| SEMIFARMA-HYGARCH modeling of Dow Jones return persistence M Chikhi, A Péguin-Feissolle, M Terraza Computational Economics 41, 249-265, 2013 | 16 | 2013 |
| Testing the CAPM-GARCH MODELS in the GCC-wide equity sectors A Bendob, M Chikhi, F Bennaceur Asian Journal of Economic Modelling, 2017 | 6 | 2017 |
| The dynamic relationship between oil and wheat markets M Al-Ayoubi, M Chikhi, M Terraza Applied Economics and Finance 1 (1), 116-126, 2014 | 6 | 2014 |
| Nonparametric analysis of financial time series by the Kernel methodology M Chikhi, C Diebolt Quality & Quantity 44, 865-880, 2010 | 6 | 2010 |
| Nonparametric NAR-ARCH modelling of stock prices by the kernel methodology M Chikhi, A Bendob Journal of Economics and Financial Analysis 2 (2), 105-120, 2018 | 4 | 2018 |
| The Reichsbank: a nonparametric modelling of historical time series M Chikhi, C Diebolt Applied Economics Letters 16 (14), 1409-1414, 2009 | 3 | 2009 |
| Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors M Chikhi, C Diebolt Document de Travail, 2019 | 2 | 2019 |
| Cyclical Mackey Glass Model for Oil Bull Seasonal MTMC Sadek Melhem Journal of Energy and Development 36 (2), 165-178, 2012 | 2* | 2012 |
| Transitory exogenous shocks in a non-linear framework: application to the cyclical behaviour of the German aggregate wage earnings M Chikhi, C Diebolt Historical Social Research/Historische Sozialforschung, 354-364, 2009 | 2 | 2009 |
| Etude économétrique de l’efficience informationnelle face aux anomalies sur les marchés boursiers M Chikhi el-Bahith Review 3 (1), 1-15, 2005 | 2 | 2005 |
| Le marché boursier en France est-il efficient M Chikhi Application à la prévision non, 2001 | 2 | 2001 |
| The Asymmetric Effect of COVID-19 Pandemic on the US Market Risk Premium: Evidence from AEGAS-M Model F Benhmad, M Chikhi Computational Economics, 1-23, 2024 | 1 | 2024 |
| Day-of-the-week and month-of-the-year effects on French Small-Cap Volatility: the role of asymmetry and long memory M Chikhi, A Bendob, AR Siagh Eastern Journal of European Studies 10 (2), 221, 2019 | 1 | 2019 |
| L'efficience du marché boursier parisien: une analyse cliométrique et non paramétrique du temps présent C Diebolt, M Chikhi HAL Post-Print, 2006 | 1 | 2006 |
| Un essai de prévision non paramétrique de l'action France Télécom M Chikhi, M Terraza | 1 | 2002 |
| Memory and Predictability of Bitcoin Prices: An Arfima-Aegas Approach A Alhussaini, M Chikhi, C Diebolt, T Mishra Available at SSRN 4415160, 2023 | | 2023 |
| Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation M Chikhi, C Diebolt Eastern Journal of European Studies 13 (1), 228-253, 2022 | | 2022 |
| Testing The Weak Form Efficiency Of The French Etf Market With Lstar-Anlstgarch Approach Using A Semiparametric Estimation C Diebolt, M Chikhi Association Française de Cliométrie (AFC) Working Papers, 2021 | | 2021 |
| Does Predictive Ability of an Asset Price Rest in'Memory'? Insights from a New Approach M Chikhi, C Diebolt, T Mishra Working Papers of BETA, 2019 | | 2019 |
| Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model M Chikhi, C Diebolt, T Mishra Association Française de Cliométrie (AFC) Working Papers, 2019 | | 2019 |