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 2 4 54
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities 0 0 0 26 0 4 6 89
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities 0 0 0 9 0 3 4 39
Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue 0 0 0 25 1 7 8 168
Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue 0 0 0 2 5 10 11 57
Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue 0 0 0 0 6 9 10 25
Assessing volatility persistence in fractional Heston models with self-exciting jumps 0 0 0 0 0 0 3 4
Estimation and Testing for Fractional Cointegration 0 0 1 49 10 19 27 225
Estimation and Testing for Fractional Cointegration 0 0 0 12 2 3 7 87
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 0 0 0 46 0 6 8 120
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 0 0 0 0 0 3 4 4
Long-Run Comovements in East Asian Stock Market Volatility 0 0 0 0 0 7 8 34
Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems 0 0 0 0 0 4 8 9
Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems 0 0 0 54 2 4 8 138
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning 0 0 0 0 0 3 5 5
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning 0 0 0 0 1 4 6 39
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates 0 0 0 31 1 8 11 77
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates 0 0 0 35 1 9 10 91
On the risk comovements between the crude oil market and U.S. dollar exchange rates 0 0 0 0 4 6 9 44
On the risk comovements between the crude oil market and the U.S. dollar exchange rates 0 0 0 16 1 8 10 82
On the risk dependence between crude oil market and U.S. dollar exchange rates 0 0 0 0 3 5 5 21
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 6 0 11 18 71
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 35 0 2 3 39
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 0 2 5 32
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 0 8 10 30
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 30 1 4 7 113
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 9 1 3 7 62
Shift-volatility transmission in East Asian equity markets: new indicators 0 0 0 0 2 3 3 12
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 9 5 26 30 93
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 30 0 6 8 178
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 32 0 3 5 165
South East Asian monetary integration: new evidences from fractional cointegration of RER 0 0 0 0 0 10 12 30
Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates 0 0 0 0 0 2 2 32
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 0 0 1 4 8 10
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 1 156 2 5 8 247
The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk 0 0 0 0 0 4 4 4
The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk 0 1 1 7 0 4 6 19
The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk 0 0 0 0 1 5 7 7
The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk 0 0 0 0 0 2 2 4
Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets 0 0 0 46 4 26 29 80
Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets 0 0 0 48 0 2 2 77
Total Working Papers 0 1 3 720 54 256 348 2,717

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 4 5 50
Assessing volatility persistence in fractional Heston models with self-exciting jumps 0 0 1 1 0 6 10 11
Long-Run Comovements in East Asian Stock Market Volatility 0 0 0 4 1 4 7 55
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning 0 1 1 17 0 4 8 85
On the risk comovements between the crude oil market and U.S. dollar exchange rates 0 0 1 15 3 10 12 84
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 8 1 2 4 59
Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates 0 0 0 11 1 7 7 86
The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk 0 0 2 3 1 7 11 15
Total Journal Articles 0 1 6 65 7 44 64 445

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Statistics updated 2026-03-04