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 58
International Financial Markets 0 0 0 0 0 0 1 69
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 1 2 2 2
Routledge Advances in Applied Financial Econometrics 0 0 0 0 0 0 1 1
Testing for Nonlinearity in Conditional Covariances 0 0 0 0 0 0 2 2
Testing for nonlinearity in conditional covariances 0 0 0 0 1 2 3 7
Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix) 0 0 0 88 0 1 1 99
Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix) 0 0 0 14 0 1 1 26
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 4 5
Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum 0 0 0 0 0 0 1 2
Volatility spillovers across daytime and overnight information between China and world equity markets 0 0 0 0 2 3 4 4
Total Working Papers 0 0 0 102 5 12 25 276
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 0 11 11 11
Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices 0 0 1 3 0 0 5 11
Testing for Nonlinearity in Conditional Covariances 0 0 0 6 2 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 1 1 2 2 1 2 6 12
Volatility spillovers across daytime and overnight information between China and world equity markets 0 0 0 9 1 1 1 61
Total Journal Articles 1 1 3 31 4 16 25 178

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Statistics updated 2025-03-03