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 0 19 3 4 16 70
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 6 6 11 124
Cyclical Mackey Glass Model for Oil Bull Seasonal 0 0 0 37 1 3 12 160
Cyclical Mackey Glass Model for Oil Bull Seasonal 0 0 0 13 2 4 9 36
Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach 0 0 0 74 4 7 16 66
Identification non paramétrique d’un processus non linéaire hétéroscédastique 0 0 0 2 3 4 9 20
L'efficience du marché boursier parisien: une analyse cliométrique et non paramétrique du temps présent 0 0 0 0 2 2 3 7
MODELISATION SEMIFARMA-HYGARCH DE LA PERSISTANCE DU COURS DU DOW JONES 0 0 1 47 2 3 5 161
Measuring Success: Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach 0 0 0 11 1 2 9 41
Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model 0 0 0 31 3 7 12 64
Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model 0 0 0 11 2 3 13 60
Nonparametric Analysis of Financial Time Series by the Kernel Methodology 0 0 0 202 3 3 7 535
Rare Events in the American GDP Time Series, 1790-Present: Fact or Artefact 0 0 1 19 6 7 16 64
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence 0 0 0 110 5 5 18 247
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence 0 0 0 0 0 1 4 29
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence 0 0 0 9 0 0 8 53
TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION 0 0 0 21 2 2 13 36
TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION 0 0 1 6 2 3 10 25
Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors 0 0 0 4 1 3 8 44
Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors 0 0 0 25 3 5 13 60
Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation 0 0 0 2 3 4 9 17
Un essai de prévision non paramétrique de l'action France Télécom 0 0 0 6 4 4 17 73
اختبار العلاقة السببية والتكامل المشترك بين الادخار والاستثمار في الاقتصاد الجزائري خلال الفترة (1970ـ2011) 1 3 12 372 6 9 34 1,399
اختبار القدرة على التنبؤ بعوائد مؤشر سوق الدار البيضاء المالي من 2007 إلى 2011 0 1 2 32 5 7 11 233
استخدام نماذج ARCH لنمذجة تقلبات أسعار الأسهم في سوق المال السعودي - دراسة حالة شركة اتحاد اتصالات السعودية – 0 0 0 58 2 3 9 295
تحليل سلوك مبيعات الكهرباء الموجه للقطاع العائلي في ظل وجود التقلبات الموسمية باستخدام نماذج SARIMA 0 0 1 16 0 0 7 78
تقدير دالة الادخار العائلي في الجزائر 1970-2005 0 0 1 45 3 4 12 256
Total Working Papers 1 4 20 1,234 74 105 311 4,253

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 2 12 65
Investigating the impact of the Covid-19 pandemic on stock markets volatility in USA and Europe 0 1 3 3 1 5 8 8
L'efficience du marché boursier parisien: une analyse cliométrique et non paramétrique du temps présent 0 0 1 69 1 2 9 235
Nonparametric NAR-ARCH Modelling of Stock Prices by the Kernel Methodology 0 0 0 26 2 6 16 107
Nonparametric analysis of financial time series by the Kernel methodology 0 0 0 19 0 4 10 81
Persistance des chocs de volatilité et le marché boursier: modélisation SEMIFARMA-FIGARCH 0 0 0 20 2 2 3 56
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence 0 0 0 12 2 2 4 68
Testing the CAPM-GARCH Models in the GCC-Wide Equity Sectors 0 0 0 8 2 2 7 26
Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation 0 0 1 17 3 4 17 42
The Asymmetric Effect of COVID-19 Pandemic on the US Market Risk Premium: Evidence from AEGAS-M Model 0 1 6 6 1 6 20 20
The Dynamic Relationship between Oil and Wheat Markets 0 1 1 32 4 7 16 94
The Reichsbank: a nonparametric modelling of historical time series 0 0 0 18 0 2 7 83
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 8 63
Total Journal Articles 0 3 13 247 18 45 137 948

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Statistics updated 2026-05-06