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 2 60
International Financial Markets 0 0 0 0 1 3 12 81
Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices 0 0 0 0 1 2 2 3
Routledge Advances in Applied Financial Econometrics 0 0 0 0 0 0 2 2
Routledge Advances in Applied Financial Econometrics 0 0 0 0 3 3 5 6
Testing for Nonlinearity in Conditional Covariances 0 0 0 0 0 2 3 5
Testing for nonlinearity in conditional covariances 0 0 0 0 0 0 3 8
Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix) 0 0 0 88 2 3 4 102
Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix) 0 0 0 14 1 2 4 29
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 3 6 16 18
Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum 0 0 1 1 0 1 5 7
Volatility spillovers across daytime and overnight information between China and world equity markets 0 0 0 0 0 0 3 4
Total Working Papers 0 0 1 103 11 22 61 325
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 3 3 6 11 31 31
Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices 0 0 0 3 0 1 3 14
Testing for Nonlinearity in Conditional Covariances 0 0 0 6 2 2 6 40
Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH Models 0 0 0 11 2 4 5 52
Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum 0 0 2 3 1 1 9 19
Volatility spillovers across daytime and overnight information between China and world equity markets 0 0 0 9 0 0 1 61
Total Journal Articles 1 2 5 35 11 19 55 217

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Statistics updated 2025-12-06