Access Statistics for Christian Leschinski

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Semiparametric Tests for Fractional Cointegration 0 0 1 30 0 3 4 33
A Multivariate Test Against Spurious Long Memory 0 0 0 100 0 1 1 129
A Simple Test on Structural Change in Long-Memory Time Series 0 0 0 73 0 1 2 57
Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments 0 0 0 53 0 0 0 53
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 0 72 1 2 3 185
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 0 102 0 1 1 75
Contagion Dynamics in EMU Government Bond Spreads 0 0 0 73 0 0 0 237
Directional Predictability of Daily Stock Returns 0 0 0 135 0 0 9 218
Estimating the Volatility of Asset Pricing Factors 0 0 0 59 0 1 2 106
Fixed-Bandwidth CUSUM Tests Under Long Memory 0 0 0 33 2 2 3 52
Integration and Disintegration of EMU Government Bond Markets 0 0 0 36 1 1 3 102
Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates 0 0 0 79 1 1 3 85
Model Order Selection in Seasonal/Cyclical Long Memory Models 0 0 0 102 0 0 3 81
On the Memory of Products of Long Range Dependent Time Series 0 0 0 25 0 0 0 74
Origins of Spurious Long Memory 0 0 0 86 1 1 3 55
Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration 0 0 2 26 0 0 2 43
Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks 1 1 2 59 1 2 7 106
The Bias of Realized Volatility 0 0 1 84 0 0 3 123
The Memory of Volatility 0 0 1 340 1 1 4 125
The Periodogram of Spurious Long-Memory Processes 0 0 0 44 0 0 0 50
Total Working Papers 1 1 7 1,611 8 17 53 1,989

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of semiparametric tests for fractional cointegration 0 0 0 0 0 2 2 9
A multivariate test against spurious long memory 0 0 0 18 0 0 0 85
A simple test on structural change in long-memory time series 0 0 0 9 0 1 1 54
Change-in-mean tests in long-memory time series: a review of recent developments 0 0 1 27 2 3 6 84
Estimating the volatility of asset pricing factors 0 0 0 3 0 0 0 12
Fixed-bandwidth CUSUM tests under long memory 0 0 0 0 0 0 1 8
Integration and Disintegration of EMU Government Bond Markets 0 0 0 4 1 1 3 19
Model order selection in periodic long memory models 0 0 0 6 0 0 3 38
On the memory of products of long range dependent time series 0 0 0 2 2 2 2 24
Seasonality robust local whittle estimation 0 0 0 5 0 0 0 8
Time varying contagion in EMU government bond spreads 0 0 1 8 0 1 3 46
Total Journal Articles 0 0 2 82 5 10 21 387

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Statistics updated 2025-03-03