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 0 2 5 63
International Financial Markets 0 0 0 0 5 21 31 102
Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices 0 0 0 0 2 6 9 10
Routledge Advances in Applied Financial Econometrics 0 0 0 0 0 3 4 6
Routledge Advances in Applied Financial Econometrics 0 0 0 0 0 3 7 9
Testing for Nonlinearity in Conditional Covariances 0 0 0 0 0 1 4 6
Testing for nonlinearity in conditional covariances 0 0 0 0 0 0 2 9
Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix) 0 0 0 14 1 6 9 35
Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix) 0 0 0 88 0 5 8 107
Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH Models 0 0 0 0 0 2 3 3
Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum 0 0 0 0 1 10 30 36
Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum 0 0 1 1 2 10 18 21
Volatility spillovers across daytime and overnight information between China and world equity markets 0 0 0 0 0 1 1 5
Total Working Papers 0 0 1 103 11 70 131 412
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 1 2 6 6 15 36 71 82
Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices 0 0 0 3 0 1 5 16
Testing for Nonlinearity in Conditional Covariances 0 0 0 6 0 3 7 43
Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH Models 0 0 0 11 0 4 9 56
Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum 0 0 1 3 1 30 42 55
Volatility spillovers across daytime and overnight information between China and world equity markets 0 0 0 9 0 2 3 64
Total Journal Articles 1 2 7 38 16 76 137 316


Statistics updated 2026-04-09