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Sanhaji, Bilel
21  results:
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1

Tracking 'Pure' Systematic Risk with Realized Betas for Bit..:

Sanhaji, Bilel ; Chevallier, Julien
Econometrics.  11 (2023)  3 - p. 19 , 2023
Link: https://doi.org/10.3390/..
 
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2

Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin a..:

Chevallier, Julien ; Sanhaji, Bilel
Stats.  6 (2023)  4 - p. 1339-1370 , 2023
Link: https://doi.org/10.3390/..
 
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3

Testing for Nonlinearity in Conditional Covariances:

Sanhaji, Bilel
Journal of Time Series Econometrics.  9 (2017)  2 - p. , 2017
Link: https://doi.org/10.1515/..
 
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4

Volatility spillovers across daytime and overnight informat..:

, In: Applied economics
Hua, Jian ; Sanhaji, Bilel. (2015)  49/51 - p. 5407-5431
Copies: Zentrale;
 
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5

Volatility spillovers across daytime and overnight informat..:

Hua, Jian ; Sanhaji, Bilel
Applied Economics.  47 (2015)  50 - p. 5407-5431 , 2015
Link: https://doi.org/10.1080/..
 
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6

Tests of the Constancy of Conditional Correlations of Unkno..:

Anne Péguin-Feissolle ; Bilel Sanhaji
Annals of Economics and Statistics / Annales d'Économie et de Statistique.  , 2016
Link: https://www.jstor.org/st..
 
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7

Tracking 'Pure' Systematic Risk with Realized Betas for Bit..:

Sanhaji, Bilel ; Chevallier, Julien
info:eu-repo/semantics/altIdentifier/doi/10.3390/econometrics11030019.  , 2023
Link: https://shs.hal.science/..
 
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8

Tracking 'Pure' Systematic Risk with Realized Betas for Bit..:

Sanhaji, Bilel ; Chevallier, Julien
info:eu-repo/semantics/altIdentifier/doi/10.3390/econometrics11030019.  , 2023
Link: https://shs.hal.science/..
 
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9

Tracking 'Pure' Systematic Risk with Realized Betas for Bit..:

Sanhaji, Bilel ; Chevallier, Julien
info:eu-repo/semantics/altIdentifier/doi/10.3390/econometrics11030019.  , 2023
Link: https://shs.hal.science/..
 
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10

Tests of the Constancy of Conditional Correlations of Unkno..:

Peguin-Feissolle, Anne ; Sanhaji, Bilel
info:eu-repo/semantics/altIdentifier/doi/10.15609/annaeconstat2009.123-124.0077.  , 2016
Link: https://hal.science/hal-..
 
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11

Tests of the Constancy of Conditional Correlations of Unkno..:

Peguin-Feissolle, Anne ; Sanhaji, Bilel
info:eu-repo/semantics/altIdentifier/doi/10.15609/annaeconstat2009.123-124.0077.  , 2016
Link: https://hal.science/hal-..
 
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12

Tests of the Constancy of Conditional Correlations of Unkno..:

Peguin-Feissolle, Anne ; Sanhaji, Bilel
info:eu-repo/semantics/altIdentifier/doi/10.15609/annaeconstat2009.123-124.0077.  , 2016
Link: https://hal.science/hal-..
 
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13

Tests of the Constancy of Conditional Correlations of Unkno..:

Peguin-Feissolle, Anne ; Sanhaji, Bilel
info:eu-repo/semantics/altIdentifier/doi/10.15609/annaeconstat2009.123-124.0077.  , 2016
Link: https://hal.science/hal-..
 
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14

Tests of the Constancy of Conditional Correlations of Unkno..:

Peguin-Feissolle, Anne ; Sanhaji, Bilel
info:eu-repo/semantics/altIdentifier/doi/10.15609/annaeconstat2009.123-124.0077.  , 2016
Link: https://hal.science/hal-..
 
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15

Testing the Constancy of Conditional Correlations in Multiv..:

Péguin-Feissolle, Anne ; Sanhaji, Bilel
halshs-01133751.  , 2015
Link: https://shs.hal.science/..
 
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