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Publications

by members of

Université Kasdi Merbah d'Ouargla → Faculté des Sciences Économiques, Commerciales et des Sciences de la Gestion

Kasdi Merbah University of Ouargla → Faculty of Economics, Commerce and Management

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2021

  1. Claude Diebolt & Mohamed Chikhi, 2021, "Testing The Weak Form Efficiency Of The French Etf Market With Lstar-Anlstgarch Approach Using A Semiparametric Estimation," Working Papers, Association Française de Cliométrie (AFC), number 09-21.

2019

  1. Mohamed Chikhi & Claude Diebolt, 2019, "Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors," Working Papers, Association Française de Cliométrie (AFC), number 03-19.
  2. Mohamed CHIKHI & Claude DIEBOLT & Tapas MISHRA, 2019, "Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model," Working Papers, Association Française de Cliométrie (AFC), number 07-19.
  3. Mohamed Chikhi & Claude Diebolt & Tapas Mishra, 2019, "Measuring Success: Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach," Working Papers, Association Française de Cliométrie (AFC), number 11-19.
  4. Mohamed CHIKHI & Claude DIEBOLT & Tapas MISHRA, 2019, "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, number 2019-43.

2017

  1. CHIKHI, Mohamed, 2017, "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     ," MPRA Paper, University Library of Munich, Germany, number 76691, revised 2017.
  2. LEGOUGUI, Fateh & CHIKHI, Mohamed, 2017, "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, number 84263, Mar, revised Oct 2017.

2014

  1. BEKHALED, Aicha & DADENE, Abdelghani & CHIKHI, Mohamed, 2014, "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, number 76629, revised 2014.
  2. SELLAMI, Ahmed & CHIKHI, Mohamed, 2014, "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, number 76692, revised 2014.

2013

  1. CHIKHI, Mohamed & Benguesmi, Tarek, 2013, "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, number 84385, Nov, revised 2013.

2012

  1. Mohamed Chikhi & Anne Péguin-Feissolle & Michel Terraza, 2012, "SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1214, Jun.
  2. Mohamed Chikhi & Anne Peguin-Feissolle & Michel Terraza, 2012, "Modelisation Semifarma-Hygarch De La Persistance Du Cours Du Dow Jones," Working Papers, LAMETA, Universtiy of Montpellier, number 12-06, Jan, revised Jan 2012.

2011

  1. Sadek MELHEM & Michel TERRAZA & Mohamed CHIKHI, 2011, "Cyclical Mackey Glass Model for Oil Bull Seasonal," Working Papers, LAMETA, Universtiy of Montpellier, number 11-10, May, revised May 2011.
  2. CHIKHI, Mohamed, 2011, "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, number 77269, Apr, revised Jun 2011.

2010

  1. Chikhi, Mohamed & Diebolt, Claude, 2010, "Rare Events in the American GDP Time Series, 1790-Present: Fact or Artefact," MPRA Paper, University Library of Munich, Germany, number 76210, revised 2010.

2009

  1. CHIKHI, Mohamed, 2009, "Identification non paramétrique d’un processus non linéaire hétéroscédastique
    [Nonparametric identification of heteroscedastic nonlinear process]    ," MPRA Paper, University Library of Munich, Germany, number 82108, revised 2009.

2008

  1. SELLAMI, Ahmed & CHIKHI, Mohamed, 2008, "تقدير دالة الادخار العائلي في الجزائر 1970-2005
    [Estimating the household saving function in Algeria 1970-2005]    ," MPRA Paper, University Library of Munich, Germany, number 76720, revised 2008.

2006

  1. Mohamed Chikhi & Claude Diebolt, 2006, "Nonparametric Analysis of Financial Time Series by the Kernel Methodology," Working Papers, Association Française de Cliométrie (AFC), number 06-11.
  2. Claude Diebolt & Mohamed Chikhi, 2006, "L'efficience du marché boursier parisien : une analyse cliométrique et non paramétrique du temps présent," Post-Print, HAL, number hal-00279366, Feb.

2002

  1. Chikhi, Mohamed & Terraza, Michel, 2002, "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, number 77268, revised Dec 2003.

