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 1 2 4 54
Chocs exogènes et non linéarités dans les séries boursières: Application à la modélisation non paramétrique du cours de l'action Orange 0 0 0 61 1 1 1 113
Cyclical Mackey Glass Model for Oil Bull Seasonal 0 0 1 13 0 0 1 27
Cyclical Mackey Glass Model for Oil Bull Seasonal 0 0 1 37 1 1 2 148
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 1 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 0 0 0 46 0 0 1 156
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 1 11 0 1 4 47
Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model 0 0 0 31 0 1 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 2 48
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence 0 0 0 110 0 0 2 229
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 0 0 0 45
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 1 1 4 0 1 3 36
Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors 0 0 0 25 0 1 1 47
Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation 1 1 1 2 1 3 5 8
Un essai de prévision non paramétrique de l'action France Télécom 0 0 0 6 1 1 1 56
اختبار العلاقة السببية والتكامل المشترك بين الادخار والاستثمار في الاقتصاد الجزائري خلال الفترة (1970ـ2011) 1 2 24 360 4 12 96 1,365
اختبار القدرة على التنبؤ بعوائد مؤشر سوق الدار البيضاء المالي من 2007 إلى 2011 0 0 0 30 1 3 4 222
استخدام نماذج ARCH لنمذجة تقلبات أسعار الأسهم في سوق المال السعودي - دراسة حالة شركة اتحاد اتصالات السعودية – 0 0 3 58 1 2 8 286
تحليل سلوك مبيعات الكهرباء الموجه للقطاع العائلي في ظل وجود التقلبات الموسمية باستخدام نماذج SARIMA 0 0 1 15 2 2 6 71
تقدير دالة الادخار العائلي في الجزائر 1970-2005 0 0 0 44 1 1 8 244
Total Working Papers 2 6 38 1,214 15 37 165 3,942

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 2 16 0 1 8 53
L'efficience du marché boursier parisien: une analyse cliométrique et non paramétrique du temps présent 0 0 1 68 0 0 1 226
Nonparametric NAR-ARCH Modelling of Stock Prices by the Kernel Methodology 0 0 3 26 0 3 8 91
Nonparametric analysis of financial time series by the Kernel methodology 0 0 2 19 0 0 2 71
Persistance des chocs de volatilité et le marché boursier: modélisation SEMIFARMA-FIGARCH 0 0 1 20 0 0 2 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 3 8 0 1 5 19
Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation 0 0 7 16 1 3 12 25
The Dynamic Relationship between Oil and Wheat Markets 1 1 2 31 1 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 1 1 2 55
Total Journal Articles 1 1 21 234 3 11 45 811

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-05-12