Bilel Sanhaji

Bilel Sanhaji

Université de Paris VIII - Saint-Denis / France
Others
AD Scientific Index ID: 5532226
University of Paris 8 Paris VIII University Vincennes-Saint-Denis
person_outline Bilel Sanhaji's MOST POPULAR ARTICLES
1-) Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH ModelsA Péguin-Feissolle, B SanhajiAnnals of Economics and Statistics/Annales d\\\\\\\'Économie et de Statistique, 77-101, 201642016
2-) Volatility spillovers across daytime and overnight information between China and world equity marketsJ Hua, B SanhajiApplied Economics 47 (50), 5407-5431, 201542015
3-) Financial Mathematics, Volatility and Covariance ModellingJ Chevallier, S Goutte, D Guerreiro, S Saglio, B SanhajiRoutledge, 201932019
4-) Tracking ‘Pure’Systematic Risk with Realized Betas for Bitcoin and EthereumB Sanhaji, J ChevallierEconometrics 11 (3), 19, 202322023
5-) International financial marketsJ Chevallier, S Goutte, D Guerreiro, S Saglio, B SanhajiRoutledge, 201912019