Journal articles

2026

  1. Chikhi, Mohamed & Benhmad, François, 2026, "Investigating the impact of the Covid-19 pandemic on stock markets volatility in USA and Europe," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102540.
  2. Mohamed Chikhi & Claude Diebolt & Tapas Mishra & Abdullah Alhussaini, 2026, "Forecasting Bitcoin Price Movements: Evidence on Memory, Path Dependence and Persistence," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 76, issue 1, pages 54-86, June.

2025

  1. François Benhmad & Mohamed Chikhi, 2025, "The Asymmetric Effect of COVID-19 Pandemic on the US Market Risk Premium: Evidence from AEGAS-M Model," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 2, pages 1691-1713, August, DOI: 10.1007/s10614-024-10745-8.

2022

  1. Mohamed CHIKHI & Claude DIEBOLT, 2022, "Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, volume 13, pages 228-253, June, DOI: https://doi.org/10.47743/ejes-2022-.

2019

  1. Mohamed CHIKHI & Ali BENDOB & Ahmed Ramzi SIAGH, 2019, "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, Centre for European Studies, Alexandru Ioan Cuza University, volume 10, pages 221-248, December.

2018

  1. Sissani Midoun & Bengana Ismail, 2018, "Digital and Free Trade Zones Impact on Malaysia's Economy and Its Prospects (2000 2018)," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 8, issue 4, pages 39-44.
  2. Mohamed Chikhi & Ali Bendob, 2018, "Nonparametric NAR-ARCH Modelling of Stock Prices by the Kernel Methodology," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 2, issue 2, pages 105-120, DOI: http://dx.doi.org/10.1991/jefa.v2i2.

2017

  1. BENDOB, Ali & CHIKHI, Mohamed & BENNACEUR, Fatma, 2017, "Testing the CAPM-GARCH Models in the GCC-Wide Equity Sectors," Asian Journal of Economic Modelling, Asian Economic and Social Society, volume 5, issue 4, pages 413-430, DOI: 10.18488/journal.8.2017.54.413.430.

2014

  1. Mohamed CHIKHI, 2014, "Persistance des chocs de volatilité et le marché boursier: modélisation SEMIFARMA-FIGARCH," Economies et Sociétés (Serie 'Histoire Economique Quantitative'), Association Française de Cliométrie (AFC), issue 49, pages 1357-1376, Août.
  2. Mireille Al-Ayoubi & Mohamed Chikhi & Michel Terraza, 2014, "The Dynamic Relationship between Oil and Wheat Markets," Applied Economics and Finance, Redfame publishing, volume 1, issue 1, pages 116-126, May.

2013

  1. Mohamed Chikhi & Anne Péguin-Feissolle & Michel Terraza, 2013, "SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence," Computational Economics, Springer;Society for Computational Economics, volume 41, issue 2, pages 249-265, February, DOI: 10.1007/s10614-012-9328-9.

2010

  1. Mohamed Chikhi & Claude Diebolt, 2010, "Nonparametric analysis of financial time series by the Kernel methodology," Quality & Quantity: International Journal of Methodology, Springer, volume 44, issue 5, pages 865-880, August, DOI: 10.1007/s11135-009-9239-6.

2009

  1. Mohamed Chikhi & Claude Diebolt, 2009, "Transitory exogenous shocks in a non-linear framework: application to the cyclical behaviour of the German aggregate wage earnings," Historical Social Research (Section 'Cliometrics'), Association Française de Cliométrie (AFC), volume 34, issue 1, pages 354-366.
  2. Mohamed Chikhi & Claude Diebolt, 2009, "The Reichsbank: a nonparametric modelling of historical time series," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 14, pages 1409-1414, DOI: 10.1080/17446540802599713.

2006

  1. M.Chikhi & C.Diebolt, 2006, "L'efficience du marché boursier parisien: une analyse cliométrique et non paramétrique du temps présent," Economies et Sociétés (Serie 'Histoire Economique Quantitative'), Association Française de Cliométrie (AFC), issue 34, pages 171-192, February.

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