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Dive into the research topics where Mohamed Chikhi is active.

Publication


Featured researches published by Mohamed Chikhi.


Applied Economics Letters | 2009

The Reichsbank: a nonparametric modelling of historical time series

Mohamed Chikhi; Claude Diebolt

This article applies nonparametric methods to the monthly monetary stock time series of the Reichsbank, constructed in weekly data, with 2160 observations, covering the time period January 1876 to December 1920. Our analysis begins with a historical description followed by a cliometric application.


Computing in Economics and Finance | 2013

SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence

Mohamed Chikhi; Anne Peguin-Feissolle; Michel Terraza


Applied Economics and Finance | 2014

The Dynamic Relationship between Oil and Wheat Markets

Mireille Al-Ayoubi; Mohamed Chikhi; Michel Terraza


Journal of Economics and Financial Analysis | 2018

Nonparametric NAR-ARCH Modelling of Stock Prices by the Kernel Methodology

Mohamed Chikhi; Ali Bendob


Asian Journal of Economic Modelling | 2017

Testing the CAPM-GARCH Models in the GCC-Wide Equity Sectors

Ali Bendob; Mohamed Chikhi; Fatma Bennaceur


Archive | 2012

MODELISATION SEMIFARMA-HYGARCH DE LA PERSISTANCE DU COURS DU DOW JONES

Mohamed Chikhi; Anne Peguin-Feissolle; Michel Terraza


MPRA Paper | 2012

Cyclical Mackey Glass Model for Oil Bull Seasonal

Sadek Melhem; Michel Terraza; Mohamed Chikhi


Recherches économiques et managériales | 2011

Analyse des chocs informationnels et de l’hétéroscédasticité conditionnelle dans les flux de la trésorerie

Mohamed Chikhi


MPRA Paper | 2010

Rare Events in the American GDP Time Series, 1790-Present: Fact or Artefact

Mohamed Chikhi; Claude Diebolt


Historical Social Research | 2009

Transitory Exogenous Shocks in a Non-Linear Framework: Application to the Cyclical Behaviour of the German Aggregate Wage Earnings

Mohamed Chikhi; Claude Diebolt

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Michel Terraza

University of Montpellier

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Claude Diebolt

University of Strasbourg

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