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 1 2 16 50
A Multivariate Test Against Spurious Long Memory 0 0 0 100 0 0 7 138
A Simple Test on Structural Change in Long-Memory Time Series 0 0 0 73 0 0 13 71
Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments 0 0 2 56 2 2 12 68
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 1 73 1 3 16 202
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 0 102 3 3 22 97
Contagion Dynamics in EMU Government Bond Spreads 0 0 0 73 0 0 8 247
Directional Predictability of Daily Stock Returns 0 1 3 138 1 4 50 270
Estimating the Volatility of Asset Pricing Factors 0 0 1 60 1 1 20 127
Fixed-Bandwidth CUSUM Tests Under Long Memory 0 0 0 33 0 0 16 69
Integration and Disintegration of EMU Government Bond Markets 0 0 0 36 1 2 13 117
Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates 0 0 0 81 1 1 14 104
Model Order Selection in Seasonal/Cyclical Long Memory Models 0 0 0 102 0 1 16 99
On the Memory of Products of Long Range Dependent Time Series 0 0 0 25 0 0 16 92
Origins of Spurious Long Memory 0 0 0 86 0 0 18 75
Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration 0 0 0 27 0 0 16 61
Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks 0 0 0 59 0 5 34 146
The Bias of Realized Volatility 0 0 0 84 2 3 19 145
The Memory of Volatility 0 0 0 340 1 2 17 143
The Periodogram of Spurious Long-Memory Processes 0 0 0 44 0 0 16 66
Total Working Papers 0 1 7 1,622 14 29 359 2,387

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 0 11 21
A multivariate test against spurious long memory 0 0 3 22 0 2 23 111
A simple test on structural change in long-memory time series 0 0 0 10 0 0 5 64
Change-in-mean tests in long-memory time series: a review of recent developments 0 1 6 34 1 5 26 112
Estimating the volatility of asset pricing factors 0 0 0 3 0 1 12 26
Fixed-bandwidth CUSUM tests under long memory 0 0 0 0 0 1 11 19
Integration and Disintegration of EMU Government Bond Markets 0 1 1 5 0 3 17 36
Model order selection in periodic long memory models 0 0 0 6 0 0 12 52
On the memory of products of long range dependent time series 0 0 0 2 0 0 12 39
Seasonality robust local whittle estimation 0 0 0 5 0 1 19 27
Time varying contagion in EMU government bond spreads 0 0 0 8 1 1 14 61
Total Journal Articles 0 2 10 95 2 14 162 568

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Statistics updated 2026-09-10