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 1 3 6 34
Adjusted beta based on an empirical comparison of OLS ‐ CAPM and the CAPM with EGARCH errors 0 0 0 0 0 1 3 6
Analyse Multidimensionnelle Temps-Fréquence du MEDAF 0 0 2 10 1 1 8 46
Analyse Temps-fréquence du MEDAF –Application au CAC 40 – 0 0 0 40 0 1 3 217
Estimation du Beta Tempo-fréquentiel de la Droite de Marché-Une approche par les ondelettes continues- 0 0 0 7 1 1 3 30
Monetary Policy and Business Cycle Synchronization in Europe 0 0 0 0 1 3 3 7
Monetary Policy and Business Cycle Synchronization in Europe 0 0 1 72 2 6 7 129
Regression Forward avec fenêtres Tempo-Frequentielles roulantes par ondelettes discretes et continues -Une application à la Droite de Marché - 0 0 0 5 2 3 6 36
Stock profiling using time–frequency-varying systematic risk measure 0 0 0 1 0 0 0 6
Time-Frequency Analysis of CAPM: Application to the CAC 40 0 0 0 0 2 3 4 10
Time-Frequency Multi-Betas Model-An Application with Gold and Oil - 0 0 0 9 1 3 5 42
Time-Frequency varying beta estimation - a continuous wavelets approach 0 0 0 1 0 1 1 8
Time–frequency varying estimations: comparison of discrete and continuous wavelets in the market line framework 0 0 0 0 0 0 2 3
Total Working Papers 0 0 4 146 11 26 51 574


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 2 4 11 54
A wavelet approach of investing behaviors and their effects on risk exposures 0 0 0 3 2 3 7 27
Adjusted beta based on an empirical comparison of OLS ‐CAPM and the CAPM with EGARCH errors 0 0 1 7 1 5 11 43
Stock profiling using time–frequency-varying systematic risk measure 0 0 0 0 1 3 4 13
Time-Frequency Analysis of capm: Application to the cac 40 0 0 1 10 2 3 7 61
Time-Frequency varying beta estimation -a continuous wavelets approach- 0 0 1 36 2 5 9 314
Total Journal Articles 0 0 3 69 10 23 49 512


Statistics updated 2026-01-09