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 0 3 33
A Multivariate Test Against Spurious Long Memory 0 0 0 100 0 0 2 130
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 0 0 2 55
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 1 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 0 0 2 106
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 0 0 2 103
Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates 0 1 2 81 0 2 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 0 0 1 75
Origins of Spurious Long Memory 0 0 0 86 0 0 4 56
Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration 0 0 1 26 0 0 2 44
Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks 0 0 1 59 2 4 8 111
The Bias of Realized Volatility 0 0 0 84 1 1 4 125
The Memory of Volatility 0 0 1 340 0 1 4 126
The Periodogram of Spurious Long-Memory Processes 0 0 0 44 0 0 0 50
Total Working Papers 0 1 6 1,614 3 9 61 2,018

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 2 9
A multivariate test against spurious long memory 1 1 1 19 1 1 2 87
A simple test on structural change in long-memory time series 0 0 0 9 2 2 3 56
Change-in-mean tests in long-memory time series: a review of recent developments 0 0 1 27 0 0 7 85
Estimating the volatility of asset pricing factors 0 0 0 3 0 1 1 13
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 1 2 39
On the memory of products of long range dependent time series 0 0 0 2 2 2 4 26
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 0 0 2 46
Total Journal Articles 1 1 2 83 6 7 25 396

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Statistics updated 2025-08-05