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 0 1 1 1 8 39
Adjusted beta based on an empirical comparison of OLS ‐ CAPM and the CAPM with EGARCH errors 0 0 0 0 0 0 3 8
Analyse Multidimensionnelle Temps-Fréquence du MEDAF 0 0 0 10 0 0 12 57
Analyse Temps-fréquence du MEDAF –Application au CAC 40 – 0 0 0 40 0 0 7 222
Estimation du Beta Tempo-fréquentiel de la Droite de Marché-Une approche par les ondelettes continues- 0 2 2 9 0 4 12 41
Monetary Policy and Business Cycle Synchronization in Europe 0 0 0 0 0 1 14 18
Monetary Policy and Business Cycle Synchronization in Europe 0 0 0 72 1 2 26 149
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 9 41
Stock profiling using time–frequency-varying systematic risk measure 0 0 0 1 0 1 4 10
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 1 11 50
Time-Frequency varying beta estimation - a continuous wavelets approach 0 0 0 1 0 0 4 11
Time–frequency varying estimations: comparison of discrete and continuous wavelets in the market line framework 0 0 0 0 0 0 3 5
Total Working Papers 0 2 2 148 2 10 116 661


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 1 14 6 6 21 70
A wavelet approach of investing behaviors and their effects on risk exposures 0 0 0 3 0 1 9 33
Adjusted beta based on an empirical comparison of OLS ‐CAPM and the CAPM with EGARCH errors 0 0 0 7 1 1 13 50
Stock profiling using time–frequency-varying systematic risk measure 0 0 0 0 0 1 14 24
Time-Frequency Analysis of capm: Application to the cac 40 0 0 0 10 3 3 15 73
Time-Frequency varying beta estimation -a continuous wavelets approach- 0 0 2 38 2 5 23 332
Total Journal Articles 0 0 3 72 12 17 95 582


Statistics updated 2026-09-10