Bilel Sanhaji : Citation Profile


Are you Bilel Sanhaji?

Université Paris-Saint-Denis (Paris VIII)

2

H index

0

i10 index

9

Citations

RESEARCH PRODUCTION:

2

Articles

6

Papers

RESEARCH ACTIVITY:

   4 years (2015 - 2019). See details.
   Cites by year: 2
   Journals where Bilel Sanhaji has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 1 (10 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psa1453
   Updated: 2020-10-17    RAS profile: 2019-10-11    
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Relations with other researchers


Works with:

PEGUIN-FEISSOLLE, Anne (3)

Chevallier, Julien (2)

Guerreiro, David (2)

Saglio, Sophie (2)

Goutte, Stéphane (2)

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

Is cited by:

Chuffart, Thomas (1)

Casarin, Roberto (1)

Flachaire, Emmanuel (1)

Gallo, Giampiero (1)

Sucarrat, Genaro (1)

Amendola, Alessandra (1)

Billio, Monica (1)

Cites to:

PEGUIN-FEISSOLLE, Anne (9)

Teräsvirta, Timo (6)

Castle, Jennifer (4)

Hendry, David (4)

Engle, Robert (4)

Sucarrat, Genaro (3)

Bollerslev, Tim (3)

Harvey, Andrew (3)

Silvennoinen, Annastiina (2)

Sheppard, Kevin (2)

Strikholm, Birgit (2)

Main data


Where Bilel Sanhaji has published?


Working Papers Series with more than one paper published# docs
Post-Print / HAL4

Recent works citing Bilel Sanhaji (2020 and 2019)


YearTitle of citing document
2019Opinion Dynamics and Disagreements on Financial Networks. (2019). Casarin, Roberto ; Billio, Monica ; Frattarolo, Lorenzo ; Costola, Michele. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:4:p:24-51.

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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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2019Quantitative and Comparative Analyses of Limit Order Books with General Compound Hawkes Processes. (2019). Swishchuk, Anatoliy ; He, Qiyue. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:110-:d:282628.

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

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2019Heterogeneous component multiplicative error models for forecasting trading volumes. (2019). Storti, Giuseppe ; Naimoli, Antonio. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1332-1355.

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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.
[Full Text][Citation analysis]
paper0
2015Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix).(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2017Testing for Nonlinearity in Conditional Covariances In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]
article0
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.
[Citation analysis]
paper5
2019International Financial Markets In: Post-Print.
[Citation analysis]
paper1

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