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Details about Bilel Sanhaji

Workplace:Laboratoire d'Économie Dionysien (LED) (Saint-Denis Economics Laboratory), Université Paris-Saint-Denis (Paris VIII) (University of Paris 8), (more information at EDIRC)

Access statistics for papers by Bilel Sanhaji.

Last updated 2021-09-28. Update your information in the RePEc Author Service.

Short-id: psa1453


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Working Papers

2019

  1. Financial Mathematics, Volatility and Covariance Modelling
    Post-Print, HAL View citations (10)
  2. International Financial Markets
    Post-Print, HAL View citations (1)

2017

  1. Testing for nonlinearity in conditional covariances
    Post-Print, HAL
    See also Journal Article in Journal of Time Series Econometrics (2017)

2016

  1. Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH Models
    Post-Print, HAL View citations (2)
    See also Journal Article in Annals of Economics and Statistics (2016)

2015

  1. Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix)
    AMSE Working Papers, Aix-Marseille School of Economics, France Downloads
    Also in Working Papers, HAL (2015) Downloads View citations (1)
  2. Volatility spillovers across daytime and overnight information between China and world equity markets
    Post-Print, HAL View citations (2)
    See also Journal Article in Applied Economics (2015)

Journal Articles

2017

  1. Testing for Nonlinearity in Conditional Covariances
    Journal of Time Series Econometrics, 2017, 9, (2), 22 Downloads
    See also Working Paper (2017)

2016

  1. Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH Models
    Annals of Economics and Statistics, 2016, (123-124), 77-101 Downloads View citations (1)
    See also Working Paper (2016)

2015

  1. Volatility spillovers across daytime and overnight information between China and world equity markets
    Applied Economics, 2015, 47, (50), 5407-5431 Downloads View citations (2)
    See also Working Paper (2015)
 
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