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 3 7 37
A Multivariate Test Against Spurious Long Memory 0 0 0 100 0 2 5 133
A Simple Test on Structural Change in Long-Memory Time Series 0 0 0 73 0 1 3 59
Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments 0 2 3 56 0 2 5 58
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 0 102 2 3 4 78
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 0 72 1 2 5 188
Contagion Dynamics in EMU Government Bond Spreads 0 0 0 73 0 1 3 240
Directional Predictability of Daily Stock Returns 0 0 0 135 2 5 7 225
Estimating the Volatility of Asset Pricing Factors 0 0 0 59 4 6 8 113
Fixed-Bandwidth CUSUM Tests Under Long Memory 0 0 0 33 0 0 3 53
Integration and Disintegration of EMU Government Bond Markets 0 0 0 36 2 2 5 106
Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates 0 0 2 81 1 2 8 92
Model Order Selection in Seasonal/Cyclical Long Memory Models 0 0 0 102 1 4 6 87
On the Memory of Products of Long Range Dependent Time Series 0 0 0 25 1 1 3 77
Origins of Spurious Long Memory 0 0 0 86 2 3 6 60
Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration 0 0 1 27 3 5 7 50
Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks 0 0 1 59 4 4 12 116
The Bias of Realized Volatility 0 0 0 84 0 0 3 126
The Memory of Volatility 0 0 0 340 0 1 3 127
The Periodogram of Spurious Long-Memory Processes 0 0 0 44 1 1 1 51
Total Working Papers 0 2 7 1,617 25 48 104 2,076

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 1 3 6 13
A multivariate test against spurious long memory 0 2 3 21 5 7 10 95
A simple test on structural change in long-memory time series 0 0 1 10 1 1 7 60
Change-in-mean tests in long-memory time series: a review of recent developments 0 2 3 30 2 5 10 91
Estimating the volatility of asset pricing factors 0 0 0 3 2 3 5 17
Fixed-bandwidth CUSUM tests under long memory 0 0 0 0 1 2 2 10
Integration and Disintegration of EMU Government Bond Markets 0 0 0 4 4 6 7 25
Model order selection in periodic long memory models 0 0 0 6 1 2 4 42
On the memory of products of long range dependent time series 0 0 0 2 1 1 6 28
Seasonality robust local whittle estimation 0 0 0 5 3 4 4 12
Time varying contagion in EMU government bond spreads 0 0 0 8 3 3 5 50
Total Journal Articles 0 4 7 89 24 37 66 443

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Statistics updated 2025-12-06