Christian Leschinski : Citation Profile


Are you Christian Leschinski?

Leibniz Universität Hannover

3

H index

0

i10 index

35

Citations

RESEARCH PRODUCTION:

8

Articles

20

Papers

RESEARCH ACTIVITY:

   8 years (2013 - 2021). See details.
   Cites by year: 4
   Journals where Christian Leschinski has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 12 (25.53 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple789
   Updated: 2021-03-01    RAS profile: 2020-04-08    
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Relations with other researchers


Works with:

Sibbertsen, Philipp (14)

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 (12)

Ludwig, Alexander (3)

Blasques, Francisco (3)

Lucas, Andre (3)

Koopman, Siem Jan (3)

Schaumburg, Julia (3)

Antonakakis, Nikolaos (2)

Rodrigues, Paulo (2)

Wenger, Kai (2)

Rambaccussing, Dooruj (2)

Dräger, Lena (2)

Cites to:

Perron, Pierre (34)

Nielsen, Morten (32)

Bollerslev, Tim (21)

Qu, Zhongjun (20)

Sibbertsen, Philipp (16)

Granger, Clive (15)

Diebold, Francis (15)

Andersen, Torben (14)

Arteche, Josu (11)

Corsi, Fulvio (11)

Shimotsu, Katsumi (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 Universitt Hannover, Wirtschaftswissenschaftliche Fakultt19

Recent works citing Christian Leschinski (2021 and 2020)


YearTitle of citing document
2020A modified Wilcoxon test for change points in long-range dependent time series. (2020). Wenger, Kai ; Less, Vivien. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s016517652030166x.

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2020Distinguishing between breaks in the mean and breaks in persistence under long memory. (2020). Sibbertsen, Philipp ; Mboya, Mwasi Paza ; Wingert, Simon. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302196.

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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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2020Volatility Transmission across Financial Markets: A Semiparametric Analysis. (2020). Sibbertsen, Philipp ; Mboya, Mwasi ; Kolaiti, Theoplasti. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:8:p:160-:d:389105.

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2020True versus Spurious Long Memory in Cryptocurrencies. (2020). Mazibas, Murat ; Rambaccussing, Dooruj. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:9:p:186-:d:400757.

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2020Measuring Macroeconomic Convergence and Divergence within EMU Using Long Memory. (2020). Sibbertsen, Philipp ; Dräger, Lena ; Drager, Lena. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-675.

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2020Testing for Multiple Structural Breaks in Multivariate Long Memory Time Series. (2020). Sibbertsen, Philipp ; Wenger, Kai ; Wingert, Simon. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-676.

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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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2020A modified Wilcoxon test for change points in long-range dependent time series. (2020). Wenger, Kai ; Less, Vivien. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s016517652030166x.

Full description at Econpapers || Download paper

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.
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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
paper
2018A simple test on structural change in long-memory time series In: Economics Letters.
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article3
2017A Simple Test on Structural Change in Long-Memory Time Series.(2017) In: Hannover Economic Papers (HEP).
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This paper has another version. Agregated cites: 3
paper
2018A multivariate test against spurious long memory In: Journal of Econometrics.
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article2
2015A Multivariate Test Against Spurious Long Memory.(2015) In: Hannover Economic Papers (HEP).
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This paper has another version. Agregated cites: 2
paper
2019Model order selection in periodic long memory models In: Econometrics and Statistics.
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article2
2017Time varying contagion in EMU government bond spreads In: Journal of Financial Stability.
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article6
2013Contagion Dynamics in EMU Government Bond Spreads In: Hannover Economic Papers (HEP).
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paper8
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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paper1
2017Origins of Spurious Long Memory In: Hannover Economic Papers (HEP).
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paper0
2017Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments In: Hannover Economic Papers (HEP).
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paper3
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: 3
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).
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paper3
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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paper3
2018Estimating the Volatility of Asset Pricing Factors In: Hannover Economic Papers (HEP).
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2021Estimating the volatility of asset pricing factors.(2021) In: Journal of Forecasting.
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This paper has another version. Agregated cites: 0
article
2018The Periodogram of Spurious Long-Memory Processes In: Hannover Economic Papers (HEP).
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paper0
2018The Bias of Realized Volatility In: Hannover Economic Papers (HEP).
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2018Fixed-Bandwidth CUSUM Tests Under Long Memory In: Hannover Economic Papers (HEP).
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paper1
2019A Comparison of Semiparametric Tests for Fractional Cointegration In: Hannover Economic Papers (HEP).
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paper2
2019Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration In: Hannover Economic Papers (HEP).
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2020Seasonality robust local whittle estimation In: Applied Economics Letters.
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