Access Statistics for Christian T. Brownlees

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Back to the Future: Backtesting Systemic Risk Measures during Historical Bank Runs and the Great Depression 0 0 0 93 0 0 3 102
Backtesting Systemic Risk Measures During Historical Bank Runs 0 0 0 63 0 0 1 82
Comparison of Volatility Measures: a Risk Management Perspective 0 0 0 0 0 1 1 15
Comparison of Volatility Measures: a Risk Management Perspective 0 0 0 363 1 1 4 1,009
Credit risk interconnectedness: What does the market really know? 0 0 2 88 2 2 6 259
Detecting Granular Time Series in Large Panels 0 0 0 84 2 2 2 94
Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures 0 0 0 72 0 0 1 132
Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets 0 0 0 58 0 1 1 170
Financial Econometric Analysis at Ultra–High Frequency: Data Handling Concerns 1 1 2 548 1 2 10 1,158
Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria 0 0 0 124 1 1 1 364
Forecasting intra-daily volume in large panels of assets 0 0 0 0 1 3 5 5
Impulse Response Estimation By Smooth Local Projections 0 1 7 131 2 6 24 270
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 2 10 206 0 2 19 470
Multiplicative Error Models 0 0 5 740 0 1 8 2,367
Nets: Network Estimation for Time Series 0 1 3 578 1 2 13 1,293
Nets: Network estimation for time series 0 0 0 83 1 3 6 209
Nets: network estimation for time series 0 0 1 36 2 2 5 89
Non-Standard Errors 0 0 1 19 0 0 4 24
Non-Standard Errors 0 0 0 16 0 1 4 38
Non-Standard Errors 0 0 1 42 6 12 56 432
Non-Standard Errors 0 0 1 8 0 0 2 32
Non-Standard Errors 0 1 4 27 4 16 81 143
Non-standard errors 0 0 0 33 1 1 6 58
Nonstandard Errors 0 2 2 2 0 11 14 14
Nonstandard errors 0 1 11 11 4 11 43 43
Performance of Empirical Risk Minimization For Principal Component Regression 0 0 2 2 0 2 6 6
Performance of Empirical Risk Minimization for Linear Regression with Dependent Data 0 1 1 22 1 3 4 32
SRISK: a conditional capital shortfall measure of systemic risk 1 5 14 431 10 32 78 1,440
Unit Averaging for Heterogeneous Panels 0 0 0 20 0 2 2 11
Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria 0 0 0 201 0 1 1 391
Total Working Papers 2 15 67 4,101 40 121 411 10,752
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian approach for capturing daily heterogeneity in intra-daily durations time series 0 0 0 8 0 0 0 40
Back to the future: Backtesting systemic risk measures during historical bank runs and the great depression 0 0 0 27 0 0 4 142
Backtesting global Growth-at-Risk 2 4 16 85 4 9 33 200
Bank credit risk networks: Evidence from the Eurozone 0 0 6 29 1 2 11 81
Community Detection in Partial Correlation Network Models 0 0 0 4 0 0 1 19
Comparison of Volatility Measures: a Risk Management Perspective 0 2 3 121 1 4 13 389
Corporate hedging and the variance of stock returns 0 0 1 8 1 3 6 26
Credit risk interconnectedness: What does the market really know? 0 0 0 30 2 2 5 140
Detecting granular time series in large panels 0 0 1 10 0 0 4 28
Detecting groups in large vector autoregressions 0 0 2 15 0 2 8 50
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures 0 0 0 18 0 0 2 123
EVALUATING THE ACCURACY OF TAIL RISK FORECASTS FOR SYSTEMIC RISK MEASUREMENT 0 1 3 28 0 1 5 88
Financial econometric analysis at ultra-high frequency: Data handling concerns 0 1 10 339 0 3 20 793
Hierarchical GARCH 0 1 1 10 1 2 3 61
Impulse Response Estimation by Smooth Local Projections 2 16 46 261 11 43 147 850
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 1 2 11 157 2 4 30 404
NETS: Network estimation for time series 2 2 2 50 2 2 14 194
Nonstandard Errors 2 7 31 31 8 24 106 106
On Variable Selection for Volatility Forecasting: The Role of Focused Selection Criteria 0 0 0 37 0 0 0 95
On the estimation of integrated volatility in the presence of jumps and microstructure noise 0 0 0 1 0 1 2 13
Projected Dynamic Conditional Correlations 0 0 2 3 0 1 5 9
Realized networks 0 0 3 18 1 1 10 84
SRISK: A Conditional Capital Shortfall Measure of Systemic Risk 0 2 14 305 6 24 83 1,317
Shrinkage estimation of semiparametric multiplicative error models 0 0 0 9 0 0 0 49
Shrinkage estimation of semiparametric multiplicative error models 0 0 0 24 0 1 2 131
Total Journal Articles 9 38 152 1,628 40 129 514 5,432

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
MEASURING SYSTEMIC RISK 1 1 1 79 2 3 7 251
Total Chapters 1 1 1 79 2 3 7 251

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Statistics updated 2025-03-03