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 0 1 1 0 3 7 36
Adjusted beta based on an empirical comparison of OLS ‐ CAPM and the CAPM with EGARCH errors 0 0 0 0 1 1 3 7
Analyse Multidimensionnelle Temps-Fréquence du MEDAF 0 0 2 10 1 9 15 54
Analyse Temps-fréquence du MEDAF –Application au CAC 40 – 0 0 0 40 0 1 3 218
Estimation du Beta Tempo-fréquentiel de la Droite de Marché-Une approche par les ondelettes continues- 0 0 0 7 1 5 7 34
Monetary Policy and Business Cycle Synchronization in Europe 0 0 1 72 0 14 19 141
Monetary Policy and Business Cycle Synchronization in Europe 0 0 0 0 0 8 10 14
Regression Forward avec fenêtres Tempo-Frequentielles roulantes par ondelettes discretes et continues -Une application à la Droite de Marché - 0 0 0 5 1 6 10 40
Stock profiling using time–frequency-varying systematic risk measure 0 0 0 1 0 1 1 7
Time-Frequency Analysis of CAPM: Application to the CAC 40 0 0 0 0 0 2 4 10
Time-Frequency Multi-Betas Model-An Application with Gold and Oil - 0 0 0 9 3 7 11 48
Time-Frequency varying beta estimation - a continuous wavelets approach 0 0 0 1 1 2 3 10
Time–frequency varying estimations: comparison of discrete and continuous wavelets in the market line framework 0 0 0 0 0 1 3 4
Total Working Papers 0 0 4 146 8 60 96 623


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 0 13 3 5 11 57
A wavelet approach of investing behaviors and their effects on risk exposures 0 0 0 3 0 5 10 30
Adjusted beta based on an empirical comparison of OLS ‐CAPM and the CAPM with EGARCH errors 0 0 1 7 1 2 10 44
Stock profiling using time–frequency-varying systematic risk measure 0 0 0 0 2 7 10 19
Time-Frequency Analysis of capm: Application to the cac 40 0 0 1 10 1 8 12 67
Time-Frequency varying beta estimation -a continuous wavelets approach- 0 2 3 38 0 7 14 319
Total Journal Articles 0 2 5 71 7 34 67 536


Statistics updated 2026-03-04