Christian Leschinski : Citation Profile

Are you Christian Leschinski?

Leibniz Universität Hannover

2

H index

0

i10 index

23

Citations

RESEARCH PRODUCTION:

6

Articles

20

Papers

RESEARCH ACTIVITY:

   6 years (2013 - 2019). See details.
   Cites by year: 3
   Journals where Christian Leschinski has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 12 (34.29 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ple789
   Updated: 2020-05-16    RAS profile: 2020-04-08    
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Relations with other researchers

Works with:

Sibbertsen, Philipp (15)

Wenger, Kai (6)

Kruse, Robinson (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Christian Leschinski.

Is cited by:

Sibbertsen, Philipp (4)

Schaumburg, Julia (3)

Blasques, Francisco (3)

Ludwig, Alexander (3)

Koopman, Siem Jan (3)

Lucas, Andre (3)

Cuñado, Juncal (2)

Rodrigues, Paulo (2)

Beaumont, Paul (2)

GUPTA, RANGAN (2)

Kruse, Robinson (2)

Cites to:

Perron, Pierre (34)

Nielsen, Morten (32)

Bollerslev, Tim (20)

Qu, Zhongjun (20)

Diebold, Francis (15)

Granger, Clive (15)

Sibbertsen, Philipp (15)

Andersen, Torben (14)

Arteche, Josu (11)

Corsi, Fulvio (11)

Gómez-Puig, Marta (10)

Main data

Where Christian Leschinski has published?

Journals with more than one article published# docs
Economics Letters2

Working Papers Series with more than one paper published# docs
Hannover Economic Papers (HEP) / Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät19

Recent works citing Christian Leschinski (2019 and 2018)

YearTitle of citing document
2019Assessing predictive accuracy in panel data models with long-range dependence. (2019). Christensen, Bent Jesper ; Borup, Daniel ; Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2019-04.

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2019The walking debt crisis. (2019). Basse, Tobias ; Kruse, Robinson ; Wegener, Christoph. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:382-402.

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2018An Overview of Modified Semiparametric Memory Estimation Methods. (2018). Sibbertsen, Philipp ; Busch, Marie. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:13-:d:135826.

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2020Are Corporate Bond Defaults Contagious across Sectors?. (2020). Ellis, Colin. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:1:p:1-:d:305922.

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2018An Overview of Modified Semiparametric Memory Estimation Methods. (2018). Sibbertsen, Philipp ; Busch, Marie. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-628.

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2019Testing for breaks in the cointegrating relationship: On the stability of government bond markets equilibrium. (2019). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-656.

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2019EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness. (2019). Chatziantoniou, Ioannis ; Gabauer, David. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2019-07.

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2019Inference for likelihood-based estimators of generalized long-memory processes. (2019). Smallwood, Aaron ; Beaumont, Paul . In: MPRA Paper. RePEc:pra:mprapa:96313.

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2019Conditional Sum of Squares Estimation of Multiple Frequency Long Memory Models. (2019). Smallwood, Aaron ; Beaumont, Paul . In: MPRA Paper. RePEc:pra:mprapa:96314.

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2019Testing for breaks in the cointegrating relationship: On the stability of government bond markets’ equilibrium. (2019). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle. In: Working Papers. RePEc:ptu:wpaper:w201912.

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2019Long Memory, Realized Volatility and HAR Models. (2019). Rho, Seunghwa ; Cho, Dooyeon ; Calonaci, Fabio ; Baillie, Richard T. In: Working Papers. RePEc:qmw:qmwecw:881.

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2019Forecasting government bond spreads with heuristic models: evidence from the Eurozone periphery. (2019). Zekaite, Zivile ; Stasinakis, Charalampos ; Fernandes, Filipa . In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-2808-0.

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2020Economic volatility and sovereign yields’ determinants: a time-varying approach. (2020). Jalles, Joao ; Afonso, Antonio. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:2:d:10.1007_s00181-018-1540-6.

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2019Iranian inflation: peristence and structural breaks. (2019). Gil-Alana, Luis A ; Nazari, Rouhollah ; Dadgar, Yadollah. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:43:y:2019:i:2:d:10.1007_s12197-018-9446-x.

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Works by Christian Leschinski:

YearTitleTypeCited
2016Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting In: CREATES Research Papers.
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2016Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting.(2016) In: Hannover Economic Papers (HEP).
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This paper has another version. Agregated cites: 1		paper
2017On the memory of products of long range dependent time series In: Economics Letters.
[Full Text][Citation analysis]		article0
2016On the Memory of Products of Long Range Dependent Time Series.(2016) In: Hannover Economic Papers (HEP).
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This paper has another version. Agregated cites: 0		paper
2018A simple test on structural change in long-memory time series In: Economics Letters.
[Full Text][Citation analysis]		article1
2017A Simple Test on Structural Change in Long-Memory Time Series.(2017) In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2018A multivariate test against spurious long memory In: Journal of Econometrics.
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2015A Multivariate Test Against Spurious Long Memory.(2015) In: Hannover Economic Papers (HEP).
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This paper has another version. Agregated cites: 0		paper
2019Model order selection in periodic long memory models In: Econometrics and Statistics.
[Full Text][Citation analysis]		article2
2017Time varying contagion in EMU government bond spreads In: Journal of Financial Stability.
[Full Text][Citation analysis]		article6
2013Contagion Dynamics in EMU Government Bond Spreads In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]		paper8
2014Model Order Selection in Seasonal/Cyclical Long Memory Models In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]		paper0
2017Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]		paper1
2017Origins of Spurious Long Memory In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]		paper0
2017Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]		paper0
2019Change-in-mean tests in long-memory time series: a review of recent developments.(2019) In: AStA Advances in Statistical Analysis.
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This paper has another version. Agregated cites: 0		article
2017Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks In: Hannover Economic Papers (HEP).
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2017The Memory of Volatility In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]		paper2
2018Directional Predictability of Daily Stock Returns In: Hannover Economic Papers (HEP).
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2018Integration and Disintegration of EMU Government Bond Markets In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]		paper2
2018Estimating the Volatility of Asset Pricing Factors In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]		paper0
2018The Periodogram of Spurious Long-Memory Processes In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]		paper0
2018The Bias of Realized Volatility In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]		paper0
2018Fixed-Bandwidth CUSUM Tests Under Long Memory In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]		paper0
2019A Comparison of Semiparametric Tests for Fractional Cointegration In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]		paper0
2019Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]		paper0

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