Mohamed Chikhi
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Mohamed |
| last: |
Chikhi |
Identifer
Contact
Affiliations
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Université d'Ouargla
/ Laboratoire des Applications Quantitatives en Sciences Économiques et Financières (LAQSEF)
Research profile
author of:
- L'efficience du marché boursier parisien: une analyse cliométrique et non paramétrique du temps présent (RePEc:afc:ecosoc:y:2006:i:34:p:171-192)
by M.Chikhi & C.Diebolt - Persistance des chocs de volatilité et le marché boursier: modélisation SEMIFARMA-FIGARCH (RePEc:afc:ecosoc:y:2014:i:49:p:1357-1376)
by Mohamed CHIKHI - Transitory exogenous shocks in a non-linear framework: application to the cyclical behaviour of the German aggregate wage earnings (RePEc:afc:histor:v:34:y:2009:i:1:p:354-366)
by Mohamed Chikhi & Claude Diebolt - Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors (RePEc:afc:wpaper:03-19)
by Mohamed Chikhi & Claude Diebolt - Nonparametric Analysis of Financial Time Series by the Kernel Methodology (RePEc:afc:wpaper:06-11)
by Mohamed Chikhi & Claude Diebolt - Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model (RePEc:afc:wpaper:07-19)
by Mohamed CHIKHI & Claude DIEBOLT & Tapas MISHRA - Testing The Weak Form Efficiency Of The French Etf Market With Lstar-Anlstgarch Approach Using A Semiparametric Estimation (RePEc:afc:wpaper:09-21)
by Claude Diebolt & Mohamed Chikhi - Measuring Success: Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach (RePEc:afc:wpaper:11-19)
by Mohamed Chikhi & Claude Diebolt & Tapas Mishra - SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence (RePEc:aim:wpaimx:1214)
by Mohamed Chikhi & Anne Péguin-Feissolle & Michel Terraza - Testing the CAPM-GARCH Models in the GCC-Wide Equity Sectors (RePEc:asi:ajemod:v:5:y:2017:i:4:p:413-430:id:916)
by Ali BENDOB & Mohamed CHIKHI & Fatma BENNACEUR - L'efficience du marché boursier parisien : une analyse cliométrique et non paramétrique du temps présent (RePEc:hal:journl:hal-00279366)
by Claude Diebolt & Mohamed Chikhi - SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence (RePEc:hal:journl:hal-01499630)
by Mohamed Chikhi & Anne Peguin-Feissolle & Michel Terraza - Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation (RePEc:hal:journl:hal-03778331)
by Mohamed Chikhi & Claude Diebolt - SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence (RePEc:hal:wpaper:halshs-00793203)
by Mohamed Chikhi & Anne Peguin-Feissolle & Michel Terraza - Day-of-the-week and month-of-the-year effects on French Small-Cap Volatility: the role of asymmetry and long memory (RePEc:jes:journl:y:2019:v:10:p:221-248)
by Mohamed CHIKHI & Ali BENDOB & Ahmed Ramzi SIAGH - Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation (RePEc:jes:journl:y:2022:v:13:p:228-253)
by Mohamed CHIKHI & Claude DIEBOLT - SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence (RePEc:kap:compec:v:41:y:2013:i:2:p:249-265)
by Mohamed Chikhi & Anne Péguin-Feissolle & Michel Terraza - Cyclical Mackey Glass Model for Oil Bull Seasonal (RePEc:lam:wpaper:11-10)
by Sadek MELHEM & Michel TERRAZA & Mohamed CHIKHI - Modelisation Semifarma-Hygarch De La Persistance Du Cours Du Dow Jones (RePEc:lam:wpaper:12-06)
by Mohamed Chikhi & Anne Peguin-Feissolle & Michel Terraza - Cyclical Mackey Glass Model for Oil Bull Seasonal (RePEc:pra:mprapa:76206)
