Biblio

Found 2 results
Filters: Author is Bilel Sanhaji  [Clear All Filters]
2016
Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH ModelsJournal articleAnne Péguin-Feissolle and Bilel Sanhaji, Annals of Economics and Statistics, Issue 123-124, pp. 77-101, 2016
2015
Volatility spillovers across daytime and overnight information between China and world equity marketsJournal articleJian Hua and Bilel Sanhaji, Applied Economics, Volume 47, Issue 50, pp. 5407-5431, 2015