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 1 4 34
A Multivariate Test Against Spurious Long Memory 0 0 0 100 1 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 1 1 3 56
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 0 102 0 0 1 75
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 0 72 0 0 3 186
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 1 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 1 1 3 104
Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates 0 0 2 81 0 1 8 90
Model Order Selection in Seasonal/Cyclical Long Memory Models 0 0 0 102 0 0 3 83
On the Memory of Products of Long Range Dependent Time Series 0 0 0 25 1 1 2 76
Origins of Spurious Long Memory 0 0 0 86 1 1 5 57
Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration 1 1 2 27 1 1 3 45
Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks 0 0 1 59 1 3 9 112
The Bias of Realized Volatility 0 0 0 84 1 2 5 126
The Memory of Volatility 0 0 1 340 0 1 3 126
The Periodogram of Spurious Long-Memory Processes 0 0 0 44 0 0 0 50
Total Working Papers 1 1 7 1,615 10 15 69 2,028

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 1 3 10
A multivariate test against spurious long memory 0 1 1 19 1 2 3 88
A simple test on structural change in long-memory time series 1 1 1 10 3 5 6 59
Change-in-mean tests in long-memory time series: a review of recent developments 1 1 2 28 1 1 8 86
Estimating the volatility of asset pricing factors 0 0 0 3 1 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 1 2 3 40
On the memory of products of long range dependent time series 0 0 0 2 1 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 1 1 3 47
Total Journal Articles 2 3 4 85 10 16 35 406

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Statistics updated 2025-09-05