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 0 0 17 1 2 2 51
Chocs exogènes et non linéarités dans les séries boursières: Application à la modélisation non paramétrique du cours de l'action Orange 0 0 2 61 0 0 3 112
Cyclical Mackey Glass Model for Oil Bull Seasonal 1 1 1 13 1 1 1 27
Cyclical Mackey Glass Model for Oil Bull Seasonal 1 1 1 37 1 1 1 147
Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach 0 0 0 73 0 0 4 48
Identification non paramétrique d’un processus non linéaire hétéroscédastique 0 0 0 2 0 0 1 9
L'efficience du marché boursier parisien: une analyse cliométrique et non paramétrique du temps présent 0 0 0 0 0 0 2 3
MODELISATION SEMIFARMA-HYGARCH DE LA PERSISTANCE DU COURS DU DOW JONES 0 0 0 46 1 1 2 156
Measuring Success: Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach 0 0 1 10 0 0 1 30
Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model 1 2 2 11 1 2 2 44
Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model 0 0 0 31 0 0 3 50
Nonparametric Analysis of Financial Time Series by the Kernel Methodology 0 0 0 202 0 0 1 525
Rare Events in the American GDP Time Series, 1790-Present: Fact or Artefact 0 0 2 17 1 1 6 47
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence 0 0 0 9 0 0 1 45
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 2 110 0 0 5 227
TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION 0 0 1 5 0 0 2 11
TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION 0 0 0 21 0 0 3 23
Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors 0 0 0 3 0 0 1 33
Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors 0 0 0 25 0 0 0 46
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 0 3
Un essai de prévision non paramétrique de l'action France Télécom 0 0 0 6 0 0 1 55
اختبار العلاقة السببية والتكامل المشترك بين الادخار والاستثمار في الاقتصاد الجزائري خلال الفترة (1970ـ2011) 4 11 43 340 15 31 149 1,284
اختبار القدرة على التنبؤ بعوائد مؤشر سوق الدار البيضاء المالي من 2007 إلى 2011 0 0 0 30 0 0 5 218
استخدام نماذج ARCH لنمذجة تقلبات أسعار الأسهم في سوق المال السعودي - دراسة حالة شركة اتحاد اتصالات السعودية – 0 0 5 55 1 3 21 279
تحليل سلوك مبيعات الكهرباء الموجه للقطاع العائلي في ظل وجود التقلبات الموسمية باستخدام نماذج SARIMA 0 0 1 14 1 1 5 66
تقدير دالة الادخار العائلي في الجزائر 1970-2005 0 2 3 44 1 6 10 237
Total Working Papers 7 17 64 1,183 24 49 232 3,801


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 1 1 3 15 4 4 7 49
L'efficience du marché boursier parisien: une analyse cliométrique et non paramétrique du temps présent 1 1 1 68 1 1 3 226
Nonparametric NAR-ARCH Modelling of Stock Prices by the Kernel Methodology 2 2 2 25 2 3 5 85
Nonparametric analysis of financial time series by the Kernel methodology 2 2 2 19 2 2 3 71
Persistance des chocs de volatilité et le marché boursier: modélisation SEMIFARMA-FIGARCH 1 1 3 20 1 1 3 52
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence 0 0 0 12 0 0 2 64
Testing the CAPM-GARCH Models in the GCC-Wide Equity Sectors 2 2 3 7 2 2 7 16
Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation 5 9 11 14 6 10 13 19
The Dynamic Relationship between Oil and Wheat Markets 0 0 1 29 0 2 3 73
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 0 0 53
Total Journal Articles 14 18 26 227 18 25 46 784


Statistics updated 2024-06-06