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:

   9 years (2015 - 2024). See details.
   Cites by year: 2
   Journals where Bilel Sanhaji has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 2 (7.41 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa1453
   Updated: 2026-01-17    RAS profile: 2025-01-07
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Relations with other researchers

Works with:

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:

Teräsvirta, Timo (3)

Silvennoinen, Annastiina (3)

Conrad, Christian (2)

Gallo, Giampiero (2)

Amendola, Alessandra (2)

Chuffart, Thomas (1)

Billio, Monica (1)

Sucarrat, Genaro (1)

Flachaire, Emmanuel (1)

Casarin, Roberto (1)

Engle, Robert (1)

Cites to:

Bollerslev, Tim (30)

Andersen, Torben (16)

Diebold, Francis (14)

Engle, Robert (14)

Teräsvirta, Timo (11)

Iwasaki, Ichiro (11)

Stanley, T. (10)

Selmi, Refk (10)

PEGUIN-FEISSOLLE, Anne (10)

de Haan, Jakob (10)

bouoiyour, jamal (10)

Main data

Where Bilel Sanhaji has published?

Working Papers Series with more than one paper published	# docs
Post-Print / HAL	13

Recent works citing Bilel Sanhaji (2025 and 2024)

Year	Title of citing document
2024	Cryptocurrency systematic risk dynamics. (2024). Reeves, Jonathan J ; Lee, John B ; Jayasuriya, Dulani ; Doan, Bao. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524002726. Full description at Econpapers \|\| Download paper
2024	Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model. (2024). Teräsvirta, Timo ; Terasvirta, Timo ; Silvennoinen, Annastiina. In: Econometrics and Statistics. RePEc:eee:ecosta:v:32:y:2024:i:c:p:57-72. Full description at Econpapers \|\| Download paper
2025	Asymmetric connectedness in the Chinese stock sectors: Overnight and daytime return spillovers. (2025). Yuan, Xianghui ; Zhao, Chencheng ; Long, Jun ; Li, Xiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003378. Full description at Econpapers \|\| Download paper
2025	Forecasting Beta Using Ultra High Frequency Data. (2025). Zhou, Jian. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:485-496. 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 nother 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 nother version. Agregated cites: 0	paper
2017	Testing for Nonlinearity in Conditional Covariances.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0	paper
2023	Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum In: Econometrics. [Full Text][Citation analysis]	article	2
2023	Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum.(2023) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2	paper
2023	Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum.(2023) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2	paper
2024	Collapse of Silicon Valley Bank and USDC Depegging: A Machine Learning Experiment In: FinTech. [Full Text][Citation analysis]	article	0
2023	Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices In: Stats. [Full Text][Citation analysis]	article	0
2023	Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices.(2023) In: Post-Print. [Citation analysis] This paper has nother 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	3
2016	Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH Models In: Post-Print. [Full Text][Citation analysis]	paper	1
2015	Volatility spillovers across daytime and overnight information between China and world equity markets In: Post-Print. [Citation analysis]	paper	3
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 nother version. Agregated cites: 3	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	3
2021	Routledge Advances in Applied Financial Econometrics In: Post-Print. [Citation analysis]	paper	0
2021	Routledge Advances in Applied Financial Econometrics.(2021) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0	paper