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 5 64
International Financial Markets 0 0 0 0 2 10 32 107
Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices 0 0 0 0 1 5 12 13
Routledge Advances in Applied Financial Econometrics 0 0 0 0 0 2 9 11
Routledge Advances in Applied Financial Econometrics 0 0 0 0 0 1 5 7
Testing for Nonlinearity in Conditional Covariances 0 0 0 0 1 1 4 7
Testing for nonlinearity in conditional covariances 0 0 0 0 1 2 3 11
Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix) 0 0 0 14 0 5 13 39
Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix) 0 0 0 88 2 4 12 111
Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH Models 0 0 0 0 0 2 5 5
Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum 0 0 0 1 1 4 17 23
Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum 0 0 0 0 2 4 31 39
Volatility spillovers across daytime and overnight information between China and world equity markets 0 0 0 0 1 5 6 10
Total Working Papers 0 0 0 103 12 46 154 447
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
A Test for Time-Varying Smooth Transition Conditional Covariance Models in Multivariate Time Series 0 0 1 1 1 5 10 10
Collapse of Silicon Valley Bank and USDC Depegging: A Machine Learning Experiment 1 2 7 7 22 50 104 117
Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices 0 0 0 3 0 4 9 20
Testing for Nonlinearity in Conditional Covariances 0 0 0 6 2 2 9 45
Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH Models 0 0 0 11 1 4 12 60
Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum 0 0 1 3 0 2 42 56
Volatility spillovers across daytime and overnight information between China and world equity markets 0 0 0 9 1 3 6 67
Total Journal Articles 1 2 9 40 27 70 192 375


Statistics updated 2026-06-04