
- Unknown item RePEc:hal:journl:hal-01457382 (paper)
- Testing for nonlinearity in conditional covariances (RePEc:hal:journl:hal-02879361)
by Bilel Sanhaji - Testing for Nonlinearity in Conditional Covariances (RePEc:hal:journl:hal-04218462)
by Bilel Sanhaji - Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH Models (RePEc:hal:journl:hal-04218472)
by Anne Peguin-Feissolle & Bilel Sanhaji - Volatility spillovers across daytime and overnight information between China and world equity markets (RePEc:hal:journl:hal-04218479)
by Jian Hua & Bilel Sanhaji - Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum (RePEc:hal:journl:hal-04218488)
by Bilel Sanhaji & Julien Chevallier - Financial Mathematics, Volatility and Covariance Modelling (RePEc:hal:journl:halshs-02183052)
by Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier - International Financial Markets (RePEc:hal:journl:halshs-02183053)
by Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier - Routledge Advances in Applied Financial Econometrics (RePEc:hal:journl:halshs-04250213)
by Julien Chevallier & Stéphane Goutte & David Guerreiro & Sophie Saglio & Bilel Sanhaji - Routledge Advances in Applied Financial Econometrics (RePEc:hal:journl:halshs-04250218)
by Julien Chevallier & Stéphane Goutte & David Guerreiro & Sophie Saglio & Bilel Sanhaji - Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum (RePEc:hal:journl:halshs-04250353)
by Bilel Sanhaji & Julien Chevallier - Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices (RePEc:hal:journl:halshs-04344131)
by Julien Chevallier & Bilel Sanhaji - Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix) (RePEc:hal:wpaper:halshs-01133751)
by Anne Péguin-Feissolle & Bilel Sanhaji - Volatility spillovers across daytime and overnight information between China and world equity markets (RePEc:taf:applec:v:47:y:2015:i:50:p:5407-5431)
by Jian Hua & Bilel Sanhaji