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 0 1 7 90
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 9 44
Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue 0 0 0 2 0 3 14 60
Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue 0 0 0 25 0 4 12 172
Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue 0 0 0 0 0 4 14 29
Assessing volatility persistence in fractional Heston models with self-exciting jumps 0 0 0 0 0 0 1 4
Estimation and Testing for Fractional Cointegration 0 0 0 12 2 5 11 92
Estimation and Testing for Fractional Cointegration 0 0 0 49 1 6 32 231
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 0 0 0 46 0 3 11 123
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 0 0 0 0 1 3 7 7
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 6 14 15
Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems 0 0 0 54 0 1 9 139
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning 0 0 0 0 0 2 6 7
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning 0 0 0 0 2 4 10 43
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates 0 0 0 31 1 6 17 83
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates 0 0 0 35 1 1 11 92
On the risk comovements between the crude oil market and U.S. dollar exchange rates 0 0 0 0 0 1 10 45
On the risk comovements between the crude oil market and the U.S. dollar exchange rates 0 0 0 16 1 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 2 5 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 1 3 9 65
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 30 0 2 8 115
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 30 0 1 9 179
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 32 0 3 8 168
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 9 1 7 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 4 6 36
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 1 156 1 3 11 250
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 0 0 1 7 15 17
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 2 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 46 1 2 31 82
Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets 0 0 0 48 1 6 8 83
Total Working Papers 0 0 2 720 20 120 458 2,837

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 1 5 9 55
Assessing volatility persistence in fractional Heston models with self-exciting jumps 0 1 1 2 0 3 12 14
Long-Run Comovements in East Asian Stock Market Volatility 0 0 0 4 1 6 12 61
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning 0 0 1 17 0 2 10 87
On the risk comovements between the crude oil market and U.S. dollar exchange rates 0 0 1 15 1 5 17 89
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 8 2 3 7 62
Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates 0 0 0 11 1 6 13 92
The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk 0 0 1 3 1 4 14 19
Total Journal Articles 0 1 4 66 7 34 94 479

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Statistics updated 2026-06-04