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

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2022-12-04