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 20 2 2 17 75
Chocs exogènes et non linéarités dans les séries boursières: Application à la modélisation non paramétrique du cours de l'action Orange 0 0 0 62 0 0 11 125
Cyclical Mackey Glass Model for Oil Bull Seasonal 0 0 0 37 0 0 11 162
Cyclical Mackey Glass Model for Oil Bull Seasonal 0 0 0 13 0 0 8 36
Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach 0 0 0 74 0 1 17 68
Identification non paramétrique d’un processus non linéaire hétéroscédastique 0 0 0 2 0 1 9 21
L'efficience du marché boursier parisien: une analyse cliométrique et non paramétrique du temps présent 0 0 0 0 0 1 5 9
MODELISATION SEMIFARMA-HYGARCH DE LA PERSISTANCE DU COURS DU DOW JONES 0 0 0 47 2 2 7 164
Measuring Success: Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach 0 0 0 11 0 0 8 41
Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model 0 0 0 11 0 1 13 62
Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model 0 0 1 32 2 4 16 69
Nonparametric Analysis of Financial Time Series by the Kernel Methodology 0 0 0 202 0 1 8 537
Rare Events in the American GDP Time Series, 1790-Present: Fact or Artefact 0 0 0 19 0 1 14 65
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence 0 0 0 0 0 0 4 29
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence 0 0 0 9 2 2 7 55
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence 0 0 0 110 1 3 20 251
TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION 0 0 0 21 1 1 14 38
TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION 0 0 1 6 0 1 12 29
Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors 0 0 0 4 0 1 9 45
Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors 0 0 0 25 0 2 19 67
Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation 0 0 0 2 0 2 10 19
Un essai de prévision non paramétrique de l'action France Télécom 0 0 0 6 0 0 15 73
اختبار العلاقة السببية والتكامل المشترك بين الادخار والاستثمار في الاقتصاد الجزائري خلال الفترة (1970ـ2011) 0 1 9 373 0 1 30 1,403
اختبار القدرة على التنبؤ بعوائد مؤشر سوق الدار البيضاء المالي من 2007 إلى 2011 0 0 1 32 0 0 9 233
استخدام نماذج ARCH لنمذجة تقلبات أسعار الأسهم في سوق المال السعودي - دراسة حالة شركة اتحاد اتصالات السعودية – 0 0 0 58 0 1 12 299
تحليل سلوك مبيعات الكهرباء الموجه للقطاع العائلي في ظل وجود التقلبات الموسمية باستخدام نماذج SARIMA 0 0 0 16 0 0 5 78
تقدير دالة الادخار العائلي في الجزائر 1970-2005 0 0 2 46 2 2 13 259
Total Working Papers 0 1 15 1,238 12 30 323 4,312

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 0 17 0 1 19 76
Forecasting Bitcoin Price Movements: Evidence on Memory, Path Dependence and Persistence 1 2 2 2 2 4 4 4
Investigating the impact of the Covid-19 pandemic on stock markets volatility in USA and Europe 0 1 5 5 0 2 13 13
L'efficience du marché boursier parisien: une analyse cliométrique et non paramétrique du temps présent 0 0 0 69 0 2 10 237
Nonparametric NAR-ARCH Modelling of Stock Prices by the Kernel Methodology 0 0 2 28 0 2 20 113
Nonparametric analysis of financial time series by the Kernel methodology 0 0 1 20 0 1 11 83
Persistance des chocs de volatilité et le marché boursier: modélisation SEMIFARMA-FIGARCH 0 0 0 20 1 1 4 57
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence 0 0 0 12 0 0 5 69
Testing the CAPM-GARCH Models in the GCC-Wide Equity Sectors 0 0 0 8 0 1 7 27
Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation 0 0 2 18 1 4 21 47
The Asymmetric Effect of COVID-19 Pandemic on the US Market Risk Premium: Evidence from AEGAS-M Model 0 1 5 9 1 2 20 25
The Dynamic Relationship between Oil and Wheat Markets 0 0 1 32 0 1 18 96
The Reichsbank: a nonparametric modelling of historical time series 0 0 0 18 1 1 7 84
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 11 66
Total Journal Articles 1 4 18 258 6 23 170 997

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Statistics updated 2026-10-11