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 3 6 39
A Multivariate Test Against Spurious Long Memory 0 0 0 100 3 4 8 137
A Simple Test on Structural Change in Long-Memory Time Series 0 0 0 73 3 4 6 63
Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments 0 0 3 56 3 6 11 64
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 1 1 1 73 3 7 10 194
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 0 102 8 16 17 92
Contagion Dynamics in EMU Government Bond Spreads 0 0 0 73 3 4 7 244
Directional Predictability of Daily Stock Returns 1 2 2 137 12 19 24 242
Estimating the Volatility of Asset Pricing Factors 0 0 0 59 3 9 12 118
Fixed-Bandwidth CUSUM Tests Under Long Memory 0 0 0 33 8 8 11 61
Integration and Disintegration of EMU Government Bond Markets 0 0 0 36 5 8 11 112
Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates 0 0 2 81 4 7 14 98
Model Order Selection in Seasonal/Cyclical Long Memory Models 0 0 0 102 5 7 12 93
On the Memory of Products of Long Range Dependent Time Series 0 0 0 25 7 9 11 85
Origins of Spurious Long Memory 0 0 0 86 3 7 11 65
Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration 0 0 1 27 7 10 14 57
Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks 0 0 1 59 7 20 27 132
The Bias of Realized Volatility 0 0 0 84 4 4 7 130
The Memory of Volatility 0 0 0 340 8 9 12 136
The Periodogram of Spurious Long-Memory Processes 0 0 0 44 3 7 7 57
Total Working Papers 2 3 10 1,620 99 168 238 2,219

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 4 6 9 18
A multivariate test against spurious long memory 0 1 4 22 5 14 19 104
A simple test on structural change in long-memory time series 0 0 1 10 3 4 9 63
Change-in-mean tests in long-memory time series: a review of recent developments 1 2 5 32 5 10 17 99
Estimating the volatility of asset pricing factors 0 0 0 3 3 7 10 22
Fixed-bandwidth CUSUM tests under long memory 0 0 0 0 4 7 8 16
Integration and Disintegration of EMU Government Bond Markets 0 0 0 4 2 6 9 27
Model order selection in periodic long memory models 0 0 0 6 1 4 7 45
On the memory of products of long range dependent time series 0 0 0 2 5 8 13 35
Seasonality robust local whittle estimation 0 0 0 5 5 10 11 19
Time varying contagion in EMU government bond spreads 0 0 0 8 4 8 9 55
Total Journal Articles 1 3 10 92 41 84 121 503

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Statistics updated 2026-02-12