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 2 6 11 62
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 2 2 4 116
Cyclical Mackey Glass Model for Oil Bull Seasonal 0 0 0 37 1 4 7 154
Cyclical Mackey Glass Model for Oil Bull Seasonal 0 0 0 13 0 0 1 28
Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach 0 0 0 74 2 4 5 55
Identification non paramétrique d’un processus non linéaire hétéroscédastique 0 0 0 2 2 3 4 14
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 0 0 1 157
Measuring Success: Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach 0 0 1 11 0 1 3 33
Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model 0 0 0 11 4 5 8 53
Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model 0 0 0 31 1 1 3 54
Nonparametric Analysis of Financial Time Series by the Kernel Methodology 0 0 0 202 0 1 2 529
Rare Events in the American GDP Time Series, 1790-Present: Fact or Artefact 0 0 1 19 1 2 5 53
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence 0 0 0 110 1 4 8 235
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence 0 0 0 9 1 2 5 50
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence 0 0 0 0 0 1 1 26
TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION 0 0 0 21 3 3 4 27
TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION 0 0 0 5 0 2 6 18
Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors 0 0 1 4 2 4 6 40
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 0 1 4 9
Un essai de prévision non paramétrique de l'action France Télécom 0 0 0 6 1 4 5 60
اختبار العلاقة السببية والتكامل المشترك بين الادخار والاستثمار في الاقتصاد الجزائري خلال الفترة (1970ـ2011) 2 4 15 368 3 9 39 1,382
اختبار القدرة على التنبؤ بعوائد مؤشر سوق الدار البيضاء المالي من 2007 إلى 2011 0 0 1 31 0 1 6 224
استخدام نماذج ARCH لنمذجة تقلبات أسعار الأسهم في سوق المال السعودي - دراسة حالة شركة اتحاد اتصالات السعودية – 0 0 1 58 2 2 6 289
تحليل سلوك مبيعات الكهرباء الموجه للقطاع العائلي في ظل وجود التقلبات الموسمية باستخدام نماذج SARIMA 0 0 1 16 0 2 7 75
تقدير دالة الادخار العائلي في الجزائر 1970-2005 0 0 0 44 0 2 4 247
Total Working Papers 2 4 26 1,227 28 69 160 4,045

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 1 1 17 1 2 6 58
L'efficience du marché boursier parisien: une analyse cliométrique et non paramétrique du temps présent 0 1 1 69 2 3 3 229
Nonparametric NAR-ARCH Modelling of Stock Prices by the Kernel Methodology 0 0 0 26 1 2 8 95
Nonparametric analysis of financial time series by the Kernel methodology 0 0 0 19 0 2 2 73
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 0 0 0 64
Testing the CAPM-GARCH Models in the GCC-Wide Equity Sectors 0 0 0 8 0 0 2 20
Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation 0 0 1 16 1 2 7 28
The Asymmetric Effect of COVID-19 Pandemic on the US Market Risk Premium: Evidence from AEGAS-M Model 0 3 5 5 1 7 9 9
The Dynamic Relationship between Oil and Wheat Markets 0 0 1 31 2 4 7 82
The Reichsbank: a nonparametric modelling of historical time series 0 0 0 18 1 2 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 0 0 2 55
Total Journal Articles 0 5 9 241 9 24 48 844

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Statistics updated 2025-12-06