Mohamed Chikhi : Citation Profile


Are you Mohamed Chikhi?

Université d'Ouargla

1

H index

0

i10 index

5

Citations

RESEARCH PRODUCTION:

9

Articles

21

Papers

RESEARCH ACTIVITY:

   16 years (2003 - 2019). See details.
   Cites by year: 0
   Journals where Mohamed Chikhi has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 4 (44.44 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch1609
   Updated: 2019-11-16    RAS profile: 2019-11-08    
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Relations with other researchers


Works with:

DIEBOLT, Claude (4)

BENDOB, ALI (2)

Mishra, Tapas (2)

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:

Tschernig, Rolf (12)

Yang, Lijian (12)

Härdle, Wolfgang (11)

Bollerslev, Tim (10)

Engle, Robert (9)

chen, Richel (8)

Phillips, Peter (5)

Elliott, Graham (5)

Stock, James (5)

Schmidt, Peter (5)

Koopman, Siem Jan (4)

Main data


Where Mohamed Chikhi has published?


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

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany11
Working Papers / Association Franaise de Cliomtrie (AFC)3
Working Papers / LAMETA, Universtiy of Montpellier2

Recent works citing Mohamed Chikhi (2019 and 2018)


YearTitle of citing document
2019Fractional Integration in Corporate Social Responsibility Indices: A FIGARCH and HYGARCH Approach. (2019). Lee, Ming-Yen ; Chen, Jo-Hui ; Diaz, John Francis ; Nguyen, Quynh-Trang . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:836-850.

Full description at Econpapers || Download paper

2019Time-Frequency Multi-Betas Model-An Application with Gold and Oil -. (2019). Mestre, Roman. In: Cahiers de recherche. RePEc:shr:wpaper:19-05.

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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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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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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2017Testing the CAPM-GARCH Models in the GCC-Wide Equity Sectors In: Asian Journal of Economic Modelling.
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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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2014اختبار القدرة على التنبؤ بعوائد مؤشر سوق الدار البيضاء المالي من 2007 إلى 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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2014اختبار العلاقة السببية والتكامل المشترك بين الادخار والاستثمار في الاقتصاد الجزائري خلال الفترة (1970ـ2011) In: MPRA Paper.
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2008تقدير دالة الادخار العائلي في الجزائر 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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2017استخدام نماذج ARCH لنمذجة تقلبات أسعار الأسهم في سوق المال السعودي - دراسة حالة شركة اتحاد اتصالات السعودية – In: MPRA Paper.
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2013تحليل سلوك مبيعات الكهرباء الموجه للقطاع العائلي في ظل وجود التقلبات الموسمية باستخدام نماذج 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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