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 1 18 0 1 3 52
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 0 0 0 112
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 0 0 1 147
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 0 1 10
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 0 0 10 0 0 0 30
Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model 0 0 0 31 1 1 2 52
Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model 0 0 2 11 0 1 4 46
Nonparametric Analysis of Financial Time Series by the Kernel Methodology 0 0 0 202 0 0 2 527
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 2 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 21 0 0 0 23
TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION 0 0 0 5 0 2 3 14
Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors 0 0 0 3 0 1 2 35
Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors 0 0 0 25 1 1 1 47
Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation 0 0 0 1 0 0 2 5
Un essai de prévision non paramétrique de l'action France Télécom 0 0 0 6 0 0 0 55
اختبار العلاقة السببية والتكامل المشترك بين الادخار والاستثمار في الاقتصاد الجزائري خلال الفترة (1970ـ2011) 1 6 30 359 2 12 102 1,355
اختبار القدرة على التنبؤ بعوائد مؤشر سوق الدار البيضاء المالي من 2007 إلى 2011 0 0 0 30 2 3 3 221
استخدام نماذج ARCH لنمذجة تقلبات أسعار الأسهم في سوق المال السعودي - دراسة حالة شركة اتحاد اتصالات السعودية – 0 1 3 58 1 2 9 285
تحليل سلوك مبيعات الكهرباء الموجه للقطاع العائلي في ظل وجود التقلبات الموسمية باستخدام نماذج SARIMA 0 0 1 15 0 1 4 69
تقدير دالة الادخار العائلي في الجزائر 1970-2005 0 0 2 44 0 0 12 243
Total Working Papers 1 8 43 1,209 7 27 160 3,912

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 0 7 52
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 2 3 8 90
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 1 1 5 19
Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation 0 1 11 16 0 1 13 22
The Dynamic Relationship between Oil and Wheat Markets 0 0 1 30 0 1 5 76
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 1 54
Total Journal Articles 0 1 24 233 3 7 44 803

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Statistics updated 2025-03-03