6
H index
1
i10 index
64
Citations
Christian Leschinski : Citation Profile
Leibniz Universität Hannover | RESEARCH PRODUCTION: 11 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 |
|---|---|
| Econometrics and Statistics | 2 |
| 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 (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 2023 | Testing 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 |
| 2022 | Bond markets integration in the EU: New empirical evidence from the Eastern non-euro member-states. (2022). Kiohos, Apostolos ; Stoupos, Nikolaos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001620. Full description at Econpapers || Download paper |
| 2023 | Analyzing 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. Full description at Econpapers || Download paper |
| 2023 | How 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. Full description at Econpapers || Download paper |
| 2023 | Long 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. Full description at Econpapers || Download paper |
| 2023 | An 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. Full description at Econpapers || Download paper |
| 2022 | Estimation and Testing in a Perturbed Multivariate Long Memory Framework. (2022). Sibbertsen, Philipp ; Less, Vivien. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-704. Full description at Econpapers || Download paper |
| 2022 | Optimal Forecasts in the Presence of Discrete Structural Breaks under Long Memory. (2022). Sibbertsen, Philipp ; Mboya, Mwasi. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-705. Full description at Econpapers || Download paper |
| 2022 | A harmonically weighted filter for cyclical long memory processes. (2022). Maddanu, Federico. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:106:y:2022:i:1:d:10.1007_s10182-021-00394-9. Full description at Econpapers || Download paper |
| 2022 | Transmission of the Greek crisis on the sovereign debt markets in the euro area. (2022). Tahi, Sofiane ; Bellalah, Makram ; Kchaou, Oussama. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-03938-z. Full description at Econpapers || Download paper |
| 2022 | True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methods. (2022). Mokni, Khaled ; Gil-Alana, Luis Alberiko ; Assaf, Ata. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:3:d:10.1007_s00181-021-02165-6. Full description at Econpapers || Download paper |
| 2022 | On the persistence of UK inflation: A long?range dependence approach. (2022). Gil-Alana, Luis ; Trani, Tommaso ; Gilalana, Luis Alberiko ; Caporale, Guglielmo Maria. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:439-454. Full description at Econpapers || Download paper |
| 2022 | A review of some recent developments in the modelling and seasonal adjustment of infra-monthly time series. (2022). Webel, Karsten. In: Discussion Papers. RePEc:zbw:bubdps:312022. 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 | 6 |
| 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: 6 | paper | |
| 2018 | A multivariate test against spurious long memory In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
| 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: 8 | paper | |
| 2021 | Fixed-bandwidth CUSUM tests under long memory In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2018 | Fixed-Bandwidth CUSUM Tests Under Long Memory.(2018) In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2019 | Model order selection in periodic long memory models In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 7 |
| 2017 | Time varying contagion in EMU government bond spreads In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 10 |
| 2021 | Integration and Disintegration of EMU Government Bond Markets In: Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2018 | Integration and Disintegration of EMU Government Bond Markets.(2018) In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 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 | 2 |
| 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 | 7 |
| 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: 7 | 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 | 6 |
| 2018 | Directional Predictability of Daily Stock Returns In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] | paper | 0 |
| 2018 | Estimating the Volatility of Asset Pricing Factors In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] | paper | 1 |
| 2021 | Estimating the volatility of asset pricing factors.(2021) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | 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 |
| 2019 | A Comparison of Semiparametric Tests for Fractional Cointegration In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] | paper | 3 |
| 2021 | A comparison of semiparametric tests for fractional cointegration.(2021) In: Statistical Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team