| Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH Models A Péguin-Feissolle, B Sanhaji Annals of Economics and Statistics/Annales d'Économie et de Statistique, 77-101, 2016 | 4 | 2016 |
| Volatility spillovers across daytime and overnight information between China and world equity markets J Hua, B Sanhaji Applied Economics 47 (50), 5407-5431, 2015 | 4 | 2015 |
| Financial Mathematics, Volatility and Covariance Modelling J Chevallier, S Goutte, D Guerreiro, S Saglio, B Sanhaji Routledge, 2019 | 3 | 2019 |
| Tracking ‘Pure’Systematic Risk with Realized Betas for Bitcoin and Ethereum B Sanhaji, J Chevallier Econometrics 11 (3), 19, 2023 | 1 | 2023 |
| International financial markets J Chevallier, S Goutte, D Guerreiro, S Saglio, B Sanhaji Routledge, 2019 | 1 | 2019 |
| Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix) A Péguin-Feissolle, B Sanhaji | 1 | 2015 |
| Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices J Chevallier, B Sanhaji Stats 6 (4), 1339-1370, 2023 | | 2023 |
| Routledge Advances in Applied Financial Econometrics J Chevallier, S Goutte, D Guerreiro, S Saglio, B Sanhaji HAL Post-Print, 2021 | | 2021 |
| International Financial Markets S Goutte, D Guerreiro, B Sanhaji, S Saglio, J Chevallier Routledge, 2019 | | 2019 |
| International Financial Markets: Volume 1 B Sanhaji Routledge, 2019 | | 2019 |
| Financial Mathematics, Volatility and Covariance Modelling: Volume 2 B Sanhaji Routledge, 2019 | | 2019 |
| Testing for nonlinearity in conditional covariances B Sanhaji Journal of Time Series Econometrics 9 (2), 20160010, 2017 | | 2017 |
