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Mohamed Chikhi

Personal Details

First Name:Mohamed
Middle Name:
Last Name:Chikhi
Suffix:
RePEc Short-ID:pch1609
http://orcid.org/0000-0003-4955-9545
Route de Ghardaîa BP. 511 30000 Ouargla - Algeria
(+213) 029 60 81 33

Affiliation

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

Ouargla, Algeria
https://aqsef.univ-ouargla.dz/

:

Route de Ghardaïa, BP. 511, 30000 Ouargla
RePEc:edi:lauoudz (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  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.
  3. 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.
  4. 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.
  5. 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.
  6. Mohamed Chikhi & Anne Peguin-Feissolle & Michel Terraza, 2012. "Modelisation Semifarma-Hygarch De La Persistance Du Cours Du Dow Jones," Working Papers 12-06, LAMETA, Universitiy of Montpellier, revised Jan 2012.
  7. Mohamed Chikhi & Anne Peguin-Feissolle & Michel Terraza, 2012. "SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence," Working Papers halshs-00793203, HAL.
  8. 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.
  9. Sadek MELHEM & Michel TERRAZA & Mohamed CHIKHI, 2011. "Cyclical Mackey Glass Model for Oil Bull Seasonal," Working Papers 11-10, LAMETA, Universitiy of Montpellier, revised May 2011.
  10. 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.
  11. 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.
  12. 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.
  13. Mohamed Chikhi & Claude Diebolt, 2006. "Nonparametric Analysis of Financial Time Series by the Kernel Methodology," Working Papers 06-11, Association Française de Cliométrie (AFC).
  14. 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.

Articles

  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. 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, December.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Mohamed Chikhi & Anne Peguin-Feissolle & Michel Terraza, 2012. "SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence," Working Papers halshs-00793203, HAL.

    Cited by:

    1. Boubaker, Heni & Sghaier, Nadia, 2015. "Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach," Economic Modelling, Elsevier, vol. 50(C), pages 254-265.

  2. Mohamed Chikhi & Claude Diebolt, 2006. "Nonparametric Analysis of Financial Time Series by the Kernel Methodology," Working Papers 06-11, Association Française de Cliométrie (AFC).

    Cited by:

    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. 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.
    3. I. Sánchez-Borrego & M. Rueda & J. Muñoz, 2012. "Nonparametric methods in sample surveys. Application to the estimation of cancer prevalence," Quality & Quantity: International Journal of Methodology, Springer, vol. 46(2), pages 405-414, February.

Articles

  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.
    See citations under working paper version above.
  2. 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.
    See citations under working paper version above.
  3. 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.

    Cited by:

    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.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ARA: MENA - Middle East & North Africa (1) 2018-02-05
  2. NEP-ECM: Econometrics (1) 2012-10-27
  3. NEP-ETS: Econometric Time Series (1) 2012-10-27
  4. NEP-FOR: Forecasting (1) 2012-10-27
  5. NEP-GTH: Game Theory (1) 2010-10-02

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