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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 0 1 4 28
Adjusted beta based on an empirical comparison of OLS ‐ CAPM and the CAPM with EGARCH errors 0 0 0 0 0 0 2 3
Analyse Multidimensionnelle Temps-Fréquence du MEDAF 0 0 0 8 0 0 3 38
Analyse Temps-fréquence du MEDAF –Application au CAC 40 – 0 0 0 40 1 2 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 2 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 1 4 31 524


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 1 13 13 0 3 43 43
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 0 2 11 32
Stock profiling using time–frequency-varying systematic risk measure 0 0 0 0 0 0 2 9
Time-Frequency Analysis of capm: Application to the cac 40 0 1 2 9 1 2 5 55
Time-Frequency varying beta estimation -a continuous wavelets approach- 0 0 0 35 0 0 5 305
Total Journal Articles 0 2 16 66 1 7 68 464


Statistics updated 2025-02-05