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Publications

by members of

Laboratoire des Applications Quantitatives en Sciences Économiques et Financières (LAQSEF)
Université d'Ouargla
Ouargla, Algeria

(Laboratory for Quantitative Applications in Economics and Finance, Ouargla University)

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. 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 09-21, Association Française de Cliométrie (AFC).

2019

  1. Mohamed Chikhi & Claude Diebolt, 2019. "Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors," Working Papers 03-19, Association Française de Cliométrie (AFC).
  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 07-19, Association Française de Cliométrie (AFC).
  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 11-19, Association Française de Cliométrie (AFC).
  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 2019-43, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.

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 seri," MPRA Paper 76691, University Library of Munich, Germany, 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 Etisala," MPRA Paper 84263, University Library of Munich, Germany, revised Oct 2017.

2015

  1. ABDELLAOUI, Okba & Zergoune, Mohamed, 2015. "أثر أزمة منطقة اليورو على الإيرادات النفطية للجزائر للفترة 2005 - 2012 [The impact of euro zone crisis on oil revenues in Algeria]," MPRA Paper 65933, University Library of Munich, Germany.

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 76629, University Library of Munich, Germany, 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 Econo," MPRA Paper 76692, University Library of Munich, Germany, revised 2014.
  3. Abd El Lattif Messitfa & Mohamed Zergoune & Abd El Kader Meerad, 2014. "قياس أثر المتغيرات النقدية على سعر صرف الدينار الجزائري مقابل الدولار الأمريكي 74-2012," Post-Print halshs-01056121, HAL.

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 Us," MPRA Paper 84385, University Library of Munich, Germany, revised 2013.

2012

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

2011

  1. Sadek MELHEM & Michel TERRAZA & Mohamed CHIKHI, 2011. "Cyclical Mackey Glass Model for Oil Bull Seasonal," Working Papers 11-10, LAMETA, Universtiy of Montpellier, 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 77269, University Library of Munich, Germany, 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 76210, University Library of Munich, Germany, revised 2010.

2009

  1. CHIKHI, Mohamed, 2009. "Identification non paramétrique d’un processus non linéaire hétéroscédastique [Nonparametric identification of heteroscedastic nonlinear process]," MPRA Paper 82108, University Library of Munich, Germany, 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 76720, University Library of Munich, Germany, revised 2008.

2006

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

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 77268, University Library of Munich, Germany, revised Dec 2003.

Journal articles

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, vol. 13, pages 228-253, June.

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, vol. 10, pages 221-248, December.
  2. Zoubida Mahcane & Mayou Abdellah & Mohamed Zergoune & Miloud Lacheheb, 2019. "Land Degradation and Economic Development in Algeria," International Journal of Energy Economics and Policy, Econjournals, vol. 9(1), pages 137-142.

2018

  1. 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, vol. 2(2), pages 105-120.
  2. Zergoune Mohamed & Okba Abdellaoui & Nawal Ben Amara, 2018. "Determinants of the Algerian Economy: Autoregressive Distributed Lag Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 8(5), pages 7-10.
  3. 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, Econjournals, vol. 8(4), pages 39-44.

2017

  1. Ali BENDOB & Mohamed CHIKHI & Fatma BENNACEUR, 2017. "Testing the CAPM-GARCH Models in the GCC-Wide Equity Sectors," Asian Journal of Economic Modelling, Asian Economic and Social Society, vol. 5(4), pages 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, vol. 1(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, vol. 41(2), pages 249-265, February.

2010

  1. Mohamed Chikhi & Claude Diebolt, 2010. "Nonparametric analysis of financial time series by the Kernel methodology," Quality & Quantity: International Journal of Methodology, Springer, vol. 44(5), pages 865-880, August.

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), vol. 34(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, vol. 16(14), pages 1409-1414.

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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