Mohamed Chikhi : Citation Profile

Are you Mohamed Chikhi?

Université d'Ouargla

2

H index

0

i10 index

9

Citations

RESEARCH PRODUCTION:

11

Articles

22

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: 0.    Total self citations: 8 (47.06 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1609
   Updated: 2024-11-08    RAS profile: 2022-11-20    
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Relations with other researchers

Works with:

DIEBOLT, Claude (10)

Mishra, Tapas (4)

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)

Fiszeder, Piotr (1)

Cites to:

Bollerslev, Tim (22)

Engle, Robert (18)

Yang, Lijian (18)

Lucas, Andre (17)

Tschernig, Rolf (16)

Koopman, Siem Jan (14)

Teräsvirta, Timo (11)

Härdle, Wolfgang (10)

Feng, Yuanhua (9)

YAYA, OLAOLUWA (9)

Henry, Marc (9)

Main data

Where Mohamed Chikhi has published?

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

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany6
Working Papers / Association Française de Cliométrie (AFC)5
Post-Print / HAL3
Working Papers / LAMETA, Universtiy of Montpellier2

Recent works citing Mohamed Chikhi (2024 and 2023)

YearTitle of citing document

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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This paper has nother version. Agregated cites: 0		paper
2014Persistance des chocs de volatilité et le marché boursier: modélisation SEMIFARMA-FIGARCH In: Economies et Sociétés (Serie 'Histoire Economique Quantitative').
[Full Text][Citation analysis]		article0
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').
[Citation analysis]		article0
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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This paper has nother version. Agregated cites: 1		article
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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This paper has nother version. Agregated cites: 0		article
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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This paper has nother version. Agregated cites: 3		paper
2013SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence.(2013) In: Computational Economics.
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This paper has nother version. Agregated cites: 3		article
2017Testing the CAPM-GARCH Models in the GCC-Wide Equity Sectors In: Asian Journal of Economic Modelling.
[Full Text][Citation analysis]		article3
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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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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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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2014The Dynamic Relationship between Oil and Wheat Markets In: Applied Economics and Finance.
[Full Text][Citation analysis]		article1
2009The Reichsbank: a nonparametric modelling of historical time series In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2018Nonparametric NAR-ARCH Modelling of Stock Prices by the Kernel Methodology In: Journal of Economics and Financial Analysis.
[Full Text][Citation analysis]		article1
2019Does Predictive Ability of an Asset Price Rest in Memory? Insights from a New Approach. In: Working Papers of BETA.
[Full Text][Citation analysis]		paper0

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