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 1 5 64
International Financial Markets 0 0 0 0 1 6 33 108
Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices 0 0 0 0 0 3 12 13
Routledge Advances in Applied Financial Econometrics 0 0 0 0 1 3 10 12
Routledge Advances in Applied Financial Econometrics 0 0 0 0 0 1 5 7
Testing for Nonlinearity in Conditional Covariances 0 0 0 0 0 1 4 7
Testing for nonlinearity in conditional covariances 0 0 0 0 0 2 3 11
Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix) 0 0 0 14 1 5 14 40
Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix) 0 0 0 88 0 4 12 111
Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH Models 0 0 0 0 1 3 6 6
Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum 0 0 0 1 0 2 17 23
Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum 0 0 0 0 2 5 33 41
Volatility spillovers across daytime and overnight information between China and world equity markets 0 0 0 0 0 5 6 10
Total Working Papers 0 0 0 103 6 41 160 453
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 0 3 10 10
Collapse of Silicon Valley Bank and USDC Depegging: A Machine Learning Experiment 0 1 7 7 13 48 113 130
Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices 0 0 0 3 1 5 8 21
Testing for Nonlinearity in Conditional Covariances 0 0 0 6 0 2 9 45
Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH Models 1 1 1 12 1 5 13 61
Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum 0 0 0 3 1 2 40 57
Volatility spillovers across daytime and overnight information between China and world equity markets 0 0 0 9 0 3 6 67
Total Journal Articles 1 2 9 41 16 68 199 391


Statistics updated 2026-07-10