Access Statistics for Bilel Sanhaji

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Financial Mathematics, Volatility and Covariance Modelling 0 0 0 0 1 1 3 59
International Financial Markets 0 0 0 0 3 5 5 74
Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices 0 0 0 0 0 0 1 1
Routledge Advances in Applied Financial Econometrics 0 0 0 0 0 1 1 2
Routledge Advances in Applied Financial Econometrics 0 0 0 0 0 1 2 2
Testing for Nonlinearity in Conditional Covariances 0 0 0 0 1 1 3 3
Testing for nonlinearity in conditional covariances 0 0 0 0 1 2 4 8
Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix) 0 0 0 14 0 0 1 26
Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix) 0 0 0 88 0 0 1 99
Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH Models 0 0 0 0 0 0 0 0
Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum 0 0 0 0 1 3 6 7
Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum 1 1 1 1 2 3 4 5
Volatility spillovers across daytime and overnight information between China and world equity markets 0 0 0 0 0 2 3 4
Total Working Papers 1 1 1 103 9 19 34 290
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Collapse of Silicon Valley Bank and USDC Depegging: A Machine Learning Experiment 0 0 0 0 1 1 12 12
Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices 0 0 1 3 0 0 4 11
Testing for Nonlinearity in Conditional Covariances 0 0 0 6 0 2 2 36
Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH Models 0 0 0 11 0 0 0 47
Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum 0 1 2 2 1 3 6 14
Volatility spillovers across daytime and overnight information between China and world equity markets 0 0 0 9 0 1 1 61
Total Journal Articles 0 1 3 31 2 7 25 181

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Statistics updated 2025-05-12