Christian Leschinski : Citation Profile


Are you Christian Leschinski?

Leibniz Universität Hannover

2

H index

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i10 index

10

Citations

RESEARCH PRODUCTION:

4

Articles

15

Papers

RESEARCH ACTIVITY:

   5 years (2013 - 2018). See details.
   Cites by year: 2
   Journals where Christian Leschinski has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 7 (41.18 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple789
   Updated: 2018-07-14    RAS profile: 2018-05-29    
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Relations with other researchers


Works with:

Sibbertsen, Philipp (10)

Wenger, Kai (4)

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:

Blasques, Francisco (3)

Ludwig, Alexander (3)

Lucas, Andre (3)

Koopman, Siem Jan (3)

GUPTA, RANGAN (2)

Schaumburg, Julia (2)

Antonakakis, Nikolaos (2)

Sibbertsen, Philipp (2)

Cuñado, Juncal (2)

Cites to:

Perron, Pierre (28)

Nielsen, Morten (16)

Bollerslev, Tim (16)

Qu, Zhongjun (14)

Diebold, Francis (12)

Andersen, Torben (11)

Sosvilla-Rivero, Simon (10)

Granger, Clive (10)

Gómez-Puig, Marta (10)

Sibbertsen, Philipp (10)

Corsi, Fulvio (9)

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 Universitt Hannover, Wirtschaftswissenschaftliche Fakultt14

Recent works citing Christian Leschinski (2018 and 2017)


YearTitle of citing document
2017Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area. (2017). GUPTA, RANGAN ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Cunado, Juncal ; Christou, Christina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:129-139.

Full description at Econpapers || Download paper

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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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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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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2017On the memory of products of long range dependent time series In: Economics Letters.
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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
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2018A simple test on structural change in long-memory time series In: Economics Letters.
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2017A Simple Test on Structural Change in Long-Memory Time Series.(2017) In: Hannover Economic Papers (HEP).
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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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2017Time varying contagion in EMU government bond spreads In: Journal of Financial Stability.
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2013Contagion Dynamics in EMU Government Bond Spreads In: Hannover Economic Papers (HEP).
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2014Model Order Selection in Seasonal/Cyclical Long Memory Models In: Hannover Economic Papers (HEP).
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2017Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates In: Hannover Economic Papers (HEP).
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2017Origins of Spurious Long Memory In: Hannover Economic Papers (HEP).
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2017Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments In: Hannover Economic Papers (HEP).
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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).
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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).
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2018Estimating the Volatility of Asset Pricing Factors In: Hannover Economic Papers (HEP).
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