Bilel Sanhaji : Citation Profile


Are you Bilel Sanhaji?

Université Paris-Saint-Denis (Paris VIII)

2

H index

1

i10 index

19

Citations

RESEARCH PRODUCTION:

4

Articles

14

Papers

RESEARCH ACTIVITY:

   8 years (2015 - 2023). See details.
   Cites by year: 2
   Journals where Bilel Sanhaji has often published
   Relations with other researchers
   Recent citing documents: 0.    Total self citations: 2 (9.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa1453
   Updated: 2024-07-05    RAS profile: 2023-09-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Goutte, Stéphane (4)

Guerreiro, David (2)

Chevallier, Julien (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)

Teräsvirta, Timo (2)

Amendola, Alessandra (2)

Silvennoinen, Annastiina (2)

Conrad, Christian (2)

Billio, Monica (1)

Chuffart, Thomas (1)

Sucarrat, Genaro (1)

Casarin, Roberto (1)

Flachaire, Emmanuel (1)

Engle, Robert (1)

Cites to:

Bollerslev, Tim (30)

Andersen, Torben (16)

Engle, Robert (14)

Diebold, Francis (14)

Iwasaki, Ichiro (11)

Teräsvirta, Timo (11)

de Haan, Jakob (10)

PEGUIN-FEISSOLLE, Anne (10)

Selmi, Refk (10)

bouoiyour, jamal (10)

Stanley, T. (10)

Main data


Where Bilel Sanhaji has published?


Working Papers Series with more than one paper published# docs
Post-Print / HAL12

Recent works citing Bilel Sanhaji (2024 and 2023)


YearTitle of citing document

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 nother version. Agregated cites: 0
paper
2017Testing for Nonlinearity in Conditional Covariances In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]
article0
2017Testing for nonlinearity in conditional covariances.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2017Testing for Nonlinearity in Conditional Covariances.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2023Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum In: Econometrics.
[Full Text][Citation analysis]
article0
2023Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum.(2023) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2023Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum.(2023) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
In: .
[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]
paper2
2015Volatility spillovers across daytime and overnight information between China and world equity markets In: Post-Print.
[Citation analysis]
paper2
2016Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH Models In: Post-Print.
[Full Text][Citation analysis]
paper0
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 nother version. Agregated cites: 2
article
2019Financial Mathematics, Volatility and Covariance Modelling In: Post-Print.
[Citation analysis]
paper11
2019International Financial Markets In: Post-Print.
[Citation analysis]
paper2
2021Routledge Advances in Applied Financial Econometrics In: Post-Print.
[Citation analysis]
paper0
2021Routledge Advances in Applied Financial Econometrics.(2021) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 27 2024. Contact: CitEc Team