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 0 30 2 4 7 39
A Multivariate Test Against Spurious Long Memory 0 0 0 100 1 3 6 134
A Simple Test on Structural Change in Long-Memory Time Series 0 0 0 73 1 2 4 60
Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments 0 2 3 56 3 5 8 61
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 0 72 3 5 8 191
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 0 102 6 9 10 84
Contagion Dynamics in EMU Government Bond Spreads 0 0 0 73 1 2 4 241
Directional Predictability of Daily Stock Returns 1 1 1 136 5 10 12 230
Estimating the Volatility of Asset Pricing Factors 0 0 0 59 2 8 10 115
Fixed-Bandwidth CUSUM Tests Under Long Memory 0 0 0 33 0 0 3 53
Integration and Disintegration of EMU Government Bond Markets 0 0 0 36 1 3 6 107
Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates 0 0 2 81 2 4 10 94
Model Order Selection in Seasonal/Cyclical Long Memory Models 0 0 0 102 1 4 7 88
On the Memory of Products of Long Range Dependent Time Series 0 0 0 25 1 2 4 78
Origins of Spurious Long Memory 0 0 0 86 2 5 8 62
Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration 0 0 1 27 0 5 7 50
Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks 0 0 1 59 9 13 21 125
The Bias of Realized Volatility 0 0 0 84 0 0 3 126
The Memory of Volatility 0 0 0 340 1 2 4 128
The Periodogram of Spurious Long-Memory Processes 0 0 0 44 3 4 4 54
Total Working Papers 1 3 8 1,618 44 90 146 2,120

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 1 3 6 14
A multivariate test against spurious long memory 1 1 4 22 4 9 14 99
A simple test on structural change in long-memory time series 0 0 1 10 0 1 7 60
Change-in-mean tests in long-memory time series: a review of recent developments 1 3 4 31 3 8 13 94
Estimating the volatility of asset pricing factors 0 0 0 3 2 5 7 19
Fixed-bandwidth CUSUM tests under long memory 0 0 0 0 2 4 4 12
Integration and Disintegration of EMU Government Bond Markets 0 0 0 4 0 6 7 25
Model order selection in periodic long memory models 0 0 0 6 2 4 6 44
On the memory of products of long range dependent time series 0 0 0 2 2 3 8 30
Seasonality robust local whittle estimation 0 0 0 5 2 6 6 14
Time varying contagion in EMU government bond spreads 0 0 0 8 1 4 5 51
Total Journal Articles 2 4 9 91 19 53 83 462

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Statistics updated 2026-01-09