Roman MESTRE : Citation Profile


Are you Roman MESTRE?

Université de Montpellier

2

H index

0

i10 index

5

Citations

RESEARCH PRODUCTION:

4

Articles

11

Papers

RESEARCH ACTIVITY:

   6 years (2017 - 2023). See details.
   Cites by year: 0
   Journals where Roman MESTRE has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 10 (66.67 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pme786
   Updated: 2024-11-04    RAS profile: 2023-09-13    
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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:

Sharpe, William (6)

Fama, Eugene (6)

Bekiros, Stelios (5)

Uddin, Gazi (4)

French, Kenneth (4)

Filis, George (4)

Baur, Dirk (4)

Nguyen, Duc Khuong (4)

Tondl, Gabriele (3)

Duffy, David (3)

Degiannakis, Stavros (3)

Main data


Where Roman MESTRE has published?


Journals with more than one article published# docs
Financial Innovation2

Working Papers Series with more than one paper published# docs
Post-Print / HAL5
MPRA Paper / University Library of Munich, Germany4

Recent works citing Roman MESTRE (2024 and 2023)


YearTitle of citing document
2024A 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

Works by Roman MESTRE:


YearTitleTypeCited
2021Monetary Policy and Business Cycle Synchronization in Europe In: EconomiX Working Papers.
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paper0
2018Time-Frequency varying beta estimation -a continuous wavelets approach- In: Economics Bulletin.
[Full Text][Citation analysis]
article2
2018Time-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
2018Time-Frequency Analysis of CAPM: Application to the CAC 40 In: Post-Print.
[Citation analysis]
paper0
2018Time-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
2021A wavelet approach of investing behaviors and their effects on risk exposures In: Post-Print.
[Full Text][Citation analysis]
paper2
2021A 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: 2
article
2023Stock profiling using time–frequency-varying systematic risk measure In: Post-Print.
[Citation analysis]
paper0
2023Stock 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
2019Time–frequency varying estimations: comparison of discrete and continuous wavelets in the market line framework In: Post-Print.
[Citation analysis]
paper1
2017Analyse Temps-fréquence du MEDAF –Application au CAC 40 – In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2017Analyse Multidimensionnelle Temps-Fréquence du MEDAF In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2017Estimation du Beta Tempo-fréquentiel de la Droite de Marché-Une approche par les ondelettes continues- In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2018Regression 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]
paper0
2019Time-Frequency Multi-Betas Model-An Application with Gold and Oil - In: Cahiers de recherche.
[Full Text][Citation analysis]
paper0

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