Browsing All of EconStor by Author Leschinski, Christian

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Showing results 1 to 18 of 18
Year of PublicationTitleAuthor(s)
2013 Contagion dynamics in EMU government bond spreadsLeschinski, Christian; Bertram, Philip
2014 Model order selection in seasonal/cyclical long memory modelsLeschinski, Christian; Sibbertsen, Philipp
2015 A multivariate test against spurious long memorySibbertsen, Philipp; Leschinski, Christian; Holzhausen, Marie
2016 Comparing predictive accuracy under long memory: With an application to volatility forecastingKruse, Robinson; Leschinski, Christian; Will, Michael
2016 On the memory of products of long range dependent time seriesLeschinski, Christian
2017 Origins of spurious long memoryLeschinski, Christian; Sibbertsen, Philipp
2017 Change-in-mean tests in long-memory time series: A review of recent developmentsWenger, Kai; Leschinski, Christian; Sibbertsen, Philipp
2017 Seasonal long memory in intraday volatility and trading volume of Dow Jones stocksVoges, Michelle; Leschinski, Christian; Sibbertsen, Philipp
2017 A simple test on structural change in long-memory time seriesWenger, Kai; Leschinski, Christian; Sibbertsen, Philipp
2017 The memory of volatilityWenger, Kai; Leschinski, Christian; Sibbertsen, Philipp
2017 Long memory, breaks, and trends: On the sources of persistence in inflation ratesRinke, Saskia; Busch, Marie; Leschinski, Christian
2018 Integration and disintegration of EMU government bond marketsLeschinski, Christian; Voges, Michelle; Sibbertsen, Philipp
2018 The periodogram of spurious long-memory processesLeschinski, Christian; Sibbertsen, Philipp
2018 Estimating the volatility of asset pricing factorsBecker, Janis; Leschinski, Christian
2018 Directional predictability of daily stock returnsBecker, Janis; Leschinski, Christian
2018 Fixed-bandwidth CUSUM tests under long memoryLeschinski, Christian; Wenger, Kai
2018 The bias of realized volatilityBecker, Janis; Leschinski, Christian
2019 A comparison of semiparametric tests for fractional cointegrationLeschinski, Christian; Voges, Michelle; Sibbertsen, Philipp