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 9 0 0 0 35
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities 0 0 0 7 0 0 0 50
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities 0 0 0 26 0 0 1 83
Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue 0 0 0 25 0 0 2 160
Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue 0 0 0 2 0 0 0 46
Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue 0 0 0 0 0 0 1 15
Assessing volatility persistence in fractional Heston models with self-exciting jumps 0 0 0 0 0 2 3 3
Estimation and Testing for Fractional Cointegration 0 0 0 12 0 0 4 80
Estimation and Testing for Fractional Cointegration 0 0 0 48 0 0 1 198
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 0 0 1 46 0 0 3 112
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 0 0 0 0 0 0 0 0
Long-Run Comovements in East Asian Stock Market Volatility 0 0 0 0 0 1 2 26
Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems 0 0 1 54 0 0 1 130
Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems 0 0 0 0 0 1 1 1
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning 0 0 0 0 0 0 2 33
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning 0 0 0 0 1 1 1 1
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates 0 0 0 35 0 0 0 81
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates 0 0 0 31 0 0 1 66
On the risk comovements between the crude oil market and U.S. dollar exchange rates 0 0 0 0 0 0 1 35
On the risk comovements between the crude oil market and the U.S. dollar exchange rates 0 0 0 16 0 0 1 72
On the risk dependence between crude oil market and U.S. dollar exchange rates 0 0 0 0 0 0 0 16
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 6 0 0 1 53
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 35 0 0 1 36
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 0 1 2 20
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 0 0 1 27
Shift-Volatility Transmission in East Asian Equity Markets 0 0 1 30 0 1 3 107
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 9 0 0 1 55
Shift-volatility transmission in East Asian equity markets: new indicators 0 0 0 0 0 0 1 9
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 32 0 0 0 160
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 30 0 1 3 170
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 9 0 0 0 63
South East Asian monetary integration: new evidences from fractional cointegration of RER 0 0 0 0 0 0 0 18
Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates 0 0 0 0 0 0 0 30
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 0 0 0 1 2 2
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 2 155 0 0 4 239
The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk 0 0 0 0 0 0 0 0
The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk 0 0 0 0 0 0 2 2
The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk 0 0 0 0 0 0 0 0
The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk 0 0 4 6 0 1 9 14
Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets 0 0 0 46 0 0 1 51
Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets 0 0 0 48 0 0 0 75
Total Working Papers 0 0 9 717 1 10 56 2,374

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 1 1 1 6 1 1 1 46
Assessing volatility persistence in fractional Heston models with self-exciting jumps 0 1 1 1 0 2 2 2
Long-Run Comovements in East Asian Stock Market Volatility 0 0 0 4 0 0 0 48
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning 0 0 0 16 0 0 5 77
On the risk comovements between the crude oil market and U.S. dollar exchange rates 0 0 0 14 0 0 1 72
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 8 0 1 2 55
Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates 0 1 1 11 0 1 1 79
The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk 0 1 1 1 0 2 4 4
Total Journal Articles 1 4 4 61 1 7 16 383

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Statistics updated 2025-05-12