Roman MESTRE : Citation Profile


Are you Roman MESTRE?

Université de Montpellier

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Citations

RESEARCH PRODUCTION:

4

Articles

9

Papers

RESEARCH ACTIVITY:

   4 years (2017 - 2021). See details.
   Cites by year: 0
   Journals where Roman MESTRE has often published
   Relations with other researchers
   Recent citing documents: 0.    Total self citations: 9 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme786
   Updated: 2022-07-02    RAS profile: 2022-04-08    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Roman MESTRE.

Is cited by:

Cites to:

Fama, Eugene (7)

Bekiros, Stelios (5)

Sharpe, William (5)

French, Kenneth (4)

Uddin, Gazi (4)

Filis, George (4)

Nguyen, Duc Khuong (4)

Engle, Robert (4)

Duffy, David (3)

Baur, Dirk (3)

Tondl, Gabriele (3)

Main data


Where Roman MESTRE has published?


Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany4
Post-Print / HAL3

Recent works citing Roman MESTRE (2021 and 2020)


YearTitle of citing document

Works by Roman MESTRE:


YearTitleTypeCited
2021Monetary Policy and Business Cycle Synchronization in Europe In: EconomiX Working Papers.
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2018Time-Frequency varying beta estimation -a continuous wavelets approach- In: Economics Bulletin.
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2018Time-Frequency varying beta estimation - a continuous wavelets approach.(2018) In: Post-Print.
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This paper has another version. Agregated cites: 0
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2018Time-Frequency Analysis of CAPM: Application to the CAC 40 In: Post-Print.
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2018Time-Frequency Analysis of capm: Application to the cac 40.(2018) In: Managing Global Transitions.
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This paper has another version. Agregated cites: 0
article
2021A wavelet approach of investing behaviors and their effects on risk exposures In: Post-Print.
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2021A wavelet approach of investing behaviors and their effects on risk exposures.(2021) In: Financial Innovation.
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This paper has another version. Agregated cites: 0
article
2017Analyse Temps-fréquence du MEDAF –Application au CAC 40 – In: MPRA Paper.
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2017Analyse Multidimensionnelle Temps-Fréquence du MEDAF In: MPRA Paper.
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2017Estimation du Beta Tempo-fréquentiel de la Droite de Marché-Une approche par les ondelettes continues- In: MPRA Paper.
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2018Regression Forward avec fenêtres Tempo-Frequentielles roulantes par ondelettes discretes et continues -Une application à la Droite de Marché - In: MPRA Paper.
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2019Time-Frequency Multi-Betas Model-An Application with Gold and Oil - In: Cahiers de recherche.
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2021Adjusted beta based on an empirical comparison of OLS ?CAPM and the CAPM with EGARCH errors In: International Journal of Finance & Economics.
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