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 2 28 0 1 8 20
A Multivariate Test Against Spurious Long Memory 0 1 4 97 1 3 16 95
A Simple Test on Structural Change in Long-Memory Time Series 0 1 3 73 0 1 7 52
Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments 0 0 0 53 0 0 4 46
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 0 68 0 2 6 162
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 1 102 1 3 10 70
Contagion Dynamics in EMU Government Bond Spreads 0 0 0 72 3 3 9 227
Directional Predictability of Daily Stock Returns 1 2 5 124 1 6 22 153
Estimating the Volatility of Asset Pricing Factors 0 0 5 55 1 3 26 80
Fixed-Bandwidth CUSUM Tests Under Long Memory 0 0 2 30 2 3 9 36
Integration and Disintegration of EMU Government Bond Markets 0 2 7 35 3 10 28 83
Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates 0 1 3 76 3 5 17 60
Model Order Selection in Seasonal/Cyclical Long Memory Models 0 0 0 99 0 2 6 73
On the Memory of Products of Long Range Dependent Time Series 0 0 0 25 0 0 4 69
Origins of Spurious Long Memory 0 1 2 83 0 2 6 41
Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration 0 1 4 21 2 3 17 26
Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks 2 2 4 47 3 3 17 68
The Bias of Realized Volatility 0 0 3 66 4 4 19 54
The Memory of Volatility 0 0 0 336 1 5 14 109
The Periodogram of Spurious Long-Memory Processes 0 0 3 37 0 1 11 31
Total Working Papers 3 11 48 1,527 25 60 256 1,555


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A multivariate test against spurious long memory 1 2 4 12 1 4 18 57
A simple test on structural change in long-memory time series 0 0 2 6 0 3 10 36
Change-in-mean tests in long-memory time series: a review of recent developments 0 1 5 20 0 1 17 54
Model order selection in periodic long memory models 0 0 1 3 1 4 7 27
On the memory of products of long range dependent time series 0 0 0 1 0 1 5 16
Seasonality robust local whittle estimation 1 2 2 2 1 4 4 4
Time varying contagion in EMU government bond spreads 0 0 1 6 1 1 8 30
Total Journal Articles 2 5 15 50 4 18 69 224


Statistics updated 2021-01-03