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 26 1 2 8 92
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities 0 0 0 9 1 2 10 46
Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue 0 0 0 25 0 0 12 172
Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue 0 0 0 2 0 0 14 60
Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue 0 0 0 0 1 1 15 30
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 49 0 0 32 231
Estimation and Testing for Fractional Cointegration 0 0 0 12 3 3 13 95
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 0 0 0 46 1 1 12 124
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 0 0 0 0 1 2 9 9
Long-Run Comovements in East Asian Stock Market Volatility 0 0 0 0 0 1 9 35
Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems 0 0 0 0 1 2 15 17
Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems 0 0 0 54 0 0 8 139
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning 0 0 0 0 0 1 10 44
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning 0 0 0 0 0 0 5 7
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates 0 0 0 31 2 2 19 85
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates 0 0 0 35 1 1 11 93
On the risk comovements between the crude oil market and U.S. dollar exchange rates 0 0 0 0 0 0 8 45
On the risk comovements between the crude oil market and the U.S. dollar exchange rates 0 0 0 16 0 1 12 85
On the risk dependence between crude oil market and U.S. dollar exchange rates 0 0 0 0 0 1 9 25
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 35 1 1 8 45
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 6 2 2 21 76
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 0 0 5 33
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 1 1 12 32
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 30 0 1 9 116
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 9 1 1 9 66
Shift-volatility transmission in East Asian equity markets: new indicators 0 0 0 0 0 0 4 13
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 30 0 2 10 181
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 32 1 1 8 169
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 9 0 0 36 100
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 0 6 36
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 0 0 1 2 16 19
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 0 156 0 1 10 251
The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk 0 0 0 0 0 0 7 7
The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk 0 0 0 0 0 0 7 9
The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk 0 0 1 7 0 2 8 23
The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk 0 0 0 0 0 0 8 8
Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets 0 0 0 46 1 1 31 83
Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets 0 0 0 48 0 0 8 83
Total Working Papers 0 0 1 720 20 35 470 2,872

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 0 9 55
Assessing volatility persistence in fractional Heston models with self-exciting jumps 0 0 1 2 0 1 11 15
Long-Run Comovements in East Asian Stock Market Volatility 0 0 0 4 0 0 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 1 1 17 90
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 8 0 0 6 62
Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates 0 0 0 11 0 0 13 92
The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk 0 0 1 3 0 0 13 19
Total Journal Articles 0 0 4 66 1 2 91 481

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Statistics updated 2026-09-10