Roman Mestre

Roman Mestre

Université de Montpellier - Montpellier / France
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5197617
University of Montpellier
person_outline Roman Mestre's MOST POPULAR ARTICLES
1-) A wavelet approach of investing behaviors and their effects on risk exposures R Mestre Financial Innovation 7 (1), 24, 2021 142021
2-) Revisiting the Energy-Growth nexus with debt channel. A wavelet time-frequency analysis for a panel of Eurozone-OECD countriesM Awada, R MestreData Sci. Financ. Econ 3, 133-151, 2023102023
3-) Time-Frequency Analysis of capm: Application to the cac 40R Mestre, M TerrazaManag Glob Transit Int Res J 16, 141-157, 2018102018
4-) Adjusted beta based on an empirical comparison of OLS‐CAPM and the CAPM with EGARCH errorsM Terraza, R MestreInternational Journal of Finance & Economics 26 (3), 3588-3598, 202182021
5-) Time-Frequency varying beta estimation-a continuous wavelets approachR Mestre, M TerrazaEconomics Bulletin 38 (4), 1796-1810, 201872018