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 0 19 0 2 14 67
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 0 2 6 118
Cyclical Mackey Glass Model for Oil Bull Seasonal 0 0 0 37 1 3 12 159
Cyclical Mackey Glass Model for Oil Bull Seasonal 0 0 0 13 2 4 7 34
Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach 0 0 0 74 1 7 12 62
Identification non paramétrique d’un processus non linéaire hétéroscédastique 0 0 0 2 0 2 7 17
L'efficience du marché boursier parisien: une analyse cliométrique et non paramétrique du temps présent 0 0 0 0 0 1 1 5
MODELISATION SEMIFARMA-HYGARCH DE LA PERSISTANCE DU COURS DU DOW JONES 0 0 1 47 1 1 3 159
Measuring Success: Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach 0 0 0 11 0 4 8 40
Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model 0 0 0 31 0 5 9 61
Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model 0 0 0 11 0 4 11 58
Nonparametric Analysis of Financial Time Series by the Kernel Methodology 0 0 0 202 0 2 4 532
Rare Events in the American GDP Time Series, 1790-Present: Fact or Artefact 0 0 1 19 0 4 10 58
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence 0 0 0 110 0 6 13 242
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence 0 0 0 0 0 2 4 29
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence 0 0 0 9 0 2 8 53
TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION 0 0 1 6 1 3 8 23
TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION 0 0 0 21 0 4 11 34
Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors 0 0 0 4 0 2 7 43
Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors 0 0 0 25 0 6 10 57
Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation 0 0 1 2 1 3 7 14
Un essai de prévision non paramétrique de l'action France Télécom 0 0 0 6 0 8 14 69
اختبار العلاقة السببية والتكامل المشترك بين الادخار والاستثمار في الاقتصاد الجزائري خلال الفترة (1970ـ2011) 1 3 12 371 1 8 32 1,393
اختبار القدرة على التنبؤ بعوائد مؤشر سوق الدار البيضاء المالي من 2007 إلى 2011 1 1 2 32 1 3 7 228
استخدام نماذج ARCH لنمذجة تقلبات أسعار الأسهم في سوق المال السعودي - دراسة حالة شركة اتحاد اتصالات السعودية – 0 0 0 58 1 2 8 293
تحليل سلوك مبيعات الكهرباء الموجه للقطاع العائلي في ظل وجود التقلبات الموسمية باستخدام نماذج SARIMA 0 0 1 16 0 0 9 78
تقدير دالة الادخار العائلي في الجزائر 1970-2005 0 0 1 45 0 4 10 253
Total Working Papers 2 4 21 1,233 10 94 252 4,179

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 1 7 12 65
Investigating the impact of the Covid-19 pandemic on stock markets volatility in USA and Europe 0 2 3 3 2 6 7 7
L'efficience du marché boursier parisien: une analyse cliométrique et non paramétrique du temps présent 0 0 1 69 0 5 8 234
Nonparametric NAR-ARCH Modelling of Stock Prices by the Kernel Methodology 0 0 0 26 2 7 14 105
Nonparametric analysis of financial time series by the Kernel methodology 0 0 0 19 2 7 10 81
Persistance des chocs de volatilité et le marché boursier: modélisation SEMIFARMA-FIGARCH 0 0 0 20 0 1 1 54
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence 0 0 0 12 0 1 2 66
Testing the CAPM-GARCH Models in the GCC-Wide Equity Sectors 0 0 0 8 0 2 5 24
Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation 0 0 1 17 1 5 15 39
The Asymmetric Effect of COVID-19 Pandemic on the US Market Risk Premium: Evidence from AEGAS-M Model 0 1 6 6 2 8 19 19
The Dynamic Relationship between Oil and Wheat Markets 1 1 2 32 2 6 13 90
The Reichsbank: a nonparametric modelling of historical time series 0 0 0 18 2 5 7 83
Transitory exogenous shocks in a non-linear framework: application to the cyclical behaviour of the German aggregate wage earnings 0 0 0 0 0 6 9 63
Total Journal Articles 1 4 14 247 14 66 122 930

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Statistics updated 2026-04-09