3
H index
0
i10 index
35
Citations
Christian Leschinski : Citation Profile
Leibniz Universität Hannover | RESEARCH PRODUCTION: 8 Articles 20 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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8 years (2013 - 2021). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Christian Leschinski. | Is cited by:
| Cites to:
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Main data
Where Christian Leschinski has published?
| Journals with more than one article published | # docs |
|---|---|
| Economics Letters | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Hannover Economic Papers (HEP) / Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät | 19 |
Recent works citing Christian Leschinski (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | A 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 |
| 2020 | Distinguishing 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. Full description at Econpapers || Download paper |
| 2020 | Are 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. Full description at Econpapers || Download paper |
| 2020 | Volatility 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. Full description at Econpapers || Download paper |
| 2020 | True 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. Full description at Econpapers || Download paper |
| 2020 | Measuring 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. Full description at Econpapers || Download paper |
| 2020 | Testing 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. Full description at Econpapers || Download paper |
| 2020 | Economic 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. Full description at Econpapers || Download paper |
| 2020 | A 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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting.(2016) In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | On the memory of products of long range dependent time series In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2016 | On the Memory of Products of Long Range Dependent Time Series.(2016) In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | A simple test on structural change in long-memory time series In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2017 | A 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: 3 | paper | |
| 2018 | A multivariate test against spurious long memory In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2015 | A Multivariate Test Against Spurious Long Memory.(2015) In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2019 | Model order selection in periodic long memory models In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 2 |
| 2017 | Time varying contagion in EMU government bond spreads In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 6 |
| 2013 | Contagion Dynamics in EMU Government Bond Spreads In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] | paper | 8 |
| 2014 | Model Order Selection in Seasonal/Cyclical Long Memory Models In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] | paper | 0 |
| 2017 | Long Memory, Breaks, and Trends: On the Sources of Persistence in Inflation Rates In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] | paper | 1 |
| 2017 | Origins of Spurious Long Memory In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] | paper | 0 |
| 2017 | Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] | paper | 3 |
| 2019 | Change-in-mean tests in long-memory time series: a review of recent developments.(2019) In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2017 | Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] | paper | 0 |
| 2017 | The Memory of Volatility In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] | paper | 3 |
| 2018 | Directional Predictability of Daily Stock Returns In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] | paper | 0 |
| 2018 | Integration and Disintegration of EMU Government Bond Markets In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] | paper | 3 |
| 2018 | Estimating the Volatility of Asset Pricing Factors In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] | paper | 0 |
| 2021 | Estimating the volatility of asset pricing factors.(2021) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2018 | The Periodogram of Spurious Long-Memory Processes In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] | paper | 0 |
| 2018 | The Bias of Realized Volatility In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] | paper | 0 |
| 2018 | Fixed-Bandwidth CUSUM Tests Under Long Memory In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] | paper | 1 |
| 2019 | A Comparison of Semiparametric Tests for Fractional Cointegration In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] | paper | 2 |
| 2019 | Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] | paper | 0 |
| 2020 | Seasonality robust local whittle estimation In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
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