Access Statistics for Mohammed 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 0 2 19 3 7 14 65
Chocs exogènes et non linéarités dans les séries boursières: Application à la modélisation non paramétrique du cours de l'action Orange 0 0 1 62 0 2 4 116
Cyclical Mackey Glass Model for Oil Bull Seasonal 0 0 0 37 2 5 9 156
Cyclical Mackey Glass Model for Oil Bull Seasonal 0 0 0 13 2 2 3 30
Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach 0 0 0 74 0 4 5 55
Identification non paramétrique d’un processus non linéaire hétéroscédastique 0 0 0 2 1 3 5 15
L'efficience du marché boursier parisien: une analyse cliométrique et non paramétrique du temps présent 0 0 0 0 0 0 0 4
MODELISATION SEMIFARMA-HYGARCH DE LA PERSISTANCE DU COURS DU DOW JONES 0 0 1 47 1 1 2 158
Measuring Success: Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach 0 0 1 11 3 3 6 36
Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model 0 0 0 11 1 5 9 54
Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model 0 0 0 31 2 3 5 56
Nonparametric Analysis of Financial Time Series by the Kernel Methodology 0 0 0 202 1 1 3 530
Rare Events in the American GDP Time Series, 1790-Present: Fact or Artefact 0 0 1 19 1 3 6 54
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence 0 0 0 9 1 3 6 51
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence 0 0 0 110 1 5 8 236
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence 0 0 0 0 1 2 2 27
TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION 0 0 0 21 3 6 7 30
TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION 1 1 1 6 2 3 8 20
Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors 0 0 1 4 1 5 6 41
Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors 0 0 0 25 0 3 5 51
Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation 0 0 1 2 2 2 6 11
Un essai de prévision non paramétrique de l'action France Télécom 0 0 0 6 1 3 6 61
اختبار العلاقة السببية والتكامل المشترك بين الادخار والاستثمار في الاقتصاد الجزائري خلال الفترة (1970ـ2011) 0 4 12 368 3 12 37 1,385
اختبار القدرة على التنبؤ بعوائد مؤشر سوق الدار البيضاء المالي من 2007 إلى 2011 0 0 1 31 1 1 6 225
استخدام نماذج ARCH لنمذجة تقلبات أسعار الأسهم في سوق المال السعودي - دراسة حالة شركة اتحاد اتصالات السعودية – 0 0 1 58 2 4 8 291
تحليل سلوك مبيعات الكهرباء الموجه للقطاع العائلي في ظل وجود التقلبات الموسمية باستخدام نماذج SARIMA 0 0 1 16 3 5 10 78
تقدير دالة الادخار العائلي في الجزائر 1970-2005 1 1 1 45 2 3 6 249
Total Working Papers 2 6 25 1,229 40 96 192 4,085

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 17 0 1 6 58
Investigating the impact of the Covid-19 pandemic on stock markets volatility in USA and Europe 1 1 1 1 1 1 1 1
L'efficience du marché boursier parisien: une analyse cliométrique et non paramétrique du temps présent 0 0 1 69 0 2 3 229
Nonparametric NAR-ARCH Modelling of Stock Prices by the Kernel Methodology 0 0 0 26 3 5 11 98
Nonparametric analysis of financial time series by the Kernel methodology 0 0 0 19 1 2 3 74
Persistance des chocs de volatilité et le marché boursier: modélisation SEMIFARMA-FIGARCH 0 0 0 20 0 0 0 53
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence 0 0 0 12 1 1 1 65
Testing the CAPM-GARCH Models in the GCC-Wide Equity Sectors 0 0 0 8 2 2 4 22
Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation 1 1 2 17 6 8 13 34
The Asymmetric Effect of COVID-19 Pandemic on the US Market Risk Premium: Evidence from AEGAS-M Model 0 1 5 5 2 6 11 11
The Dynamic Relationship between Oil and Wheat Markets 0 0 1 31 2 6 8 84
The Reichsbank: a nonparametric modelling of historical time series 0 0 0 18 0 1 2 78
Transitory exogenous shocks in a non-linear framework: application to the cyclical behaviour of the German aggregate wage earnings 0 0 0 0 2 2 3 57
Total Journal Articles 2 3 11 243 20 37 66 864

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Statistics updated 2026-01-09