EconPapers    
Economics at your fingertips  
 

Details about Christian Leschinski

Homepage:http://www.statistik.uni-hannover.de/leschinski.html?&L=1
Workplace:Wirtschaftswissenschaftliche Fakultät (School of Economics and Management), Leibniz Universität Hannover (University of Hannover), (more information at EDIRC)

Access statistics for papers by Christian Leschinski.

Last updated 2019-01-21. Update your information in the RePEc Author Service.

Short-id: ple789


Jump to Journal Articles

Working Papers

2018

  1. Directional Predictability of Daily Stock Returns
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads
  2. Estimating the Volatility of Asset Pricing Factors
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads
  3. Fixed-Bandwidth CUSUM Tests Under Long Memory
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads
  4. Integration and Disintegration of EMU Government Bond Markets
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads View citations (1)
  5. The Bias of Realized Volatility
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads
  6. The Periodogram of Spurious Long-Memory Processes
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads

2017

  1. A Simple Test on Structural Change in Long-Memory Time Series
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads
    See also Journal Article in Economics Letters (2018)
  2. Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads View citations (1)
  3. Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads View citations (1)
  4. Origins of Spurious Long Memory
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads
  5. Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads
  6. The Memory of Volatility
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads View citations (3)

2016

  1. Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads
    Also in Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät (2016) Downloads View citations (2)
  2. On the Memory of Products of Long Range Dependent Time Series
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads View citations (2)
    See also Journal Article in Economics Letters (2017)

2015

  1. A Multivariate Test Against Spurious Long Memory
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads View citations (2)
    See also Journal Article in Journal of Econometrics (2018)

2014

  1. Model Order Selection in Seasonal/Cyclical Long Memory Models
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads View citations (1)

2013

  1. Contagion Dynamics in EMU Government Bond Spreads
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads View citations (7)

Journal Articles

2019

  1. Model order selection in periodic long memory models
    Econometrics and Statistics, 2019, 9, (C), 78-94 Downloads

2018

  1. A multivariate test against spurious long memory
    Journal of Econometrics, 2018, 203, (1), 33-49 Downloads View citations (2)
    See also Working Paper (2015)
  2. A simple test on structural change in long-memory time series
    Economics Letters, 2018, 163, (C), 90-94 Downloads View citations (1)
    See also Working Paper (2017)

2017

  1. On the memory of products of long range dependent time series
    Economics Letters, 2017, 153, (C), 72-76 Downloads
    See also Working Paper (2016)
  2. Time varying contagion in EMU government bond spreads
    Journal of Financial Stability, 2017, 29, (C), 72-91 Downloads View citations (4)
 
Page updated 2019-10-02