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Bilel Sanhaji

Observed name: Sanhaji, Bilel
Institution: Université Paris 8
ORCID: 0000-0003-0715-4697
Observed ORCID: 0000-0003-0715-4697
OpenAlex ID: A5009010037
Collapse of Silicon Valley Bank and USDC Depegging: A Machine Learning Experiment
2024 · Papa Ousseynou Diop, Julien Chevallier, et al. · FinTech · 16
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Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum
2023 · Bilel Sanhaji, Julien Chevallier · Econometrics · 8
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Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH Models
2016 · Anne Péguin-Feissolle, Bilel Sanhaji · Annals of Economics and Statistics · 6
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Volatility spillovers across daytime and overnight information between China and world equity markets
2015 · Jian Hua, Bilel Sanhaji · Applied Economics · 3
Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices
2023 · Julien Chevallier, Bilel Sanhaji · Stats · 1
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Introduction
2019 · Julien Chevallier, Stéphane Goutte, et al. · Routledge eBooks · 1
Financial Mathematics, Volatility and Covariance Modelling
2019 · Stéphane Goutte, David Guerreiro, et al. · RePEc: Research Papers in Economics · 1
Testing for Nonlinearity in Conditional Covariances
2017 · Bilel Sanhaji · Journal of Time Series Econometrics · 1
A Test for Time-Varying Smooth Transition Conditional Covariance Models in Multivariate Time Series
2025 · Bilel Sanhaji · Studies in Nonlinear Dynamics and Econometrics
International Financial Markets
2019 · Stéphane Goutte, David Guerreiro, et al. · HAL
Introduction
2019 · Julien Chevallier, Stéphane Goutte, et al. · Routledge eBooks
Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix)
2015 · Anne Péguin-Feissolle, Bilel Sanhaji · RePEc: Research Papers in Economics
Multivariate heteroskedastic modelling and financial transmission
2014 · Bilel Sanhaji · theses.fr (ABES)
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Works count: 17
Citation count: 37
H-index: 3
I10-index: 1
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