Access Statistics for Gilles DE TRUCHIS

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities 0 0 0 26 2 5 6 89
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities 0 0 0 7 2 4 4 54
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities 0 0 0 9 2 3 4 39
Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue 0 0 0 25 4 7 7 167
Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue 0 0 0 2 4 6 6 52
Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue 0 0 0 0 3 4 4 19
Assessing volatility persistence in fractional Heston models with self-exciting jumps 0 0 0 0 0 0 3 4
Estimation and Testing for Fractional Cointegration 0 0 1 49 7 12 17 215
Estimation and Testing for Fractional Cointegration 0 0 0 12 1 1 5 85
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 0 0 0 0 3 3 4 4
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 0 0 0 46 6 8 8 120
Long-Run Comovements in East Asian Stock Market Volatility 0 0 0 0 7 7 9 34
Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems 0 0 0 54 2 4 6 136
Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems 0 0 0 0 2 6 9 9
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning 0 0 0 0 2 3 5 38
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning 0 0 0 0 0 3 5 5
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates 0 0 0 31 6 9 10 76
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates 0 0 0 35 7 8 9 90
On the risk comovements between the crude oil market and U.S. dollar exchange rates 0 0 0 0 2 3 5 40
On the risk comovements between the crude oil market and the U.S. dollar exchange rates 0 0 0 16 5 8 9 81
On the risk dependence between crude oil market and U.S. dollar exchange rates 0 0 0 0 1 2 2 18
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 35 2 2 3 39
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 6 5 14 18 71
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 8 9 11 30
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 2 4 5 32
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 30 0 3 6 112
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 9 1 2 6 61
Shift-volatility transmission in East Asian equity markets: new indicators 0 0 0 0 1 1 1 10
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 30 5 6 9 178
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 9 7 23 25 88
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 32 2 3 5 165
South East Asian monetary integration: new evidences from fractional cointegration of RER 0 0 0 0 4 12 12 30
Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates 0 0 0 0 2 2 2 32
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 0 0 3 4 8 9
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 1 156 3 3 6 245
The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk 0 0 0 0 3 4 4 4
The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk 0 0 0 0 2 2 2 4
The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk 1 1 1 7 4 4 6 19
The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk 0 0 0 0 3 6 6 6
Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets 0 0 0 48 1 2 2 77
Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets 0 0 0 46 4 24 25 76
Total Working Papers 1 1 3 720 130 236 299 2,663

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue 0 0 1 6 4 4 5 50
Assessing volatility persistence in fractional Heston models with self-exciting jumps 0 0 1 1 4 7 11 11
Long-Run Comovements in East Asian Stock Market Volatility 0 0 0 4 2 3 6 54
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning 0 1 1 17 3 7 8 85
On the risk comovements between the crude oil market and U.S. dollar exchange rates 0 0 1 15 5 7 9 81
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 8 1 1 4 58
Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates 0 0 1 11 3 6 7 85
The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk 0 0 3 3 3 7 12 14
Total Journal Articles 0 1 8 65 25 42 62 438

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Statistics updated 2026-02-12