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 5 35
A Multivariate Test Against Spurious Long Memory 0 0 0 100 0 1 3 131
A Simple Test on Structural Change in Long-Memory Time Series 0 0 0 73 0 0 2 58
Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments 0 0 1 54 0 1 3 56
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 0 72 0 0 3 186
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 0 102 0 0 1 75
Contagion Dynamics in EMU Government Bond Spreads 0 0 0 73 0 0 2 239
Directional Predictability of Daily Stock Returns 0 0 0 135 0 0 4 220
Estimating the Volatility of Asset Pricing Factors 0 0 0 59 0 1 2 107
Fixed-Bandwidth CUSUM Tests Under Long Memory 0 0 0 33 0 0 4 53
Integration and Disintegration of EMU Government Bond Markets 0 0 0 36 0 1 3 104
Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates 0 0 2 81 0 0 6 90
Model Order Selection in Seasonal/Cyclical Long Memory Models 0 0 0 102 1 1 4 84
On the Memory of Products of Long Range Dependent Time Series 0 0 0 25 0 1 2 76
Origins of Spurious Long Memory 0 0 0 86 0 1 4 57
Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration 0 1 1 27 0 1 2 45
Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks 0 0 1 59 0 3 9 112
The Bias of Realized Volatility 0 0 0 84 0 2 5 126
The Memory of Volatility 0 0 1 340 0 0 3 126
The Periodogram of Spurious Long-Memory Processes 0 0 0 44 0 0 0 50
Total Working Papers 0 1 6 1,615 2 15 67 2,030

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 2 4 11
A multivariate test against spurious long memory 2 3 3 21 2 4 5 90
A simple test on structural change in long-memory time series 0 1 1 10 0 5 6 59
Change-in-mean tests in long-memory time series: a review of recent developments 0 1 2 28 0 1 8 86
Estimating the volatility of asset pricing factors 0 0 0 3 0 1 2 14
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 0 0 1 19
Model order selection in periodic long memory models 0 0 0 6 0 2 3 40
On the memory of products of long range dependent time series 0 0 0 2 0 3 5 27
Seasonality robust local whittle estimation 0 0 0 5 0 0 0 8
Time varying contagion in EMU government bond spreads 0 0 0 8 0 1 2 47
Total Journal Articles 2 5 6 87 3 19 37 409

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Statistics updated 2025-10-06