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 0 2 6 39
A Multivariate Test Against Spurious Long Memory 0 0 0 100 0 4 8 137
A Simple Test on Structural Change in Long-Memory Time Series 0 0 0 73 4 8 10 67
Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments 0 0 3 56 0 6 11 64
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 1 1 73 0 6 9 194
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 0 102 0 14 17 92
Contagion Dynamics in EMU Government Bond Spreads 0 0 0 73 0 4 7 244
Directional Predictability of Daily Stock Returns 0 2 2 137 5 22 29 247
Estimating the Volatility of Asset Pricing Factors 0 0 0 59 2 7 14 120
Fixed-Bandwidth CUSUM Tests Under Long Memory 0 0 0 33 4 12 13 65
Integration and Disintegration of EMU Government Bond Markets 0 0 0 36 0 6 10 112
Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates 0 0 2 81 1 7 14 99
Model Order Selection in Seasonal/Cyclical Long Memory Models 0 0 0 102 2 8 14 95
On the Memory of Products of Long Range Dependent Time Series 0 0 0 25 1 9 12 86
Origins of Spurious Long Memory 0 0 0 86 1 6 11 66
Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration 0 0 1 27 1 8 15 58
Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks 0 0 0 59 4 20 30 136
The Bias of Realized Volatility 0 0 0 84 3 7 10 133
The Memory of Volatility 0 0 0 340 1 10 12 137
The Periodogram of Spurious Long-Memory Processes 0 0 0 44 2 8 9 59
Total Working Papers 0 3 9 1,620 31 174 261 2,250

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 5 9 18
A multivariate test against spurious long memory 0 1 4 22 1 10 20 105
A simple test on structural change in long-memory time series 0 0 1 10 0 3 9 63
Change-in-mean tests in long-memory time series: a review of recent developments 0 2 5 32 3 11 18 102
Estimating the volatility of asset pricing factors 0 0 0 3 1 6 11 23
Fixed-bandwidth CUSUM tests under long memory 0 0 0 0 1 7 9 17
Integration and Disintegration of EMU Government Bond Markets 0 0 0 4 3 5 11 30
Model order selection in periodic long memory models 0 0 0 6 1 4 8 46
On the memory of products of long range dependent time series 0 0 0 2 2 9 13 37
Seasonality robust local whittle estimation 0 0 0 5 4 11 15 23
Time varying contagion in EMU government bond spreads 0 0 0 8 3 8 12 58
Total Journal Articles 0 3 10 92 19 79 135 522

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Statistics updated 2026-03-04