
Roman MESTRE
4
Documents
Publications
Publications
|
Stock profiling using time–frequency-varying systematic risk measureFinancial Innovation, 2023, 9 (1), pp.52. ⟨10.1186/s40854-023-00457-7⟩
Article dans une revue
hal-04058285
v1
|
Adjusted beta based on an empirical comparison of OLS ‐ CAPM and the CAPM with EGARCH errorsInternational Journal of Finance and Economics, 2021, 26 (3), pp.3588-3598. ⟨10.1002/ijfe.1977⟩
Article dans une revue
hal-04058231
v1
|
|
Time–frequency varying estimations: comparison of discrete and continuous wavelets in the market line frameworkJournal of Banking and Financial Technology, 2019, 3 (2), pp.97-111. ⟨10.1007/s42786-019-00008-8⟩
Article dans une revue
hal-04058291
v1
|
|
|
Time-Frequency varying beta estimation - a continuous wavelets approachEconomics Bulletin, 2018, 38 (4), pp.1796-1810
Article dans une revue
hal-03195193
v1
|
Chargement...
Chargement...