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 7 8 14 47
A Multivariate Test Against Spurious Long Memory 0 0 0 100 1 1 8 138
A Simple Test on Structural Change in Long-Memory Time Series 0 0 0 73 3 8 13 71
Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments 0 0 2 56 1 2 11 66
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 0 102 2 2 19 94
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 1 73 1 4 13 198
Contagion Dynamics in EMU Government Bond Spreads 0 0 0 73 3 3 8 247
Directional Predictability of Daily Stock Returns 0 0 2 137 8 23 45 265
Estimating the Volatility of Asset Pricing Factors 0 1 1 60 2 7 19 125
Fixed-Bandwidth CUSUM Tests Under Long Memory 0 0 0 33 3 7 15 68
Integration and Disintegration of EMU Government Bond Markets 0 0 0 36 2 3 12 115
Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates 0 0 1 81 4 5 15 103
Model Order Selection in Seasonal/Cyclical Long Memory Models 0 0 0 102 2 4 14 97
On the Memory of Products of Long Range Dependent Time Series 0 0 0 25 4 5 15 90
Origins of Spurious Long Memory 0 0 0 86 7 9 18 74
Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration 0 0 1 27 2 3 16 60
Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks 0 0 0 59 1 9 34 141
The Bias of Realized Volatility 0 0 0 84 7 12 18 142
The Memory of Volatility 0 0 0 340 4 5 16 141
The Periodogram of Spurious Long-Memory Processes 0 0 0 44 5 8 15 65
Total Working Papers 0 1 8 1,621 69 128 338 2,347

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 2 2 11 20
A multivariate test against spurious long memory 0 0 4 22 2 3 21 107
A simple test on structural change in long-memory time series 0 0 1 10 0 0 9 63
Change-in-mean tests in long-memory time series: a review of recent developments 0 1 6 33 2 8 22 107
Estimating the volatility of asset pricing factors 0 0 0 3 1 2 12 24
Fixed-bandwidth CUSUM tests under long memory 0 0 0 0 1 2 10 18
Integration and Disintegration of EMU Government Bond Markets 0 0 0 4 2 5 13 32
Model order selection in periodic long memory models 0 0 0 6 4 6 13 51
On the memory of products of long range dependent time series 0 0 0 2 1 4 15 39
Seasonality robust local whittle estimation 0 0 0 5 1 6 17 25
Time varying contagion in EMU government bond spreads 0 0 0 8 1 4 13 59
Total Journal Articles 0 1 11 93 17 42 156 545

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Statistics updated 2026-05-06