Bilel Sanhaji : Citation Profile


Are you Bilel Sanhaji?

Université Paris-Saint-Denis (Paris VIII)

2

H index

0

i10 index

13

Citations

RESEARCH PRODUCTION:

2

Articles

7

Papers

RESEARCH ACTIVITY:

   4 years (2015 - 2019). See details.
   Cites by year: 3
   Journals where Bilel Sanhaji has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 1 (7.14 %)

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   Permalink: http://citec.repec.org/psa1453
   Updated: 2022-01-23    RAS profile: 2021-09-28    
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Relations with other researchers


Works with:

Chevallier, Julien (2)

Goutte, Stéphane (2)

Guerreiro, David (2)

Saglio, Sophie (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Bilel Sanhaji.

Is cited by:

Gallo, Giampiero (2)

Amendola, Alessandra (2)

Chuffart, Thomas (1)

Flachaire, Emmanuel (1)

Sucarrat, Genaro (1)

Engle, Robert (1)

Casarin, Roberto (1)

Billio, Monica (1)

Conrad, Christian (1)

Cites to:

Bollerslev, Tim (15)

Selmi, Refk (10)

bouoiyour, jamal (10)

Stanley, T. (10)

Iwasaki, Ichiro (10)

Shiller, Robert (9)

PEGUIN-FEISSOLLE, Anne (9)

Kim, Jae (8)

Campbell, John (7)

Engle, Robert (7)

Arteche, Josu (7)

Main data


Where Bilel Sanhaji has published?


Working Papers Series with more than one paper published# docs
Post-Print / HAL5

Recent works citing Bilel Sanhaji (2021 and 2020)


YearTitle of citing document
2020Doubly Multiplicative Error Models with Long- and Short-run Components. (2020). Amendola, Alessandra ; Gallo, Giampiero M ; Cipollini, Fabrizio ; Candila, Vincenzo. In: Papers. RePEc:arx:papers:2006.03458.

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2021Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model. (2021). Gallo, Giampiero ; Amendola, Alessandra ; Candila, Vincenzo. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:12-28.

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2020Meta-analysis in finance research: Opportunities, challenges, and contemporary applications. (2020). Hang, Markus ; Geyer-Klingeberg, Jerome ; Rathgeber, Andreas. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s105752192030168x.

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2021Identification of volatility proxies as expectations of squared financial returns. (2021). Sucarrat, Genaro. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1677-1690.

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2020General Compound Hawkes Processes in Limit Order Books. (2020). Huffman, Aiden ; Swishchuk, Anatoliy. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:28-:d:332592.

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2021Merton Investment Problems in Finance and Insurance for the Hawkes-Based Models. (2021). Swishchuk, Anatoliy. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:6:p:108-:d:568047.

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2020Identification of Volatility Proxies as Expectations of Squared Financial Return. (2020). Sucarrat, Genaro. In: MPRA Paper. RePEc:pra:mprapa:101953.

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2021Modelling Volatility Cycles: The (MF)2 GARCH Model. (2021). Engle, Robert F ; Conrad, Christian. In: Working Paper series. RePEc:rim:rimwps:21-05.

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Works by Bilel Sanhaji:


YearTitleTypeCited
2015Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix) In: AMSE Working Papers.
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2015Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix).(2015) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2017Testing for Nonlinearity in Conditional Covariances In: Journal of Time Series Econometrics.
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2017Testing for nonlinearity in conditional covariances.(2017) In: Post-Print.
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This paper has another version. Agregated cites: 0
paper
2016Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH Models In: Post-Print.
[Citation analysis]
paper1
2015Volatility spillovers across daytime and overnight information between China and world equity markets In: Post-Print.
[Citation analysis]
paper2
2015Volatility spillovers across daytime and overnight information between China and world equity markets.(2015) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2019Financial Mathematics, Volatility and Covariance Modelling In: Post-Print.
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paper8
2019International Financial Markets In: Post-Print.
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paper2

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