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 7 0 0 4 54
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities 0 0 0 9 1 5 10 45
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities 0 0 0 26 1 2 8 91
Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue 0 0 0 2 0 1 14 60
Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue 0 0 0 25 0 3 12 172
Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue 0 0 0 0 0 3 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 12 0 5 11 92
Estimation and Testing for Fractional Cointegration 0 0 0 49 0 2 32 231
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 0 0 0 0 1 4 8 8
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 0 0 0 46 0 3 11 123
Long-Run Comovements in East Asian Stock Market Volatility 0 0 0 0 0 0 8 34
Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems 0 0 0 0 0 5 14 15
Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems 0 0 0 54 0 1 8 139
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning 0 0 0 0 1 4 11 44
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning 0 0 0 0 0 2 6 7
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates 0 0 0 31 0 5 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 0 2 12 84
On the risk dependence between crude oil market and U.S. dollar exchange rates 0 0 0 0 0 3 8 24
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 35 0 4 8 44
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 6 0 3 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 1 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 1 6 33
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 9 0 3 9 65
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 30 1 3 9 116
Shift-volatility transmission in East Asian equity markets: new indicators 0 0 0 0 0 1 4 13
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 32 0 2 8 168
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 9 0 6 36 100
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 30 1 2 10 180
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 4 6 36
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 0 0 1 7 16 18
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 0 156 1 4 10 251
The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk 0 0 0 0 0 3 7 7
The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk 0 0 0 0 0 1 8 8
The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk 0 0 0 0 0 5 7 9
The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk 0 0 1 7 0 2 6 21
Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets 0 0 0 48 0 4 8 83
Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets 0 0 0 46 0 2 30 82
Total Working Papers 0 0 1 720 8 109 461 2,845

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 4 9 55
Assessing volatility persistence in fractional Heston models with self-exciting jumps 0 1 1 2 1 4 11 15
Long-Run Comovements in East Asian Stock Market Volatility 0 0 0 4 0 6 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 4 17 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 5 13 92
The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk 0 0 1 3 0 2 14 19
Total Journal Articles 0 1 4 66 1 27 92 480

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Statistics updated 2026-07-10