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Details about Mohamed Chikhi

E-mail:
Homepage:http://orcid.org/0000-0003-4955-9545
Phone:(+213) 029 60 81 33
Postal address:Route de Ghardaîa BP. 511 30000 Ouargla - Algeria
Workplace:Laboratoire des Applications Quantitatives en Sciences Économiques et Financières (LAQSEF) (Laboratory for Quantitative Applications in Economics and Finance), Université d'Ouargla (Ouargla University), (more information at EDIRC)

Access statistics for papers by Mohamed Chikhi.

Last updated 2020-06-22. Update your information in the RePEc Author Service.

Short-id: pch1609


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Working Papers

2019

  1. Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach
    Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg Downloads
  2. Measuring Success: Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach
    Working Papers, Association Française de Cliométrie (AFC) Downloads
  3. Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model
    Working Papers, Association Française de Cliométrie (AFC) Downloads
    Also in Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2019) Downloads
  4. Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors
    Working Papers, Association Française de Cliométrie (AFC) Downloads
    Also in Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2019) Downloads

2017

  1. 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 series: Application to the nonparametric modelling of stock exchange Orange prices)
    MPRA Paper, University Library of Munich, Germany Downloads
  2. 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 Etisalat Saudi Arabia –)
    MPRA Paper, University Library of Munich, Germany Downloads

2014

  1. 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 Economy during (1970-2011))
    MPRA Paper, University Library of Munich, Germany Downloads
  2. اختبار القدرة على التنبؤ بعوائد مؤشر سوق الدار البيضاء المالي من 2007 إلى 2011
    (Testing the Predictability of Casablanca Stock Exchange Returns (2007-2011))
    MPRA Paper, University Library of Munich, Germany Downloads

2013

  1. SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence
    Post-Print, HAL
    Also in AMSE Working Papers, Aix-Marseille School of Economics, France (2012) Downloads View citations (1)
    Working Papers, HAL (2012) Downloads View citations (1)

    See also Journal Article in Computational Economics (2013)
  2. 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 Using SARIMA Models)
    MPRA Paper, University Library of Munich, Germany Downloads

2012

  1. Cyclical Mackey Glass Model for Oil Bull Seasonal
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in Working Papers, LAMETA, Universtiy of Montpellier (2011) Downloads
  2. MODELISATION SEMIFARMA-HYGARCH DE LA PERSISTANCE DU COURS DU DOW JONES
    Working Papers, LAMETA, Universtiy of Montpellier Downloads

2011

  1. Analyse du choc informationnel et de l’hétéroscédasticité conditionnelle dans les flux de trésorerie
    (Analysis of informational shock and conditional heteroscedasticity in cash flows)
    MPRA Paper, University Library of Munich, Germany Downloads

2010

  1. Rare Events in the American GDP Time Series, 1790-Present: Fact or Artefact
    MPRA Paper, University Library of Munich, Germany Downloads

2009

  1. Identification non paramétrique d’un processus non linéaire hétéroscédastique
    (Nonparametric identification of heteroscedastic nonlinear process)
    MPRA Paper, University Library of Munich, Germany Downloads

2008

  1. تقدير دالة الادخار العائلي في الجزائر 1970-2005
    (Estimating the household saving function in Algeria 1970-2005)
    MPRA Paper, University Library of Munich, Germany Downloads

2006

  1. Nonparametric Analysis of Financial Time Series by the Kernel Methodology
    Working Papers, Association Française de Cliométrie (AFC) Downloads
    See also Journal Article in Quality & Quantity: International Journal of Methodology (2010)

2003

  1. Un essai de prévision non paramétrique de l'action France Télécom
    (A nonparametric prediction test of the France Telecom stock proces)
    MPRA Paper, University Library of Munich, Germany Downloads

Journal Articles

2019

  1. Day-of-the-week and month-of-the-year effects on French Small-Cap Volatility: the role of asymmetry and long memory
    Eastern Journal of European Studies, 2019, 10(2), 221-248 Downloads

2018

  1. Nonparametric NAR-ARCH Modelling of Stock Prices by the Kernel Methodology
    Journal of Economics and Financial Analysis, 2018, 2, (2), 105-120 Downloads View citations (3)

2017

  1. Testing the CAPM-GARCH Models in the GCC-Wide Equity Sectors
    Asian Journal of Economic Modelling, 2017, 5, (4), 413-430 Downloads View citations (1)

2014

  1. Persistance des chocs de volatilité et le marché boursier: modélisation SEMIFARMA-FIGARCH
    Economies et Sociétés (Serie 'Histoire Economique Quantitative'), 2014, (49), 1357-1376 Downloads
  2. The Dynamic Relationship between Oil and Wheat Markets
    Applied Economics and Finance, 2014, 1, (1), 116-126 Downloads

2013

  1. SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence
    Computational Economics, 2013, 41, (2), 249-265 Downloads View citations (1)
    See also Working Paper (2013)

2010

  1. Nonparametric analysis of financial time series by the Kernel methodology
    Quality & Quantity: International Journal of Methodology, 2010, 44, (5), 865-880 Downloads View citations (3)
    See also Working Paper (2006)

2009

  1. The Reichsbank: a nonparametric modelling of historical time series
    Applied Economics Letters, 2009, 16, (14), 1409-1414 Downloads View citations (1)
  2. Transitory exogenous shocks in a non-linear framework: application to the cyclical behaviour of the German aggregate wage earnings
    Historical Social Research (Section 'Cliometrics'), 2009, 34, (1), 354-366 View citations (2)

2006

  1. L'efficience du marché boursier parisien: une analyse cliométrique et non paramétrique du temps présent
    Economies et Sociétés (Serie 'Histoire Economique Quantitative'), 2006, (34), 171-192 Downloads
 
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