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 2 19 0 1 3 54
Chocs exogènes et non linéarités dans les séries boursières: Application à la modélisation non paramétrique du cours de l'action Orange 0 1 1 62 0 2 2 114
Cyclical Mackey Glass Model for Oil Bull Seasonal 0 0 0 13 1 1 1 28
Cyclical Mackey Glass Model for Oil Bull Seasonal 0 0 0 37 0 1 1 148
Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach 0 0 1 74 0 0 2 50
Identification non paramétrique d’un processus non linéaire hétéroscédastique 0 0 0 2 0 1 2 11
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 1 1 47 0 1 1 157
Measuring Success: Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach 0 0 1 11 0 0 2 32
Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model 0 0 0 11 0 0 3 47
Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model 0 0 0 31 0 0 2 52
Nonparametric Analysis of Financial Time Series by the Kernel Methodology 0 0 0 202 0 0 3 528
Rare Events in the American GDP Time Series, 1790-Present: Fact or Artefact 0 0 1 18 1 1 2 49
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence 0 0 0 110 2 2 4 231
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 0 9 0 1 1 46
TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION 0 0 0 5 0 0 4 15
TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION 0 0 0 21 0 0 0 23
Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors 0 0 0 25 0 0 1 47
Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors 0 0 1 4 0 0 3 36
Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation 0 1 1 2 0 1 5 8
Un essai de prévision non paramétrique de l'action France Télécom 0 0 0 6 0 1 1 56
اختبار العلاقة السببية والتكامل المشترك بين الادخار والاستثمار في الاقتصاد الجزائري خلال الفترة (1970ـ2011) 1 3 21 362 1 8 81 1,369
اختبار القدرة على التنبؤ بعوائد مؤشر سوق الدار البيضاء المالي من 2007 إلى 2011 1 1 1 31 1 2 5 223
استخدام نماذج ARCH لنمذجة تقلبات أسعار الأسهم في سوق المال السعودي - دراسة حالة شركة اتحاد اتصالات السعودية – 0 0 3 58 1 2 8 287
تحليل سلوك مبيعات الكهرباء الموجه للقطاع العائلي في ظل وجود التقلبات الموسمية باستخدام نماذج SARIMA 0 1 1 16 0 3 5 72
تقدير دالة الادخار العائلي في الجزائر 1970-2005 0 0 0 44 0 2 8 245
Total Working Papers 2 8 35 1,220 7 30 150 3,957

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 16 0 2 6 55
L'efficience du marché boursier parisien: une analyse cliométrique et non paramétrique du temps présent 0 0 0 68 0 0 0 226
Nonparametric NAR-ARCH Modelling of Stock Prices by the Kernel Methodology 0 0 0 26 0 0 5 91
Nonparametric analysis of financial time series by the Kernel methodology 0 0 0 19 0 0 0 71
Persistance des chocs de volatilité et le marché boursier: modélisation SEMIFARMA-FIGARCH 0 0 0 20 0 0 1 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 1 8 0 1 4 20
Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation 0 0 1 16 0 1 5 25
The Dynamic Relationship between Oil and Wheat Markets 0 1 2 31 0 1 5 78
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 1 2 55
Total Journal Articles 0 1 5 234 0 6 28 814

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Statistics updated 2025-07-04