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 2 16 49
A Multivariate Test Against Spurious Long Memory 0 0 0 100 0 0 8 138
A Simple Test on Structural Change in Long-Memory Time Series 0 0 0 73 0 0 13 71
Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments 0 0 2 56 0 0 11 66
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 1 73 1 3 15 201
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 0 102 0 0 19 94
Contagion Dynamics in EMU Government Bond Spreads 0 0 0 73 0 0 8 247
Directional Predictability of Daily Stock Returns 0 1 3 138 2 4 49 269
Estimating the Volatility of Asset Pricing Factors 0 0 1 60 0 1 20 126
Fixed-Bandwidth CUSUM Tests Under Long Memory 0 0 0 33 0 1 16 69
Integration and Disintegration of EMU Government Bond Markets 0 0 0 36 0 1 13 116
Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates 0 0 0 81 0 0 13 103
Model Order Selection in Seasonal/Cyclical Long Memory Models 0 0 0 102 0 2 16 99
On the Memory of Products of Long Range Dependent Time Series 0 0 0 25 0 2 17 92
Origins of Spurious Long Memory 0 0 0 86 0 1 19 75
Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration 0 0 1 27 0 1 17 61
Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks 0 0 0 59 0 5 35 146
The Bias of Realized Volatility 0 0 0 84 1 1 18 143
The Memory of Volatility 0 0 0 340 1 1 16 142
The Periodogram of Spurious Long-Memory Processes 0 0 0 44 0 1 16 66
Total Working Papers 0 1 8 1,622 5 26 355 2,373

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 1 12 21
A multivariate test against spurious long memory 0 0 3 22 1 4 24 111
A simple test on structural change in long-memory time series 0 0 1 10 0 1 8 64
Change-in-mean tests in long-memory time series: a review of recent developments 0 1 7 34 1 4 26 111
Estimating the volatility of asset pricing factors 0 0 0 3 1 2 13 26
Fixed-bandwidth CUSUM tests under long memory 0 0 0 0 1 1 11 19
Integration and Disintegration of EMU Government Bond Markets 0 1 1 5 2 4 17 36
Model order selection in periodic long memory models 0 0 0 6 0 1 13 52
On the memory of products of long range dependent time series 0 0 0 2 0 0 13 39
Seasonality robust local whittle estimation 0 0 0 5 1 2 19 27
Time varying contagion in EMU government bond spreads 0 0 0 8 0 1 14 60
Total Journal Articles 0 2 12 95 7 21 170 566

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Statistics updated 2026-08-07