Access Statistics for Roman MESTRE

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A wavelet approach of investing behaviors and their effects on risk exposures 0 0 0 1 1 2 7 38
Adjusted beta based on an empirical comparison of OLS ‐ CAPM and the CAPM with EGARCH errors 0 0 0 0 1 2 3 8
Analyse Multidimensionnelle Temps-Fréquence du MEDAF 0 0 0 10 2 4 13 57
Analyse Temps-fréquence du MEDAF –Application au CAC 40 – 0 0 0 40 3 3 6 221
Estimation du Beta Tempo-fréquentiel de la Droite de Marché-Une approche par les ondelettes continues- 0 0 0 7 3 4 8 37
Monetary Policy and Business Cycle Synchronization in Europe 0 0 0 0 1 2 12 16
Monetary Policy and Business Cycle Synchronization in Europe 0 0 0 72 2 4 22 145
Regression Forward avec fenêtres Tempo-Frequentielles roulantes par ondelettes discretes et continues -Une application à la Droite de Marché - 0 0 0 5 1 2 11 41
Stock profiling using time–frequency-varying systematic risk measure 0 0 0 1 2 2 3 9
Time-Frequency Analysis of CAPM: Application to the CAC 40 0 0 0 0 0 0 3 10
Time-Frequency Multi-Betas Model-An Application with Gold and Oil - 0 0 0 9 0 4 11 49
Time-Frequency varying beta estimation - a continuous wavelets approach 0 0 0 1 1 2 4 11
Time–frequency varying estimations: comparison of discrete and continuous wavelets in the market line framework 0 0 0 0 0 0 2 4
Total Working Papers 0 0 0 146 17 31 105 646


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A continuous wavelets approach of China opening reforms effects on relationships between mainland Chinese stock exchanges and Hong Kong 0 1 1 14 5 9 16 63
A wavelet approach of investing behaviors and their effects on risk exposures 0 0 0 3 1 2 9 32
Adjusted beta based on an empirical comparison of OLS ‐CAPM and the CAPM with EGARCH errors 0 0 0 7 3 4 11 47
Stock profiling using time–frequency-varying systematic risk measure 0 0 0 0 1 6 13 23
Time-Frequency Analysis of capm: Application to the cac 40 0 0 1 10 0 3 14 69
Time-Frequency varying beta estimation -a continuous wavelets approach- 0 0 2 38 3 7 20 326
Total Journal Articles 0 1 4 72 13 31 83 560


Statistics updated 2026-05-06