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 28 0 0 1 25
A Multivariate Test Against Spurious Long Memory 0 0 1 100 0 2 11 121
A Simple Test on Structural Change in Long-Memory Time Series 0 0 0 73 0 0 1 54
Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments 0 0 0 53 0 0 1 52
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 1 71 0 2 6 176
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 0 102 0 0 2 74
Contagion Dynamics in EMU Government Bond Spreads 0 0 0 73 0 0 2 237
Directional Predictability of Daily Stock Returns 0 1 4 131 2 6 20 197
Estimating the Volatility of Asset Pricing Factors 0 0 0 59 0 0 2 104
Fixed-Bandwidth CUSUM Tests Under Long Memory 0 1 1 32 0 1 4 48
Integration and Disintegration of EMU Government Bond Markets 0 0 0 36 0 0 5 97
Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates 0 0 0 76 1 5 7 72
Model Order Selection in Seasonal/Cyclical Long Memory Models 0 0 0 99 0 0 0 75
On the Memory of Products of Long Range Dependent Time Series 0 0 0 25 0 0 0 73
Origins of Spurious Long Memory 0 0 1 85 0 0 3 50
Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration 0 0 1 24 0 0 2 41
Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks 0 0 0 49 0 1 4 79
The Bias of Realized Volatility 1 1 12 83 2 7 28 108
The Memory of Volatility 0 0 1 338 0 0 4 119
The Periodogram of Spurious Long-Memory Processes 0 0 2 42 1 1 6 48
Total Working Papers 1 3 24 1,579 6 25 109 1,850


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 1 5
A multivariate test against spurious long memory 0 2 3 17 0 3 10 79
A simple test on structural change in long-memory time series 0 1 2 9 0 1 6 48
Change-in-mean tests in long-memory time series: a review of recent developments 0 0 3 25 0 4 11 74
Estimating the volatility of asset pricing factors 0 0 1 3 1 1 5 11
Fixed-bandwidth CUSUM tests under long memory 0 0 0 0 0 1 3 5
Integration and Disintegration of EMU Government Bond Markets 0 0 1 1 0 0 5 10
Model order selection in periodic long memory models 0 0 1 6 0 0 2 32
On the memory of products of long range dependent time series 0 0 0 2 0 0 0 22
Seasonality robust local whittle estimation 1 2 2 4 1 2 3 7
Time varying contagion in EMU government bond spreads 0 0 0 6 0 0 0 38
Total Journal Articles 1 5 13 73 2 12 46 331


Statistics updated 2022-12-04