1
H index
0
i10 index
3
Citations
Université de Montpellier | 1 H index 0 i10 index 3 Citations RESEARCH PRODUCTION: 5 Articles 11 Papers RESEARCH ACTIVITY: 6 years (2017 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pme786 |
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: |
Journals with more than one article published | # docs |
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Financial Innovation | 2 |
Working Papers Series with more than one paper published | # docs |
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Post-Print / HAL | 5 |
MPRA Paper / University Library of Munich, Germany | 4 |
Year | Title of citing document |
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2024 | A continuous wavelets approach of China opening reforms effects on relationships between mainland Chinese stock exchanges and Hong Kong. (2024). Mestre, Roman ; Zhou, Yang Mestre. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00816. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2021 | Monetary Policy and Business Cycle Synchronization in Europe In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Time-Frequency varying beta estimation -a continuous wavelets approach- In: Economics Bulletin. [Full Text][Citation analysis] | article | 2 |
2018 | Time-Frequency varying beta estimation - a continuous wavelets approach.(2018) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2018 | Time-Frequency Analysis of CAPM: Application to the CAC 40 In: Post-Print. [Citation analysis] | paper | 0 |
2018 | Time-Frequency Analysis of capm: Application to the cac 40.(2018) In: Managing Global Transitions. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2021 | A wavelet approach of investing behaviors and their effects on risk exposures In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
2021 | A wavelet approach of investing behaviors and their effects on risk exposures.(2021) In: Financial Innovation. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2023 | Stock profiling using time–frequency-varying systematic risk measure In: Post-Print. [Citation analysis] | paper | 0 |
2023 | Stock profiling using time–frequency-varying systematic risk measure.(2023) In: Financial Innovation. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2019 | Time–frequency varying estimations: comparison of discrete and continuous wavelets in the market line framework In: Post-Print. [Citation analysis] | paper | 0 |
2017 | Analyse Temps-fréquence du MEDAF –Application au CAC 40 – In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2017 | Analyse Multidimensionnelle Temps-Fréquence du MEDAF In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2017 | Estimation du Beta Tempo-fréquentiel de la Droite de Marché-Une approche par les ondelettes continues- In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2018 | Regression Forward avec fenêtres Tempo-Frequentielles roulantes par ondelettes discretes et continues -Une application à la Droite de Marché - In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2019 | Time-Frequency Multi-Betas Model-An Application with Gold and Oil - In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 0 |
2021 | Adjusted beta based on an empirical comparison of OLS ?CAPM and the CAPM with EGARCH errors In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
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