Citation profile for Bilel Sanhaji

Bilel Sanhaji : Citation Profile

Université Paris-Saint-Denis (Paris VIII)

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   4 years (2015 - 2019). See details.
   Cites by year: 4
   Journals where Bilel Sanhaji has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 1 (5.56 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa1453
   Updated: 2023-05-27    RAS profile: 2023-05-23
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Relations with other researchers

Works with:

Guerreiro, David (2)

Saglio, Sophie (2)

Goutte, Stéphane (2)

Chevallier, Julien (2)

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

Is cited by:

Amendola, Alessandra (2)

Teräsvirta, Timo (2)

Gallo, Giampiero (2)

Conrad, Christian (2)

Casarin, Roberto (1)

Chuffart, Thomas (1)

Sucarrat, Genaro (1)

Flachaire, Emmanuel (1)

Engle, Robert (1)

Billio, Monica (1)

Cites to:

Bollerslev, Tim (15)

Teräsvirta, Timo (11)

Selmi, Refk (10)

Stanley, T. (10)

Iwasaki, Ichiro (10)

PEGUIN-FEISSOLLE, Anne (10)

bouoiyour, jamal (10)

de Haan, Jakob (9)

Shiller, Robert (9)

Doucouliagos, Chris (8)

Kim, Jae (8)

Main data

Where Bilel Sanhaji has published?

Working Papers Series with more than one paper published	# docs
Post-Print / HAL	5

Recent works citing Bilel Sanhaji (2022 and 2021)

Year	Title of citing document
2022	A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model. (2022). TerÃ¤svirta, Timo ; Wade, Glen ; Terasvirta, Timo ; Silvennoinen, Annastiina ; Jakobsen, Johan Stax ; Kang, Jian. In: CREATES Research Papers. RePEc:aah:create:2022-01. Full description at Econpapers \|\| Download paper
2021	Choosing 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. Full description at Econpapers \|\| Download paper
2021	Hawkes processes in insurance: Risk model, application to empirical data and optimal investment. (2021). Zeller, Gabriela ; Zagst, Rudi ; Swishchuk, Anatoliy. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pa:p:107-124. Full description at Econpapers \|\| Download paper
2021	Identification 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. Full description at Econpapers \|\| Download paper
2021	Merton 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. Full description at Econpapers \|\| Download paper
2021	Modelling Volatility Cycles: The (MF)2 GARCH Model. (2021). Engle, Robert F ; Conrad, Christian. In: Working Paper series. RePEc:rim:rimwps:21-05. Full description at Econpapers \|\| Download paper

Works by Bilel Sanhaji:

Year	Title	Type	Cited
2015	Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix) In: AMSE Working Papers. [Full Text][Citation analysis]	paper	0
2015	Testing 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
2017	Testing for Nonlinearity in Conditional Covariances In: Journal of Time Series Econometrics. [Full Text][Citation analysis]	article	0
2017	Testing for nonlinearity in conditional covariances.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0	paper
2016	Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH Models In: Post-Print. [Citation analysis]	paper	2
2015	Volatility spillovers across daytime and overnight information between China and world equity markets In: Post-Print. [Citation analysis]	paper	2
2015	Volatility 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
2019	Financial Mathematics, Volatility and Covariance Modelling In: Post-Print. [Citation analysis]	paper	11
2019	International Financial Markets In: Post-Print. [Citation analysis]	paper	2