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 1 7 40
A Multivariate Test Against Spurious Long Memory 0 0 0 100 0 3 7 137
A Simple Test on Structural Change in Long-Memory Time Series 0 0 0 73 1 8 10 68
Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments 0 0 3 56 1 4 11 65
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 0 102 0 8 17 92
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 1 1 73 3 6 12 197
Contagion Dynamics in EMU Government Bond Spreads 0 0 0 73 0 3 7 244
Directional Predictability of Daily Stock Returns 0 1 2 137 10 27 38 257
Estimating the Volatility of Asset Pricing Factors 1 1 1 60 3 8 17 123
Fixed-Bandwidth CUSUM Tests Under Long Memory 0 0 0 33 0 12 12 65
Integration and Disintegration of EMU Government Bond Markets 0 0 0 36 1 6 10 113
Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates 0 0 2 81 0 5 12 99
Model Order Selection in Seasonal/Cyclical Long Memory Models 0 0 0 102 0 7 12 95
On the Memory of Products of Long Range Dependent Time Series 0 0 0 25 0 8 11 86
Origins of Spurious Long Memory 0 0 0 86 1 5 11 67
Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration 0 0 1 27 0 8 14 58
Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks 0 0 0 59 4 15 34 140
The Bias of Realized Volatility 0 0 0 84 2 9 11 135
The Memory of Volatility 0 0 0 340 0 9 12 137
The Periodogram of Spurious Long-Memory Processes 0 0 0 44 1 6 10 60
Total Working Papers 1 3 10 1,621 28 158 275 2,278

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 4 9 18
A multivariate test against spurious long memory 0 0 4 22 0 6 19 105
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 1 2 6 33 3 11 21 105
Estimating the volatility of asset pricing factors 0 0 0 3 0 4 11 23
Fixed-bandwidth CUSUM tests under long memory 0 0 0 0 0 5 9 17
Integration and Disintegration of EMU Government Bond Markets 0 0 0 4 0 5 11 30
Model order selection in periodic long memory models 0 0 0 6 1 3 9 47
On the memory of products of long range dependent time series 0 0 0 2 1 8 14 38
Seasonality robust local whittle estimation 0 0 0 5 1 10 16 24
Time varying contagion in EMU government bond spreads 0 0 0 8 0 7 12 58
Total Journal Articles 1 2 11 93 6 66 140 528

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Statistics updated 2026-04-09