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 61
International Financial Markets 0 0 0 0 0 2 12 81
Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices 0 0 0 0 1 2 3 4
Routledge Advances in Applied Financial Econometrics 0 0 0 0 0 3 5 6
Routledge Advances in Applied Financial Econometrics 0 0 0 0 1 1 3 3
Testing for Nonlinearity in Conditional Covariances 0 0 0 0 0 1 3 5
Testing for nonlinearity in conditional covariances 0 0 0 0 1 1 3 9
Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix) 0 0 0 14 0 2 3 29
Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix) 0 0 0 88 0 2 4 102
Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH Models 0 0 0 0 1 1 1 1
Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum 0 0 0 0 8 14 22 26
Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum 0 0 1 1 4 5 9 11
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 17 35 74 342
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 4 4 15 23 37 46
Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices 0 0 0 3 1 1 4 15
Testing for Nonlinearity in Conditional Covariances 0 0 0 6 0 2 6 40
Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH Models 0 0 0 11 0 2 5 52
Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum 0 0 2 3 6 7 15 25
Volatility spillovers across daytime and overnight information between China and world equity markets 0 0 0 9 1 1 2 62
Total Journal Articles 1 2 6 36 23 36 69 240

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Statistics updated 2026-01-09