Christian Leschinski : Citation Profile

Are you Christian Leschinski?

Leibniz Universität Hannover

6

H index

3

i10 index

76

Citations

RESEARCH PRODUCTION:

11

Articles

20

Papers

RESEARCH ACTIVITY:

   8 years (2013 - 2021). See details.
   Cites by year: 9
   Journals where Christian Leschinski has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 15 (16.48 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple789
   Updated: 2024-11-08    RAS profile: 2021-11-14    
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Relations with other researchers

Works with:

Sibbertsen, Philipp (7)

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 (21)

Gil-Alana, Luis (5)

Dräger, Lena (3)

Beaumont, Paul (3)

Lucas, Andre (3)

Ludwig, Alexander (3)

Blasques, Francisco (3)

Schaumburg, Julia (3)

Gabauer, David (3)

Proietti, Tommaso (3)

Koopman, Siem Jan (3)

Cites to:

Perron, Pierre (37)

Nielsen, Morten (33)

Qu, Zhongjun (20)

Bollerslev, Tim (19)

Sibbertsen, Philipp (16)

Arteche, Josu (16)

Diebold, Francis (15)

Andersen, Torben (15)

Shimotsu, Katsumi (15)

Corsi, Fulvio (11)

Gómez-Puig, Marta (11)

Main data

Where Christian Leschinski has published?

Journals with more than one article published# docs
Economics Letters2
Econometrics and Statistics2

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

Recent works citing Christian Leschinski (2024 and 2023)

YearTitle of citing document
2023Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089.

Full description at Econpapers || Download paper

2024Modelling cycles in climate series: The fractional sinusoidal waveform process. (2024). Proietti, Tommaso ; Maddanu, Federico. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622000987.

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2023Robust Covariance Matrix Estimation in Time Series: A Review. (2023). Hirukawa, Masayuki. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:36-61.

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2023Seasonality in High Frequency Time Series. (2023). Proietti, Tommaso ; Pedregal, Diego J. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:62-82.

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2024Review and comparison of measures of explained variation and model selection in linear mixed-effects models. (2024). Ghisletta, Paolo ; Jacot, Nadege ; Cantoni, Eva. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:150-168.

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2024Combining Long and Short Memory in Time Series Models: the Role of Asymptotic Correlations of the MLEs. (2024). Cho, Dooyeon ; Baillie, Richard T ; Rho, Seunghwa. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:88-112.

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2023Analyzing pure contagion between crude oil and agricultural futures markets. (2023). Liu, Tangyong ; Jin, Yujing ; Gong, XU. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001512.

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2023How do stock prices respond to the leading economic indicators? Analysis of large and small shocks. (2023). Chen, Zhonglu ; Liu, Jing. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006079.

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2023Long-run and short-run impact of the U.S. economy on stock, bond and housing markets: An evaluation of U.S. and six major economies. (2023). Yunus, Nafeesa. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:211-232.

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2024Managing portfolio risk during crisis times: A dynamic conditional correlation perspective. (2024). Dufour, Alfonso ; Zhang, Hanyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:241-251.

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2023Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002070.

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2023An efficient approach to structural breaks and the case of automobile gasoline consumption in Australia. (2023). Hensher, David A ; Zeng, Jingjing ; Li, Zheng. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:169:y:2023:i:c:s0965856423000149.

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2023Long Memory, Spurious Memory: Persistence in Range-Based Volatility of Exchange Rates. (2023). Sibbertsen, Philipp ; Afzal, Alia. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:4:d:10.1007_s11079-022-09686-2.

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2023Measuring macroeconomic convergence and divergence within EMU using long memory. (2023). Kolaiti, Theoplasti ; Drager, Lena ; Sibbertsen, Philipp. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02426-6.

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2023Optimal forecasts in the presence of discrete structural breaks under long memory. (2023). Sibbertsen, Philipp ; Mboya, Mwasi Paza. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1889-1908.

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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.
[Full Text][Citation analysis]		paper1
2016Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting.(2016) In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2017On the memory of products of long range dependent time series In: Economics Letters.
[Full Text][Citation analysis]		article1
2016On the Memory of Products of Long Range Dependent Time Series.(2016) In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2018A simple test on structural change in long-memory time series In: Economics Letters.
[Full Text][Citation analysis]		article6
2017A Simple Test on Structural Change in Long-Memory Time Series.(2017) In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2018A multivariate test against spurious long memory In: Journal of Econometrics.
[Full Text][Citation analysis]		article10
2015A Multivariate Test Against Spurious Long Memory.(2015) In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2021Fixed-bandwidth CUSUM tests under long memory In: Econometrics and Statistics.
[Full Text][Citation analysis]		article2
2018Fixed-Bandwidth CUSUM Tests Under Long Memory.(2018) In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2019Model order selection in periodic long memory models In: Econometrics and Statistics.
[Full Text][Citation analysis]		article12
2017Time varying contagion in EMU government bond spreads In: Journal of Financial Stability.
[Full Text][Citation analysis]		article11
2021Integration and Disintegration of EMU Government Bond Markets In: Econometrics.
[Full Text][Citation analysis]		article6
2018Integration and Disintegration of EMU Government Bond Markets.(2018) In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
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]		paper2
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]		paper7
2019Change-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 nother version. Agregated cites: 7		article
2017Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]		paper0
2017The Memory of Volatility In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]		paper6
2018Directional Predictability of Daily Stock Returns In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]		paper0
2018Estimating the Volatility of Asset Pricing Factors In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]		paper1
2021Estimating the volatility of asset pricing factors.(2021) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
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
2019A Comparison of Semiparametric Tests for Fractional Cointegration In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]		paper3
2021A comparison of semiparametric tests for fractional cointegration.(2021) In: Statistical Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2019Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]		paper0
2020Seasonality robust local whittle estimation In: Applied Economics Letters.
[Full Text][Citation analysis]		article0

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