Access Statistics for Mohamed Chikhi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analyse du choc informationnel et de l’hétéroscédasticité conditionnelle dans les flux de trésorerie 0 1 2 19 0 2 3 54
Chocs exogènes et non linéarités dans les séries boursières: Application à la modélisation non paramétrique du cours de l'action Orange 1 1 1 62 1 2 2 114
Cyclical Mackey Glass Model for Oil Bull Seasonal 0 0 0 37 0 1 1 148
Cyclical Mackey Glass Model for Oil Bull Seasonal 0 0 0 13 0 0 0 27
Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach 0 0 1 74 0 0 2 50
Identification non paramétrique d’un processus non linéaire hétéroscédastique 0 0 0 2 0 1 2 11
L'efficience du marché boursier parisien: une analyse cliométrique et non paramétrique du temps présent 0 0 0 0 0 0 1 4
MODELISATION SEMIFARMA-HYGARCH DE LA PERSISTANCE DU COURS DU DOW JONES 1 1 1 47 1 1 1 157
Measuring Success: Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach 0 1 1 11 0 2 2 32
Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model 0 0 0 11 0 1 3 47
Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model 0 0 0 31 0 0 2 52
Nonparametric Analysis of Financial Time Series by the Kernel Methodology 0 0 0 202 0 1 3 528
Rare Events in the American GDP Time Series, 1790-Present: Fact or Artefact 0 0 1 18 0 0 1 48
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence 0 0 0 0 0 0 0 25
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence 0 0 0 9 1 1 1 46
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence 0 0 0 110 0 0 2 229
TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION 0 0 0 5 0 1 4 15
TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION 0 0 0 21 0 0 0 23
Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors 0 0 0 25 0 0 1 47
Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors 0 1 1 4 0 1 3 36
Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation 0 1 1 2 0 3 5 8
Un essai de prévision non paramétrique de l'action France Télécom 0 0 0 6 0 1 1 56
اختبار العلاقة السببية والتكامل المشترك بين الادخار والاستثمار في الاقتصاد الجزائري خلال الفترة (1970ـ2011) 1 2 21 361 3 13 84 1,368
اختبار القدرة على التنبؤ بعوائد مؤشر سوق الدار البيضاء المالي من 2007 إلى 2011 0 0 0 30 0 1 4 222
استخدام نماذج ARCH لنمذجة تقلبات أسعار الأسهم في سوق المال السعودي - دراسة حالة شركة اتحاد اتصالات السعودية – 0 0 3 58 0 1 7 286
تحليل سلوك مبيعات الكهرباء الموجه للقطاع العائلي في ظل وجود التقلبات الموسمية باستخدام نماذج SARIMA 1 1 2 16 1 3 6 72
تقدير دالة الادخار العائلي في الجزائر 1970-2005 0 0 0 44 1 2 8 245
Total Working Papers 4 9 35 1,218 8 38 149 3,950

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Day-of-the-week and month-of-the-year effects on French Small-Cap Volatility: the role of asymmetry and long memory 0 0 1 16 2 3 6 55
L'efficience du marché boursier parisien: une analyse cliométrique et non paramétrique du temps présent 0 0 0 68 0 0 0 226
Nonparametric NAR-ARCH Modelling of Stock Prices by the Kernel Methodology 0 0 1 26 0 1 6 91
Nonparametric analysis of financial time series by the Kernel methodology 0 0 0 19 0 0 0 71
Persistance des chocs de volatilité et le marché boursier: modélisation SEMIFARMA-FIGARCH 0 0 0 20 0 0 1 53
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence 0 0 0 12 0 0 0 64
Testing the CAPM-GARCH Models in the GCC-Wide Equity Sectors 0 0 1 8 1 1 4 20
Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation 0 0 2 16 0 3 6 25
The Dynamic Relationship between Oil and Wheat Markets 0 1 2 31 0 2 5 78
The Reichsbank: a nonparametric modelling of historical time series 0 0 0 18 0 0 0 76
Transitory exogenous shocks in a non-linear framework: application to the cyclical behaviour of the German aggregate wage earnings 0 0 0 0 0 1 2 55
Total Journal Articles 0 1 7 234 3 11 30 814

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Statistics updated 2025-06-06