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
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

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