2
H index
0
i10 index
8
Citations
Mohamed Chikhi : Citation Profile
Université d'Ouargla | RESEARCH PRODUCTION: 11 Articles 27 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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19 years (2003 - 2022). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Mohamed Chikhi. | Is cited by:
| Cites to:
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Main data
Where Mohamed Chikhi has published?
| Journals with more than one article published | # docs |
|---|---|
| Economies et Sociétés (Serie 'Histoire Economique Quantitative') | 2 |
| Eastern Journal of European Studies | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 11 |
| Working Papers / Association Française de Cliométrie (AFC) | 5 |
| Post-Print / HAL | 3 |
| Working Papers / LAMETA, Universtiy of Montpellier | 2 |
Recent works citing Mohamed Chikhi (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2021 | A 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 |
| 2021 | Adjusted 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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2006 | Lefficience du marché boursier parisien: une analyse cliométrique et non paramétrique du temps présent In: Economies et Sociétés (Serie 'Histoire Economique Quantitative'). [Full Text][Citation analysis] | article | 0 |
| 2006 | Lefficience du marché boursier parisien : une analyse cliométrique et non paramétrique du temps présent.(2006) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Persistance des chocs de volatilité et le marché boursier: modélisation SEMIFARMA-FIGARCH In: Economies et Sociétés (Serie 'Histoire Economique Quantitative'). [Full Text][Citation analysis] | article | 0 |
| 2009 | Transitory exogenous shocks in a non-linear framework: application to the cyclical behaviour of the German aggregate wage earnings In: Historical Social Research (Section 'Cliometrics'). [Citation analysis] | article | 0 |
| 2019 | Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors..(2019) In: Working Papers of BETA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2006 | Nonparametric Analysis of Financial Time Series by the Kernel Methodology In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Nonparametric analysis of financial time series by the Kernel methodology.(2010) In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2019 | Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model..(2019) In: Working Papers of BETA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2021 | TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation.(2022) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2022 | Testing 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. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2021 | TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION..(2021) In: Working Papers of BETA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2019 | Measuring Success: Does Predictive Ability of an Asset Price Rest in Memory? Insights from a New Approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2013 | SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2012 | SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2013 | SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence.(2013) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2017 | Testing the CAPM-GARCH Models in the GCC-Wide Equity Sectors In: Asian Journal of Economic Modelling. [Full Text][Citation analysis] | article | 3 |
| 2019 | Day-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. [Full Text][Citation analysis] | article | 0 |
| 2011 | Cyclical Mackey Glass Model for Oil Bull Seasonal In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Cyclical Mackey Glass Model for Oil Bull Seasonal.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | MODELISATION SEMIFARMA-HYGARCH DE LA PERSISTANCE DU COURS DU DOW JONES In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Rare Events in the American GDP Time Series, 1790-Present: Fact or Artefact In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2014 | ?????? ?????? ??? ?????? ?????? ???? ??? ????? ??????? ?????? ?? 2007 ??? 2011 In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Chocs exogènes et non linéarités dans les séries boursières: Application à la modélisation non paramétrique du cours de laction Orange In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2014 | ?????? ??????? ??????? ???????? ??????? ??? ??????? ?????????? ?? ???????? ???????? ???? ?????? (1970?2011) In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2008 | ????? ???? ??????? ??????? ?? ??????? 1970-2005 In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Un essai de prévision non paramétrique de laction France Télécom In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Analyse du choc informationnel et de l’hétéroscédasticité conditionnelle dans les flux de trésorerie In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Identification non paramétrique d’un processus non linéaire hétéroscédastique In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2017 | ??????? ????? ARCH ?????? ?????? ????? ?????? ?? ??? ????? ??????? - ????? ???? ???? ????? ??????? ???????? – In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2013 | ????? ???? ?????? ???????? ?????? ?????? ??????? ?? ?? ???? ???????? ???????? ???????? ????? SARIMA In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2014 | The Dynamic Relationship between Oil and Wheat Markets In: Applied Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2009 | The Reichsbank: a nonparametric modelling of historical time series In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2018 | Nonparametric NAR-ARCH Modelling of Stock Prices by the Kernel Methodology In: Journal of Economics and Financial Analysis. [Full Text][Citation analysis] | article | 1 |
| 2019 | Does Predictive Ability of an Asset Price Rest in Memory? Insights from a New Approach. In: Working Papers of BETA. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated April, 29 2023. Contact: CitEc Team