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 0 50
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities 0 0 0 9 0 1 1 36
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities 0 0 0 26 0 1 2 84
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 0 4 4
Estimation and Testing for Fractional Cointegration 0 0 0 12 1 3 6 84
Estimation and Testing for Fractional Cointegration 0 0 1 49 2 4 6 203
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 0 0 0 46 0 0 1 112
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 0 0 0 0 1 1 1 1
Long-Run Comovements in East Asian Stock Market Volatility 0 0 0 0 0 1 2 27
Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems 0 0 0 0 1 2 3 3
Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems 0 0 0 54 1 1 2 132
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning 0 0 0 0 1 2 2 35
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning 0 0 0 0 0 1 2 2
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates 0 0 0 35 0 1 1 82
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates 0 0 0 31 0 1 2 67
On the risk comovements between the crude oil market and U.S. dollar exchange rates 0 0 0 0 0 2 2 37
On the risk comovements between the crude oil market and the U.S. dollar exchange rates 0 0 0 16 0 1 1 73
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 35 0 0 2 37
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 6 1 4 5 57
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 28
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 0 1 3 21
Shift-Volatility Transmission in East Asian Equity Markets 0 0 1 30 1 2 5 109
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 9 2 3 5 59
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 9 1 1 2 65
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 32 1 2 2 162
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 30 1 1 5 172
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 1 2 5 5
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 1 156 0 1 4 242
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 2 6 0 0 5 15
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 0 0 0 0 0 0
Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets 0 0 0 48 0 0 0 75
Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets 0 0 0 46 0 0 2 52
Total Working Papers 0 0 5 719 15 40 89 2,427

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 0 0 4 4
Long-Run Comovements in East Asian Stock Market Volatility 0 0 0 4 2 2 3 51
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning 0 0 0 16 0 1 2 78
On the risk comovements between the crude oil market and U.S. dollar exchange rates 1 1 1 15 1 1 3 74
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 8 0 1 4 57
Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates 0 0 1 11 0 0 1 79
The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk 0 1 3 3 0 2 7 7
Total Journal Articles 1 2 7 64 3 7 25 396

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Statistics updated 2025-11-08