Access Statistics for Roman MESTRE

Author contact details at EconPapers.

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 1 1 1 0 3 6 31
Adjusted beta based on an empirical comparison of OLS ‐ CAPM and the CAPM with EGARCH errors 0 0 0 0 1 2 4 5
Analyse Multidimensionnelle Temps-Fréquence du MEDAF 1 2 2 10 4 6 8 44
Analyse Temps-fréquence du MEDAF –Application au CAC 40 – 0 0 0 40 0 0 2 215
Estimation du Beta Tempo-fréquentiel de la Droite de Marché-Une approche par les ondelettes continues- 0 0 1 7 2 2 3 29
Monetary Policy and Business Cycle Synchronization in Europe 1 1 4 72 1 1 10 123
Monetary Policy and Business Cycle Synchronization in Europe 0 0 0 0 0 0 1 4
Regression Forward avec fenêtres Tempo-Frequentielles roulantes par ondelettes discretes et continues -Une application à la Droite de Marché - 0 0 0 5 0 0 0 30
Stock profiling using time–frequency-varying systematic risk measure 0 0 0 1 0 0 1 6
Time-Frequency Analysis of CAPM: Application to the CAC 40 0 0 0 0 1 1 2 7
Time-Frequency Multi-Betas Model-An Application with Gold and Oil - 0 0 0 9 0 1 1 38
Time-Frequency varying beta estimation - a continuous wavelets approach 0 0 0 1 0 0 2 7
Time–frequency varying estimations: comparison of discrete and continuous wavelets in the market line framework 0 0 0 0 1 1 2 2
Total Working Papers 2 4 8 146 10 17 42 541

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 0 13 13 0 4 46 47
A wavelet approach of investing behaviors and their effects on risk exposures 0 0 0 3 1 3 5 23
Adjusted beta based on an empirical comparison of OLS ‐CAPM and the CAPM with EGARCH errors 1 1 2 7 2 4 12 36
Stock profiling using time–frequency-varying systematic risk measure 0 0 0 0 1 1 2 10
Time-Frequency Analysis of capm: Application to the cac 40 0 0 2 9 0 0 4 55
Time-Frequency varying beta estimation -a continuous wavelets approach- 1 1 1 36 1 1 4 306
Total Journal Articles 2 2 18 68 5 13 73 477

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-05-12