Bilel SANHAJI
Item
- Title
- Bilel SANHAJI
- Given name
- Bilel
- familyName
- SANHAJI
- birthday
- 1981
- Status
- MCF
- Identifier
- scanr:idref189356464
- Is Part Of
- LED
- Has Part
- Macro
- personal mailbox
- bilel.sanhaji@univ-paris8.fr
- Début de recherche
- 09/01/2015
- Nomenclature CNU
- CNU 05
- firstName
- Bilel
- Subject
-
Volatility
- Rank
- 4
-
GARCH
- Rank
- 3
-
covariance
- Rank
- 3
-
Multivariate GARCH
- Rank
- 3
-
Bitcoin
- Rank
- 2
-
Ethereum
- Rank
- 2
-
Routledge
- Rank
- 2
-
Financial Econometrics
- Rank
- 2
-
Financial Markets
- Rank
- 2
-
Quantitative Trading
- Rank
- 2
-
Taylor expansion
- Rank
- 2
-
Neural network
- Rank
- 2
-
Mathématiques financières
- Rank
- 2
-
Modèles économétriques
- Rank
- 2
-
ARCH, Modèles
- Rank
- 2
-
Marché financier
- Rank
- 2
-
Scalar
- Rank
- 2
-
BEKK
- Rank
- 2
-
Estimators
- Rank
- 1
- list of contributors
- Julien CHEVALLIER
- Stéphane Goutte
- David GUERREIRO
- Sophie SAGLIO-ROSSINI
- Anne Péguin-Feissolle
- member
-
Laboratoire d'économie dionysien
- Start
- 2015-01-01T00:00:00
- End
- 2023-12-31T00:00:00
-
Paris 8 University Université Paris 8 Vincennes – Saint-Denis
- Start
- 2015-01-01T00:00:00
- End
- 2023-12-31T00:00:00
-
Aix-Marseille school of economics
- Start
- 2015-01-01T00:00:00
- End
- 2015-12-31T00:00:00
-
Centrale Méditerranée
- Start
- 2015-01-01T00:00:00
- End
- 2015-12-31T00:00:00
-
Centre national de la recherche scientifique French National Centre for Scientific Research
- Start
- 2015-01-01T00:00:00
- End
- 2015-12-31T00:00:00
-
Ecole des hautes études en sciences sociales School for Advanced Studies in the Social Sciences
- Start
- 2015-01-01T00:00:00
- End
- 2015-12-31T00:00:00
-
Aix-Marseille Université Aix-Marseille University
- Start
- 2014-01-01T00:00:00
- End
- 2015-12-31T00:00:00
- publications
-
Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices
- Is Referenced By
- doi10.3390/stats6040082
- status
- author
-
Routledge Advances in Applied Financial Econometrics : International Financial Markets Volume 1
- Is Referenced By
- halhalshs-04250218
- status
- author
-
Routledge Advances in Applied Financial Econometrics : Financial Mathematics, Volatility and Covariance Modelling Volume 2
- Is Referenced By
- halhalshs-04250213
- status
- author
-
Financial Mathematics, Volatility and Covariance Modelling
- Is Referenced By
- halhalshs-02183052
- status
- author
-
International Financial Markets
- Is Referenced By
- halhalshs-02183053
- status
- author
-
International financial markets
- Is Referenced By
- sudoc245285865
- status
- author
-
Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix)
- Is Referenced By
- halhalshs-01133751
- status
- author
-
Modélisation multivariée hétéroscédastique et transmission financière
- Is Referenced By
- nnt2014aixm2029
- status
- author
-
Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum
- Is Referenced By
- doi10.3390/econometrics11030019
- status
- author
-
Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH Models
- Is Referenced By
- doi10.15609/annaeconstat2009.123-124.0077
- status
- author
-
Testing for Nonlinearity in Conditional Covariances
- Is Referenced By
- doi10.1515/jtse-2016-0010
- status
- author
-
Volatility spillovers across daytime and overnight information between China and world equity markets
- Is Referenced By
- doi10.1080/00036846.2015.1049335
- status
- author
- Item sets
- Enseignants Chercheurs de Paris 8
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