by Melhem, Sadek & terraza, Michel & chikhi, Mohamed - Rare Events in the American GDP Time Series, 1790-Present: Fact or Artefact (RePEc:pra:mprapa:76210)
by Chikhi, Mohamed & Diebolt, Claude - اختبار القدرة على التنبؤ بعوائد مؤشر سوق الدار البيضاء المالي من 2007 إلى 2011
[Testing the Predictability of Casablanca Stock Exchange Returns (2007-2011)] (RePEc:pra:mprapa:76629)
by BEKHALED, Aicha & DADENE, Abdelghani & CHIKHI, Mohamed - Chocs exogènes et non linéarités dans les séries boursières: Application à la modélisation non paramétrique du cours de l'action Orange
[Exogenous Shocks and nonlinearity in the stock exchange seri (RePEc:pra:mprapa:76691)
by CHIKHI, Mohamed - اختبار العلاقة السببية والتكامل المشترك بين الادخار والاستثمار في الاقتصاد الجزائري خلال الفترة (1970ـ2011)
[Causality and cointegration Testing between Savings and Investment in the Algerian Econo (RePEc:pra:mprapa:76692)
by SELLAMI, Ahmed & CHIKHI, Mohamed - تقدير دالة الادخار العائلي في الجزائر 1970-2005
[Estimating the household saving function in Algeria 1970-2005] (RePEc:pra:mprapa:76720)
by SELLAMI, Ahmed & CHIKHI, Mohamed - Un essai de prévision non paramétrique de l'action France Télécom
[A nonparametric prediction test of the France Telecom stock proces] (RePEc:pra:mprapa:77268)
by Chikhi, Mohamed & Terraza, Michel - Analyse du choc informationnel et de l’hétéroscédasticité conditionnelle dans les flux de trésorerie
[Analysis of informational shock and conditional heteroscedasticity in cash flows] (RePEc:pra:mprapa:77269)
by CHIKHI, Mohamed - Identification non paramétrique d’un processus non linéaire hétéroscédastique
[Nonparametric identification of heteroscedastic nonlinear process] (RePEc:pra:mprapa:82108)
by CHIKHI, Mohamed - استخدام نماذج Arch لنمذجة تقلبات أسعار الأسهم في سوق المال السعودي - دراسة حالة شركة اتحاد اتصالات السعودية –
[Modelling Saudi Stock Market Volatility Using ARCH Models –Case Study : Etihad Etisala (RePEc:pra:mprapa:84263)
by LEGOUGUI, Fateh & CHIKHI, Mohamed - تحليل سلوك مبيعات الكهرباء الموجه للقطاع العائلي في ظل وجود التقلبات الموسمية باستخدام نماذج Sarima
[Analyzing the Cyclical Behavior of Electricity Sales in the Presence of Seasonal Fluctuations Us (RePEc:pra:mprapa:84385)
by CHIKHI, Mohamed & Benguesmi, Tarek - The Dynamic Relationship between Oil and Wheat Markets (RePEc:rfa:aefjnl:v:1:y:2014:i:1:p:116-126)
by Mireille Al-Ayoubi & Mohamed Chikhi & Michel Terraza - Nonparametric analysis of financial time series by the Kernel methodology (RePEc:spr:qualqt:v:44:y:2010:i:5:p:865-880)
by Mohamed Chikhi & Claude Diebolt - The Reichsbank: a nonparametric modelling of historical time series (RePEc:taf:apeclt:v:16:y:2009:i:14:p:1409-1414)
by Mohamed Chikhi & Claude Diebolt - Nonparametric NAR-ARCH Modelling of Stock Prices by the Kernel Methodology (RePEc:trp:01jefa:jefa0020)
by Mohamed Chikhi & Ali Bendob - Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors (RePEc:ulp:sbbeta:2019-06)
by Mohamed Chikhi & Claude Diebolt - Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model (RePEc:ulp:sbbeta:2019-24)
by Mohamed Chikhi & Claude Diebolt & Tapas Mishra - Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach (RePEc:ulp:sbbeta:2019-43)
by Mohamed CHIKHI & Claude DIEBOLT & Tapas MISHRA - Testing The Weak Form Efficiency Of The French Etf Market With Lstar-Anlstgarch Approach Using A Semiparametric Estimation (RePEc:ulp:sbbeta:2021-36)
by Mohamed CHIKHI & Claude DIEBOLT