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 1 19 1 6 14 66
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 4 6 118
Cyclical Mackey Glass Model for Oil Bull Seasonal 0 0 0 37 1 4 10 157
Cyclical Mackey Glass Model for Oil Bull Seasonal 0 0 0 13 2 4 5 32
Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach 0 0 0 74 4 6 9 59
Identification non paramétrique d’un processus non linéaire hétéroscédastique 0 0 0 2 1 4 6 16
L'efficience du marché boursier parisien: une analyse cliométrique et non paramétrique du temps présent 0 0 0 0 1 1 1 5
MODELISATION SEMIFARMA-HYGARCH DE LA PERSISTANCE DU COURS DU DOW JONES 0 0 1 47 0 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 6 9 39
Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model 0 0 0 31 1 4 6 57
Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model 0 0 0 11 3 8 11 57
Nonparametric Analysis of Financial Time Series by the Kernel Methodology 0 0 0 202 2 3 5 532
Rare Events in the American GDP Time Series, 1790-Present: Fact or Artefact 0 0 1 19 3 5 9 57
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence 0 0 0 110 6 8 13 242
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence 0 0 0 0 1 2 3 28
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence 0 0 0 9 2 4 8 53
TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION 0 0 0 21 4 10 11 34
TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION 0 1 1 6 2 4 8 22
Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors 0 0 0 25 4 4 9 55
Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors 0 0 1 4 0 3 6 41
Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation 0 0 1 2 2 4 8 13
Un essai de prévision non paramétrique de l'action France Télécom 0 0 0 6 8 10 14 69
اختبار العلاقة السببية والتكامل المشترك بين الادخار والاستثمار في الاقتصاد الجزائري خلال الفترة (1970ـ2011) 1 3 11 369 5 11 37 1,390
اختبار القدرة على التنبؤ بعوائد مؤشر سوق الدار البيضاء المالي من 2007 إلى 2011 0 0 1 31 1 2 7 226
استخدام نماذج ARCH لنمذجة تقلبات أسعار الأسهم في سوق المال السعودي - دراسة حالة شركة اتحاد اتصالات السعودية – 0 0 0 58 1 5 8 292
تحليل سلوك مبيعات الكهرباء الموجه للقطاع العائلي في ظل وجود التقلبات الموسمية باستخدام نماذج SARIMA 0 0 1 16 0 3 9 78
تقدير دالة الادخار العائلي في الجزائر 1970-2005 0 1 1 45 3 5 9 252
Total Working Papers 1 5 22 1,230 63 131 243 4,148

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 5 6 11 63
Investigating the impact of the Covid-19 pandemic on stock markets volatility in USA and Europe 1 2 2 2 2 3 3 3
L'efficience du marché boursier parisien: une analyse cliométrique et non paramétrique du temps présent 0 0 1 69 4 6 7 233
Nonparametric NAR-ARCH Modelling of Stock Prices by the Kernel Methodology 0 0 0 26 3 7 13 101
Nonparametric analysis of financial time series by the Kernel methodology 0 0 0 19 3 4 6 77
Persistance des chocs de volatilité et le marché boursier: modélisation SEMIFARMA-FIGARCH 0 0 0 20 1 1 1 54
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence 0 0 0 12 1 2 2 66
Testing the CAPM-GARCH Models in the GCC-Wide Equity Sectors 0 0 0 8 2 4 6 24
Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation 0 1 1 17 4 11 16 38
The Asymmetric Effect of COVID-19 Pandemic on the US Market Risk Premium: Evidence from AEGAS-M Model 0 0 5 5 3 6 14 14
The Dynamic Relationship between Oil and Wheat Markets 0 0 1 31 3 7 11 87
The Reichsbank: a nonparametric modelling of historical time series 0 0 0 18 3 4 5 81
Transitory exogenous shocks in a non-linear framework: application to the cyclical behaviour of the German aggregate wage earnings 0 0 0 0 5 7 8 62
Total Journal Articles 1 3 11 244 39 68 103 903

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Statistics updated 2026-02-12