Browsing All of EconStor by Author Leschinski, Christian


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Year of PublicationTitleAuthor(s)
2013Contagion dynamics in EMU government bond spreadsLeschinski, Christian; Bertram, Philip
2014Model order selection in seasonal/cyclical long memory modelsLeschinski, Christian; Sibbertsen, Philipp
2015A multivariate test against spurious long memorySibbertsen, Philipp; Leschinski, Christian; Holzhausen, Marie
2016Comparing predictive accuracy under long memory: With an application to volatility forecastingKruse, Robinson; Leschinski, Christian; Will, Michael
2016On the memory of products of long range dependent time seriesLeschinski, Christian
2017Long memory, breaks, and trends: On the sources of persistence in inflation ratesRinke, Saskia; Busch, Marie; Leschinski, Christian
2017Origins of spurious long memoryLeschinski, Christian; Sibbertsen, Philipp
2017A simple test on structural change in long-memory time seriesWenger, Kai; Leschinski, Christian; Sibbertsen, Philipp
2017Change-in-mean tests in long-memory time series: A review of recent developmentsWenger, Kai; Leschinski, Christian; Sibbertsen, Philipp
2017The memory of volatilityWenger, Kai; Leschinski, Christian; Sibbertsen, Philipp
2017Seasonal long memory in intraday volatility and trading volume of Dow Jones stocksVoges, Michelle; Leschinski, Christian; Sibbertsen, Philipp
2018Fixed-bandwidth CUSUM tests under long memoryLeschinski, Christian; Wenger, Kai
2018Estimating the volatility of asset pricing factorsBecker, Janis; Leschinski, Christian
2018Integration and disintegration of EMU government bond marketsLeschinski, Christian; Voges, Michelle; Sibbertsen, Philipp
2018Directional predictability of daily stock returnsBecker, Janis; Leschinski, Christian
2018The periodogram of spurious long-memory processesLeschinski, Christian; Sibbertsen, Philipp
2018The bias of realized volatilityBecker, Janis; Leschinski, Christian
2019A comparison of semiparametric tests for fractional cointegrationLeschinski, Christian; Voges, Michelle; Sibbertsen, Philipp
2019Robust multivariate local whittle estimation and spurious fractional cointegrationBecker, Janis; Leschinski, Christian; Sibbertsen, Philipp
2021Estimating the volatility of asset pricing factorsBecker, Janis; Leschinski, Christian