Details about Christian Leschinski
Access statistics for papers by Christian Leschinski.
Last updated 2021-11-14. Update your information in the RePEc Author Service.
Short-id: ple789
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Working Papers
2019
- A Comparison of Semiparametric Tests for Fractional Cointegration
Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät View citations (3)
See also Journal Article A comparison of semiparametric tests for fractional cointegration, Statistical Papers, Springer (2021) View citations (1) (2021)
- Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration
Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät
2018
- Directional Predictability of Daily Stock Returns
Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät
- Estimating the Volatility of Asset Pricing Factors
Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät 
See also Journal Article Estimating the volatility of asset pricing factors, Journal of Forecasting, John Wiley & Sons, Ltd. (2021) View citations (1) (2021)
- Fixed-Bandwidth CUSUM Tests Under Long Memory
Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät View citations (1)
See also Journal Article Fixed-bandwidth CUSUM tests under long memory, Econometrics and Statistics, Elsevier (2021) View citations (1) (2021)
- Integration and Disintegration of EMU Government Bond Markets
Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät View citations (4)
See also Journal Article Integration and Disintegration of EMU Government Bond Markets, Econometrics, MDPI (2021) View citations (3) (2021)
- The Bias of Realized Volatility
Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät
- The Periodogram of Spurious Long-Memory Processes
Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät
2017
- A Simple Test on Structural Change in Long-Memory Time Series
Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät View citations (2)
See also Journal Article A simple test on structural change in long-memory time series, Economics Letters, Elsevier (2018) View citations (6) (2018)
- Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments
Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät View citations (3)
See also Journal Article Change-in-mean tests in long-memory time series: a review of recent developments, AStA Advances in Statistical Analysis, Springer (2019) View citations (6) (2019)
- Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates
Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät View citations (2)
- Origins of Spurious Long Memory
Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät
- Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks
Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät
- The Memory of Volatility
Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät View citations (8)
2016
- Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University 
Also in Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät (2016) View citations (2)
- On the Memory of Products of Long Range Dependent Time Series
Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät View citations (2)
See also Journal Article On the memory of products of long range dependent time series, Economics Letters, Elsevier (2017) View citations (1) (2017)
2015
- A Multivariate Test Against Spurious Long Memory
Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät View citations (2)
See also Journal Article A multivariate test against spurious long memory, Journal of Econometrics, Elsevier (2018) View citations (13) (2018)
2014
- Model Order Selection in Seasonal/Cyclical Long Memory Models
Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät View citations (1)
2013
- Contagion Dynamics in EMU Government Bond Spreads
Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät View citations (8)
Journal Articles
2021
- A comparison of semiparametric tests for fractional cointegration
Statistical Papers, 2021, 62, (4), 1997-2030 View citations (1)
See also Working Paper A Comparison of Semiparametric Tests for Fractional Cointegration, Hannover Economic Papers (HEP) (2019) View citations (3) (2019)
- Estimating the volatility of asset pricing factors
Journal of Forecasting, 2021, 40, (2), 269-278 View citations (1)
See also Working Paper Estimating the Volatility of Asset Pricing Factors, Hannover Economic Papers (HEP) (2018) (2018)
- Fixed-bandwidth CUSUM tests under long memory
Econometrics and Statistics, 2021, 20, (C), 46-61 View citations (1)
See also Working Paper Fixed-Bandwidth CUSUM Tests Under Long Memory, Hannover Economic Papers (HEP) (2018) View citations (1) (2018)
- Integration and Disintegration of EMU Government Bond Markets
Econometrics, 2021, 9, (1), 1-17 View citations (3)
See also Working Paper Integration and Disintegration of EMU Government Bond Markets, Hannover Economic Papers (HEP) (2018) View citations (4) (2018)
2020
- Seasonality robust local whittle estimation
Applied Economics Letters, 2020, 27, (18), 1489-1494
2019
- Change-in-mean tests in long-memory time series: a review of recent developments
AStA Advances in Statistical Analysis, 2019, 103, (2), 237-256 View citations (6)
See also Working Paper Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments, Hannover Economic Papers (HEP) (2017) View citations (3) (2017)
- Model order selection in periodic long memory models
Econometrics and Statistics, 2019, 9, (C), 78-94 View citations (14)
2018
- A multivariate test against spurious long memory
Journal of Econometrics, 2018, 203, (1), 33-49 View citations (13)
See also Working Paper A Multivariate Test Against Spurious Long Memory, Hannover Economic Papers (HEP) (2015) View citations (2) (2015)
- A simple test on structural change in long-memory time series
Economics Letters, 2018, 163, (C), 90-94 View citations (6)
See also Working Paper A Simple Test on Structural Change in Long-Memory Time Series, Hannover Economic Papers (HEP) (2017) View citations (2) (2017)
2017
- On the memory of products of long range dependent time series
Economics Letters, 2017, 153, (C), 72-76 View citations (1)
See also Working Paper On the Memory of Products of Long Range Dependent Time Series, Hannover Economic Papers (HEP) (2016) View citations (2) (2016)
- Time varying contagion in EMU government bond spreads
Journal of Financial Stability, 2017, 29, (C), 72-91 View citations (13)
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