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 9 15 48
A Multivariate Test Against Spurious Long Memory 0 0 0 100 0 1 8 138
A Simple Test on Structural Change in Long-Memory Time Series 0 0 0 73 0 4 13 71
Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments 0 0 2 56 0 2 11 66
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 1 73 1 5 13 199
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 0 102 0 2 19 94
Contagion Dynamics in EMU Government Bond Spreads 0 0 0 73 0 3 8 247
Directional Predictability of Daily Stock Returns 0 0 2 137 1 19 46 266
Estimating the Volatility of Asset Pricing Factors 0 1 1 60 1 6 20 126
Fixed-Bandwidth CUSUM Tests Under Long Memory 0 0 0 33 1 4 16 69
Integration and Disintegration of EMU Government Bond Markets 0 0 0 36 0 3 12 115
Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates 0 0 0 81 0 4 14 103
Model Order Selection in Seasonal/Cyclical Long Memory Models 0 0 0 102 1 3 15 98
On the Memory of Products of Long Range Dependent Time Series 0 0 0 25 2 6 17 92
Origins of Spurious Long Memory 0 0 0 86 1 9 19 75
Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration 0 0 1 27 1 3 17 61
Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks 0 0 0 59 0 5 32 141
The Bias of Realized Volatility 0 0 0 84 0 9 18 142
The Memory of Volatility 0 0 0 340 0 4 16 141
The Periodogram of Spurious Long-Memory Processes 0 0 0 44 1 7 16 66
Total Working Papers 0 1 7 1,621 11 108 345 2,358

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 12 21
A multivariate test against spurious long memory 0 0 4 22 2 4 23 109
A simple test on structural change in long-memory time series 0 0 1 10 1 1 10 64
Change-in-mean tests in long-memory time series: a review of recent developments 0 1 6 33 0 5 22 107
Estimating the volatility of asset pricing factors 0 0 0 3 1 2 12 25
Fixed-bandwidth CUSUM tests under long memory 0 0 0 0 0 1 10 18
Integration and Disintegration of EMU Government Bond Markets 0 0 0 4 1 3 14 33
Model order selection in periodic long memory models 0 0 0 6 1 6 14 52
On the memory of products of long range dependent time series 0 0 0 2 0 2 15 39
Seasonality robust local whittle estimation 0 0 0 5 1 3 18 26
Time varying contagion in EMU government bond spreads 0 0 0 8 1 2 14 60
Total Journal Articles 0 1 11 93 9 32 164 554

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Statistics updated 2026-06-04