Showing 1 - 3 results of 3 for search 'Mohamed CHIKHI', query time: 0.03s Refine Results
  1. 1
    Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation

    Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation by Mohamed CHIKHI, Claude DIEBOLT

    Published 2022-06-01
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    Article
  2. 2
    Nonparametric NAR-ARCH Modelling of Stock Prices by the Kernel Methodology

    Nonparametric NAR-ARCH Modelling of Stock Prices by the Kernel Methodology by Mohamed Chikhi, Ali Bendob

    Published 2018-02-01
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  3. 3
    Day-of-the-week and month-of-the-year effects on French Small-Cap Volatility: the role of asymmetry and long memory

    Day-of-the-week and month-of-the-year effects on French Small-Cap Volatility: the role of asymmetry and long memory by Mohamed CHIKHI, Ali BENDOB, Ahmed Ramzi SIAGH

    Published 2019-12-01
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    Article

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