Details about Christian Leschinski
Access statistics for papers by Christian Leschinski.
Last updated 2020-04-08. 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 (2)
- 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 in Journal of Forecasting (2021)
- Fixed-Bandwidth CUSUM Tests Under Long Memory
Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät View citations (1)
- Integration and Disintegration of EMU Government Bond Markets
Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät View citations (3)
- 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 (1)
See also Journal Article in Economics Letters (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 (1)
See also Journal Article in AStA Advances in Statistical Analysis (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 (1)
- 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 (4)
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 in Economics Letters (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 in Journal of Econometrics (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 (7)
Journal Articles
2021
- Estimating the volatility of asset pricing factors
Journal of Forecasting, 2021, 40, (2), 269-278 
See also Working Paper (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 (1)
See also Working Paper (2017)
- Model order selection in periodic long memory models
Econometrics and Statistics, 2019, 9, (C), 78-94 View citations (2)
2018
- A multivariate test against spurious long memory
Journal of Econometrics, 2018, 203, (1), 33-49 View citations (5)
See also Working Paper (2015)
- A simple test on structural change in long-memory time series
Economics Letters, 2018, 163, (C), 90-94 View citations (3)
See also Working Paper (2017)
2017
- On the memory of products of long range dependent time series
Economics Letters, 2017, 153, (C), 72-76 
See also Working Paper (2016)
- Time varying contagion in EMU government bond spreads
Journal of Financial Stability, 2017, 29, (C), 72-91 View citations (7)
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