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Christian Leschinski

Observed names: Christian Christian Leschinski, Christian H. Leschinski
Observed institution: Leibniz University Hannover
ORCID: 0000-0002-1456-6211
Observed ORCID: 0000-0002-1456-6211
OpenAlex ID: A5036199780
Change-in-mean tests in long-memory time series: a review of recent developments
2018 · Kai Wenger, Christian Leschinski, et al. · AStA Advances in Statistical Analysis · 21
A multivariate test against spurious long memory
2017 · Philipp Sibbertsen, Christian Leschinski, et al. · Journal of Econometrics · 21
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Time varying contagion in EMU government bond spreads
2017 · Christian Leschinski, Philip Bertram · Journal of Financial Stability · 17
A simple test on structural change in long-memory time series
2017 · Kai Wenger, Christian Leschinski, et al. · Economics Letters · 13
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Model order selection in periodic long memory models
2018 · Christian Leschinski, Philipp Sibbertsen · Econometrics and Statistics · 10
A comparison of semiparametric tests for fractional cointegration
2020 · Christian Leschinski, Michelle Voges, et al. · Statistical Papers · 8
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Fixed-bandwidth CUSUM tests under long memory
2019 · Kai Wenger, Christian Leschinski · Econometrics and Statistics · 8
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LongMemoryTS: Long Memory Time Series
2019 · Christian Leschinski · 8
Estimating the volatility of asset pricing factors
2020 · Janis Becker, Christian Leschinski · Journal of Forecasting · 4
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The memory of volatility
2018 · Kai R. Wenger, Christian H. Leschinski, et al. · Quantitative Finance and Economics · 4
Comparing Predictive Accuracy under Long Memory, With an Application to Volatility Forecasting*
2018 · Robinson Kruse, Christian Leschinski, et al. · Journal of Financial Econometrics · 3
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On the memory of products of long range dependent time series
2017 · Christian Leschinski · Economics Letters · 3
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Integration and Disintegration of EMU Government Bond Markets
2021 · Christian Leschinski, Michelle Voges, et al. · Econometrics · 2
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Directional Predictability of Daily Stock Returns
2018 · Janis Becker, Christian Leschinski · RePEc: Research Papers in Economics · 2
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Long memory, breaks, and trends: On the sources of persistence in inflation rates
2017 · Saskia Rinke, Marie Busch, et al. · RePEc: Research Papers in Economics · 2
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Origins of Spurious Long Memory
2017 · Christian Leschinski, Philipp Sibbertsen · RePEc: Research Papers in Economics · 2
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Seasonality robust local whittle estimation
2019 · Simon Wingert, Christian Leschinski, et al. · Applied Economics Letters · 1
The Periodogram of Spurious Long-Memory Processes
2018 · Christian Leschinski, Philipp Sibbertsen · RePEc: Research Papers in Economics · 1
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Contagion Dynamics in EMU Government Bond Spreads
2013 · Christian Christian Leschinski, Philip Bertram · Econstor (Econstor) · 1
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Seasonal long memory in intra-day volatility and trading volume of Dow Jones stocks
2019 · Michelle Voges, Christian Leschinski, et al. · Routledge eBooks
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Long Memory Time Series [R package LongMemoryTS version 0.1.0]
2019 · Christian Leschinski
Robust multivariate local whittle estimation and spurious fractional cointegration
2019 · Janis Becker, Christian Leschinski, et al. · RePEc: Research Papers in Economics
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The Bias of Realized Volatility
2018 · Janis Becker, Christian Leschinski · RePEc: Research Papers in Economics
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Model Order Selection in Seasonal/Cyclical Long Memory Models
2014 · Christian Leschinski, Philipp Sibbertsen · RePEc: Research Papers in Economics
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Works count: 24
Citation count: 131
H-index: 8
I10-index: 5
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