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 0 1 8 91
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities 0 0 0 9 0 2 10 45
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities 0 0 0 7 0 0 4 54
Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue 0 0 0 2 0 0 14 60
Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue 0 0 0 25 0 0 12 172
Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue 0 0 0 0 0 0 14 29
Assessing volatility persistence in fractional Heston models with self-exciting jumps 0 0 0 0 0 0 0 4
Estimation and Testing for Fractional Cointegration 0 0 0 49 0 1 32 231
Estimation and Testing for Fractional Cointegration 0 0 0 12 0 2 11 92
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 0 0 0 0 0 2 8 8
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 0 0 0 46 0 0 11 123
Long-Run Comovements in East Asian Stock Market Volatility 0 0 0 0 1 1 9 35
Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems 0 0 0 0 1 1 15 16
Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems 0 0 0 54 0 0 8 139
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning 0 0 0 0 0 0 6 7
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning 0 0 0 0 0 3 11 44
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates 0 0 0 31 0 1 17 83
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates 0 0 0 35 0 1 11 92
On the risk comovements between the crude oil market and U.S. dollar exchange rates 0 0 0 0 0 0 10 45
On the risk comovements between the crude oil market and the U.S. dollar exchange rates 0 0 0 16 1 2 13 85
On the risk dependence between crude oil market and U.S. dollar exchange rates 0 0 0 0 1 1 9 25
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 35 0 2 7 44
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 6 0 0 21 74
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 0 0 11 31
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 0 0 6 33
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 30 0 1 9 116
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 9 0 1 9 65
Shift-volatility transmission in East Asian equity markets: new indicators 0 0 0 0 0 0 4 13
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 30 1 2 10 181
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 32 0 0 8 168
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 9 0 1 36 100
South East Asian monetary integration: new evidences from fractional cointegration of RER 0 0 0 0 0 0 12 30
Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates 0 0 0 0 0 0 6 36
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 0 0 0 2 15 18
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 0 156 0 2 10 251
The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk 0 0 0 0 0 0 7 7
The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk 0 0 0 0 0 2 7 9
The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk 0 0 1 7 2 2 8 23
The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk 0 0 0 0 0 0 8 8
Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets 0 0 0 46 0 1 30 82
Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets 0 0 0 48 0 1 8 83
Total Working Papers 0 0 1 720 7 35 465 2,852

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 0 6 0 1 9 55
Assessing volatility persistence in fractional Heston models with self-exciting jumps 0 0 1 2 0 1 11 15
Long-Run Comovements in East Asian Stock Market Volatility 0 0 0 4 0 1 12 61
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning 0 0 1 17 0 0 10 87
On the risk comovements between the crude oil market and U.S. dollar exchange rates 0 0 1 15 0 1 16 89
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 8 0 2 6 62
Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates 0 0 0 11 0 1 13 92
The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk 0 0 1 3 0 1 14 19
Total Journal Articles 0 0 4 66 0 8 91 480

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Statistics updated 2026-08-07