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Table 13 Synthesis of time–frequency model for each stocks

From: A wavelet approach of investing behaviors and their effects on risk exposures

 

D1

D2

D3

D4

D5

D6

Accor

CAPM

MIXED

MIXED

FULL

MIXED

FULL

Airbus

MIXED

CAPM

FULL

MIXED

MB

FULL

Alcatel

MIXED

FF

FULL

MIXED

MIXED

FULL

Air Liquide

MIXED

FF

MIXED

FULL

MIXED

FULL

AXA

MIXED

MIXED

FULL

MIXED

FULL

FULL

BNP

MIXED

MIXED

FULL

FULL

FULL

FULL

Bouygues

MIXED

MIXED

MIXED

MIXED

FULL

FULL

CA

MIXED

MIXED

MIXED

FULL

FULL

MIXED

Carrefour

CAPM

CAPM

CAPM

FULL

MIXED

FULL

Danone

FF

MIXED

MIXED

MIXED

FULL

FULL

Essilor

CAPM

MIXED

MIXED

MIXED

MIXED

FULL

GDF

MIXED

MIXED

FULL

FULL

FULL

FULL

Gemini

CAPM

MIXED

MIXED

MIXED

FULL

FULL

St-Gobain

MIXED

MIXED

MIXED

MIXED

FULL

FULL

L’Oréal

MIXED

MIXED

FF

MIXED

MIXED

FULL

LVMH

MB

MIXED

MIXED

MIXED

FULL

FULL

Michelin

MIXED

MIXED

CAPM

FULL

MIXED

FULL

Orange

MIXED

MIXED

MIXED

FULL

MIXED

FULL

PSA

MB

MIXED

MIXED

MIXED

FULL

MIXED

Publicis

MB

FULL

FF

MIXED

MIXED

FULL

Renault

MIXED

MIXED

MIXED

MIXED

MIXED

FULL

Ricard

FULL

FF

MIXED

MIXED

MIXED

FULL

Schneider

CAPM

MIXED

MIXED

MIXED

MIXED

FULL

SG

MIXED

MB

MIXED

FULL

FULL

MIXED

Sodexo

MIXED

FF

MIXED

FULL

FULL

FULL

Technip

MIXED

FULL

MIXED

FULL

FULL

FULL

Total

FULL

FULL

MIXED

FULL

FULL

FULL

Veolia

MIXED

MB

MIXED

MIXED

MIXED

MIXED

Vinci

MIXED

MIXED

CAPM

FULL

MIXED

MIXED

Vivendi

MIXED

MIXED

MIXED

MIXED

MIXED

FULL