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 2 2 6 33
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 0 0 7 45
Analyse Temps-fréquence du MEDAF –Application au CAC 40 – 0 0 0 40 0 2 3 217
Estimation du Beta Tempo-fréquentiel de la Droite de Marché-Une approche par les ondelettes continues- 0 0 0 7 0 0 2 29
Monetary Policy and Business Cycle Synchronization in Europe 0 0 1 72 3 4 6 127
Monetary Policy and Business Cycle Synchronization in Europe 0 0 0 0 1 2 2 6
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 4 34
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 1 1 2 8
Time-Frequency Multi-Betas Model-An Application with Gold and Oil - 0 0 0 9 1 2 4 41
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 1 2 3
Total Working Papers 0 0 4 146 9 18 42 563


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 1 3 11 52
A wavelet approach of investing behaviors and their effects on risk exposures 0 0 0 3 0 1 5 25
Adjusted beta based on an empirical comparison of OLS ‐CAPM and the CAPM with EGARCH errors 0 0 1 7 4 5 12 42
Stock profiling using time–frequency-varying systematic risk measure 0 0 0 0 0 2 3 12
Time-Frequency Analysis of capm: Application to the cac 40 0 0 1 10 0 1 5 59
Time-Frequency varying beta estimation -a continuous wavelets approach- 0 0 1 36 2 3 7 312
Total Journal Articles 0 0 3 69 7 15 43 502


Statistics updated 2025-12-06