Mohamed Chikhi : Citation Profile


Are you Mohamed Chikhi?

Université d'Ouargla

2

H index

0

i10 index

8

Citations

RESEARCH PRODUCTION:

11

Articles

27

Papers

RESEARCH ACTIVITY:

   19 years (2003 - 2022). See details.
   Cites by year: 0
   Journals where Mohamed Chikhi has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 8 (50 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1609
   Updated: 2023-05-27    RAS profile: 2022-11-20    
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Relations with other researchers


Works with:

DIEBOLT, Claude (10)

Mishra, Tapas (4)

BENDOB, ALI (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Mohamed Chikhi.

Is cited by:

MESTRE, Roman (3)

Cites to:

Bollerslev, Tim (22)

Yang, Lijian (18)

Engle, Robert (18)

Lucas, Andre (17)

Tschernig, Rolf (16)

Koopman, Siem Jan (14)

Teräsvirta, Timo (11)

Härdle, Wolfgang (10)

Elliott, Graham (9)

YAYA, OLAOLUWA (9)

Stock, James (9)

Main data


Where Mohamed Chikhi has published?


Journals with more than one article published# docs
Economies et Socits (Serie 'Histoire Economique Quantitative')2
Eastern Journal of European Studies2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany11
Working Papers / Association Franaise de Cliomtrie (AFC)5
Post-Print / HAL3
Working Papers / LAMETA, Universtiy of Montpellier2

Recent works citing Mohamed Chikhi (2022 and 2021)


YearTitle of citing document
2021A wavelet approach of investing behaviors and their effects on risk exposures. (2021). MESTRE, Roman. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00239-z.

Full description at Econpapers || Download paper

2021Adjusted beta based on an empirical comparison of OLS ?CAPM and the CAPM with EGARCH errors. (2021). Mestre, Roman ; Terraza, Michel. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3588-3598.

Full description at Econpapers || Download paper

Works by Mohamed Chikhi:


YearTitleTypeCited
2006Lefficience du marché boursier parisien: une analyse cliométrique et non paramétrique du temps présent In: Economies et Sociétés (Serie 'Histoire Economique Quantitative').
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2006Lefficience du marché boursier parisien : une analyse cliométrique et non paramétrique du temps présent.(2006) In: Post-Print.
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2014Persistance des chocs de volatilité et le marché boursier: modélisation SEMIFARMA-FIGARCH In: Economies et Sociétés (Serie 'Histoire Economique Quantitative').
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2009Transitory exogenous shocks in a non-linear framework: application to the cyclical behaviour of the German aggregate wage earnings In: Historical Social Research (Section 'Cliometrics').
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2019Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors In: Working Papers.
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2019Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors..(2019) In: Working Papers of BETA.
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2006Nonparametric Analysis of Financial Time Series by the Kernel Methodology In: Working Papers.
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2010Nonparametric analysis of financial time series by the Kernel methodology.(2010) In: Quality & Quantity: International Journal of Methodology.
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2019Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model In: Working Papers.
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2019Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model..(2019) In: Working Papers of BETA.
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2021TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION In: Working Papers.
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2022Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation.(2022) In: Post-Print.
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2022Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation.(2022) In: Eastern Journal of European Studies.
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2021TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION..(2021) In: Working Papers of BETA.
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2019Measuring Success: Does Predictive Ability of an Asset Price Rest in Memory? Insights from a New Approach In: Working Papers.
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2012SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence In: AMSE Working Papers.
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2013SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence.(2013) In: Post-Print.
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2012SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence.(2012) In: Working Papers.
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2013SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence.(2013) In: Computational Economics.
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article
2017Testing the CAPM-GARCH Models in the GCC-Wide Equity Sectors In: Asian Journal of Economic Modelling.
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2019Day-of-the-week and month-of-the-year effects on French Small-Cap Volatility: the role of asymmetry and long memory In: Eastern Journal of European Studies.
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2011Cyclical Mackey Glass Model for Oil Bull Seasonal In: Working Papers.
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2012Cyclical Mackey Glass Model for Oil Bull Seasonal.(2012) In: MPRA Paper.
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2012MODELISATION SEMIFARMA-HYGARCH DE LA PERSISTANCE DU COURS DU DOW JONES In: Working Papers.
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2010Rare Events in the American GDP Time Series, 1790-Present: Fact or Artefact In: MPRA Paper.
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2014?????? ?????? ??? ?????? ?????? ???? ??? ????? ??????? ?????? ?? 2007 ??? 2011 In: MPRA Paper.
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2017Chocs exogènes et non linéarités dans les séries boursières: Application à la modélisation non paramétrique du cours de laction Orange In: MPRA Paper.
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2014?????? ??????? ??????? ???????? ??????? ??? ??????? ?????????? ?? ???????? ???????? ???? ?????? (1970?2011) In: MPRA Paper.
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2008????? ???? ??????? ??????? ?? ??????? 1970-2005 In: MPRA Paper.
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2003Un essai de prévision non paramétrique de laction France Télécom In: MPRA Paper.
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2011Analyse du choc informationnel et de l’hétéroscédasticité conditionnelle dans les flux de trésorerie In: MPRA Paper.
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2009Identification non paramétrique d’un processus non linéaire hétéroscédastique In: MPRA Paper.
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2017??????? ????? ARCH ?????? ?????? ????? ?????? ?? ??? ????? ??????? - ????? ???? ???? ????? ??????? ???????? – In: MPRA Paper.
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2013????? ???? ?????? ???????? ?????? ?????? ??????? ?? ?? ???? ???????? ???????? ???????? ????? SARIMA In: MPRA Paper.
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2014The Dynamic Relationship between Oil and Wheat Markets In: Applied Economics and Finance.
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2009The Reichsbank: a nonparametric modelling of historical time series In: Applied Economics Letters.
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2018Nonparametric NAR-ARCH Modelling of Stock Prices by the Kernel Methodology In: Journal of Economics and Financial Analysis.
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2019Does Predictive Ability of an Asset Price Rest in Memory? Insights from a New Approach. In: Working Papers of BETA.
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