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 0 1 2 4 29
Adjusted beta based on an empirical comparison of OLS ‐ CAPM and the CAPM with EGARCH errors 0 0 0 0 1 1 3 4
Analyse Multidimensionnelle Temps-Fréquence du MEDAF 0 0 0 8 1 1 3 39
Analyse Temps-fréquence du MEDAF –Application au CAC 40 – 0 0 0 40 0 1 3 215
Estimation du Beta Tempo-fréquentiel de la Droite de Marché-Une approche par les ondelettes continues- 0 0 1 7 0 0 1 27
Monetary Policy and Business Cycle Synchronization in Europe 0 0 0 0 0 0 1 4
Monetary Policy and Business Cycle Synchronization in Europe 0 0 3 71 0 1 11 122
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 0 0 1 6
Time-Frequency Multi-Betas Model-An Application with Gold and Oil - 0 0 0 9 0 0 0 37
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 0 0 1 1
Total Working Papers 0 0 4 142 3 6 31 527


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 3 5 46 46
A wavelet approach of investing behaviors and their effects on risk exposures 0 0 0 3 0 0 2 20
Adjusted beta based on an empirical comparison of OLS ‐CAPM and the CAPM with EGARCH errors 0 0 1 6 2 4 12 34
Stock profiling using time–frequency-varying systematic risk measure 0 0 0 0 0 0 1 9
Time-Frequency Analysis of capm: Application to the cac 40 0 0 2 9 0 1 5 55
Time-Frequency varying beta estimation -a continuous wavelets approach- 0 0 0 35 0 0 5 305
Total Journal Articles 0 0 16 66 5 10 71 469


Statistics updated 2025-03-03