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 3 5 87
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities 0 0 0 7 0 2 2 52
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities 0 0 0 9 1 1 2 37
Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue 0 0 0 2 1 2 2 48
Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue 0 0 0 25 2 3 5 163
Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue 0 0 0 0 0 1 1 16
Assessing volatility persistence in fractional Heston models with self-exciting jumps 0 0 0 0 0 0 4 4
Estimation and Testing for Fractional Cointegration 0 0 0 12 0 1 5 84
Estimation and Testing for Fractional Cointegration 0 0 1 49 2 7 11 208
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 0 0 0 0 0 1 1 1
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 0 0 0 46 0 2 3 114
Long-Run Comovements in East Asian Stock Market Volatility 0 0 0 0 0 0 2 27
Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems 0 0 0 54 0 3 4 134
Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems 0 0 0 0 2 5 7 7
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning 0 0 0 0 3 3 5 5
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning 0 0 0 0 1 2 3 36
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates 0 0 0 35 1 1 2 83
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates 0 0 0 31 1 3 5 70
On the risk comovements between the crude oil market and U.S. dollar exchange rates 0 0 0 0 0 1 3 38
On the risk comovements between the crude oil market and the U.S. dollar exchange rates 0 0 0 16 2 3 4 76
On the risk dependence between crude oil market and U.S. dollar exchange rates 0 0 0 0 1 1 1 17
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 6 6 10 14 66
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 35 0 0 2 37
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 0 1 4 22
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 0 2 4 30
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 9 1 3 6 60
Shift-Volatility Transmission in East Asian Equity Markets 0 0 1 30 3 4 8 112
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 1 2 3 163
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 30 1 2 6 173
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 9 14 17 18 81
South East Asian monetary integration: new evidences from fractional cointegration of RER 0 0 0 0 6 8 8 26
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 1 156 0 0 4 242
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 0 0 0 2 6 6
The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk 0 0 0 0 1 1 1 1
The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk 0 0 0 0 1 3 3 3
The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk 0 0 0 0 0 0 0 2
The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk 0 0 2 6 0 0 4 15
Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets 0 0 0 48 1 1 1 76
Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets 0 0 0 46 18 20 22 72
Total Working Papers 0 0 5 719 72 121 192 2,533

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 0 0 1 46
Assessing volatility persistence in fractional Heston models with self-exciting jumps 0 0 1 1 2 3 7 7
Long-Run Comovements in East Asian Stock Market Volatility 0 0 0 4 1 3 4 52
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning 1 1 1 17 1 4 6 82
On the risk comovements between the crude oil market and U.S. dollar exchange rates 0 1 1 15 2 3 4 76
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 8 0 0 4 57
Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates 0 0 1 11 3 3 4 82
The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk 0 0 3 3 3 4 11 11
Total Journal Articles 1 2 8 65 12 20 41 413

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Statistics updated 2026-01-09