| A multivariate test against spurious long memory P Sibbertsen, C Leschinski, M Busch Journal of Econometrics 203 (1), 33-49, 2018 | 27 | 2018 |
| A simple test on structural change in long-memory time series K Wenger, C Leschinski, P Sibbertsen Economics Letters 163, 90-94, 2018 | 22 | 2018 |
| Change-in-mean tests in long-memory time series: a review of recent developments K Wenger, C Leschinski, P Sibbertsen AStA Advances in Statistical Analysis 103 (2), 237-256, 2019 | 19 | 2019 |
| Time varying contagion in EMU government bond spreads C Leschinski, P Bertram Journal of Financial Stability 29, 72-91, 2017 | 19 | 2017 |
| Model order selection in periodic long memory models C Leschinski, P Sibbertsen Econometrics and statistics 9, 78-94, 2019 | 17 | 2019 |
| Fixed-bandwidth CUSUM tests under long memory K Wenger, C Leschinski Econometrics and Statistics 20, 46-61, 2021 | 13 | 2021 |
| Comparing predictive accuracy under long memory, with an application to volatility forecasting R Kruse, C Leschinski, M Will Journal of Financial Econometrics 17 (2), 180-228, 2019 | 11 | 2019 |
| A comparison of semiparametric tests for fractional cointegration C Leschinski, M Voges, P Sibbertsen Statistical Papers 62, 1997-2030, 2021 | 10 | 2021 |
| Integration and disintegration of emu government bond markets C Leschinski, M Voges, P Sibbertsen Econometrics 9 (1), 13, 2021 | 10 | 2021 |
| On the memory of products of long range dependent time series C Leschinski Economics Letters 153, 72-76, 2017 | 10 | 2017 |
| The memory of volatility K Wenger, C Leschinski, P Sibbertsen Hannover Economic Papers (HEP), 2017 | 10 | 2017 |
| LongMemoryTS: Long Memory Time Series C Leschinski, M Voges, K Wenger R package version 0.1. 0, 2019 | 9 | 2019 |
| Long memory, breaks, and trends: On the sources of persistence in inflation rates S Rinke, M Busch, C Leschinski Hannover Economic Papers (HEP), 2017 | 8 | 2017 |
| Contagion dynamics in EMU government bond spreads C Leschinski, P Bertram Diskussionsbeitrag, 2013 | 8 | 2013 |
| Estimating the volatility of asset pricing factors J Becker, C Leschinski Journal of Forecasting 40 (2), 269-278, 2021 | 5 | 2021 |
| Directional predictability of daily stock returns J Becker, C Leschinski Hannover Economic Papers (HEP), 2018 | 5 | 2018 |
| Fractional Cointegration and EMU Government Bond Market Integration C Leschinski, M Voges, P Sibbertsen Leibniz University Hannover, Hannover, 2018 | 2 | 2018 |
| The periodogram of spurious long-memory processes C Leschinski, P Sibbertsen Hannover Economic Papers (HEP), 2018 | 2 | 2018 |
| Origins of spurious long memory C Leschinski, P Sibbertsen Hannover Economic Papers (HEP), 2017 | 2 | 2017 |
| Seasonality robust local whittle estimation S Wingert, C Leschinski, P Sibbertsen Applied Economics Letters 27 (18), 1489-1494, 2020 | 1 | 2020 |
