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 0 4 64
International Financial Markets 0 0 0 0 1 2 31 109
Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices 0 0 0 0 0 0 12 13
Routledge Advances in Applied Financial Econometrics 0 0 0 0 0 0 5 7
Routledge Advances in Applied Financial Econometrics 0 0 0 0 0 1 9 12
Testing for nonlinearity in conditional covariances 0 0 0 0 0 0 3 11
Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix) 0 0 0 88 1 1 13 112
Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix) 0 0 0 14 0 1 13 40
Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH Models 0 0 0 0 0 2 7 7
Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum 0 0 0 1 0 0 17 23
Volatility spillovers across daytime and overnight information between China and world equity markets 0 0 0 0 1 1 7 11
Total Working Papers 0 0 0 103 3 8 121 409
4 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
A Test for Time-Varying Smooth Transition Conditional Covariance Models in Multivariate Time Series 0 0 0 1 1 2 10 12
Collapse of Silicon Valley Bank and USDC Depegging: A Machine Learning Experiment 0 0 6 7 3 19 116 136
Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices 0 0 0 3 0 1 8 21
Testing for Nonlinearity in Conditional Covariances 0 1 1 7 0 2 9 47
Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH Models 0 1 1 12 0 1 13 61
Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum 0 0 0 3 1 4 42 60
Volatility spillovers across daytime and overnight information between China and world equity markets 0 0 0 9 1 2 8 69
Total Journal Articles 0 2 8 42 6 31 206 406


Statistics updated 2026-09-10