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 1 9 16 49
A Multivariate Test Against Spurious Long Memory 0 0 0 100 0 1 8 138
A Simple Test on Structural Change in Long-Memory Time Series 0 0 0 73 0 3 13 71
Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments 0 0 2 56 0 1 11 66
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 1 73 1 3 14 200
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 0 102 0 2 19 94
Contagion Dynamics in EMU Government Bond Spreads 0 0 0 73 0 3 8 247
Directional Predictability of Daily Stock Returns 1 1 3 138 1 10 47 267
Estimating the Volatility of Asset Pricing Factors 0 0 1 60 0 3 20 126
Fixed-Bandwidth CUSUM Tests Under Long Memory 0 0 0 33 0 4 16 69
Integration and Disintegration of EMU Government Bond Markets 0 0 0 36 1 3 13 116
Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates 0 0 0 81 0 4 13 103
Model Order Selection in Seasonal/Cyclical Long Memory Models 0 0 0 102 1 4 16 99
On the Memory of Products of Long Range Dependent Time Series 0 0 0 25 0 6 17 92
Origins of Spurious Long Memory 0 0 0 86 0 8 19 75
Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration 0 0 1 27 0 3 17 61
Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks 0 0 0 59 5 6 37 146
The Bias of Realized Volatility 0 0 0 84 0 7 18 142
The Memory of Volatility 0 0 0 340 0 4 15 141
The Periodogram of Spurious Long-Memory Processes 0 0 0 44 0 6 16 66
Total Working Papers 1 1 8 1,622 10 90 353 2,368

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 3 12 21
A multivariate test against spurious long memory 0 0 4 22 1 5 24 110
A simple test on structural change in long-memory time series 0 0 1 10 0 1 10 64
Change-in-mean tests in long-memory time series: a review of recent developments 1 1 7 34 3 5 25 110
Estimating the volatility of asset pricing factors 0 0 0 3 0 2 12 25
Fixed-bandwidth CUSUM tests under long memory 0 0 0 0 0 1 10 18
Integration and Disintegration of EMU Government Bond Markets 1 1 1 5 1 4 15 34
Model order selection in periodic long memory models 0 0 0 6 0 5 14 52
On the memory of products of long range dependent time series 0 0 0 2 0 1 15 39
Seasonality robust local whittle estimation 0 0 0 5 0 2 18 26
Time varying contagion in EMU government bond spreads 0 0 0 8 0 2 14 60
Total Journal Articles 2 2 13 95 5 31 169 559

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Statistics updated 2026-07-10