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 1 2 130
A Simple Test on Structural Change in Long-Memory Time Series 0 0 0 73 0 1 2 58
Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments 0 1 1 54 0 2 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 1 1 3 186
Contagion Dynamics in EMU Government Bond Spreads 0 0 0 73 0 2 2 239
Directional Predictability of Daily Stock Returns 0 0 0 135 0 2 8 220
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 1 4 53
Integration and Disintegration of EMU Government Bond Markets 0 0 0 36 0 1 2 103
Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates 1 2 2 81 1 4 7 89
Model Order Selection in Seasonal/Cyclical Long Memory Models 0 0 0 102 0 2 3 83
On the Memory of Products of Long Range Dependent Time Series 0 0 0 25 0 1 1 75
Origins of Spurious Long Memory 0 0 0 86 0 1 4 56
Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration 0 0 1 26 0 1 2 44
Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks 0 0 2 59 2 3 7 109
The Bias of Realized Volatility 0 0 0 84 0 1 3 124
The Memory of Volatility 0 0 1 340 0 0 3 125
The Periodogram of Spurious Long-Memory Processes 0 0 0 44 0 0 0 50
Total Working Papers 1 3 7 1,614 4 24 61 2,013

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 0 0 0 18 0 1 1 86
A simple test on structural change in long-memory time series 0 0 0 9 0 0 1 54
Change-in-mean tests in long-memory time series: a review of recent developments 0 0 1 27 0 1 7 85
Estimating the volatility of asset pricing factors 0 0 0 3 1 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 0 0 3 38
On the memory of products of long range dependent time series 0 0 0 2 0 0 2 24
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 0 0 1 82 1 3 21 390

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Statistics updated 2025-06-06