Roman MESTRE

Publications

Article dans une revue (5)

Revisiting the Energy-Growth nexus with debt channel. A wavelet time-frequency analysis for a panel of Eurozone-OECD countries Mohamed Awada,Roman Mestre Data Science in Finance and Economics, 2023, 3 (2), pp.133-151. ⟨10.3934/DSFE.2023008⟩ Article dans une revue hal-05097857v1
Stock profiling using time–frequency-varying systematic risk measure Roman Mestre Financial Innovation, 2023, 9 (1), pp.52. ⟨10.1186/s40854-023-00457-7⟩ Article dans une revue hal-04058285v1
Adjusted beta based on an empirical comparison of OLS ‐ CAPM and the CAPM with EGARCH errors Michel Terraza,Roman Mestre International Journal of Finance and Economics, 2021, 26 (3), pp.3588-3598. ⟨10.1002/ijfe.1977⟩ Article dans une revue hal-04058231v1
Time–frequency varying estimations: comparison of discrete and continuous wavelets in the market line framework Roman Mestre,Michel Terraza Journal of Banking and Financial Technology, 2019, 3 (2), pp.97-111. ⟨10.1007/s42786-019-00008-8⟩ Article dans une revue hal-04058291v1
Time-Frequency varying beta estimation - a continuous wavelets approach Roman Mestre,Michel Terraza Economics Bulletin, 2018, 38 (4), pp.1796-1810 Article dans une revue hal-03195193v1