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 2 2 104
Backtesting Systemic Risk Measures During Historical Bank Runs 0 0 0 63 2 2 2 84
Comparison of Volatility Measures: a Risk Management Perspective 0 0 0 0 0 2 3 17
Comparison of Volatility Measures: a Risk Management Perspective 0 0 0 363 0 1 3 1,010
Credit risk interconnectedness: What does the market really know? 1 1 1 89 1 2 4 261
Detecting Granular Time Series in Large Panels 0 0 0 84 1 3 5 97
Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures 0 0 0 72 1 1 2 134
Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets 0 0 0 58 0 0 1 170
Financial Econometric Analysis at Ultra–High Frequency: Data Handling Concerns 0 0 1 548 3 3 11 1,163
Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria 0 0 0 124 0 0 2 365
Forecasting Intra-daily Volume in Large Panels of Assets 0 0 0 0 0 1 3 3
Forecasting intra-daily volume in large panels of assets 0 0 0 0 1 1 12 12
Impulse Response Estimation By Smooth Local Projections 0 0 1 131 0 1 18 275
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 0 5 207 1 3 12 475
Multiplicative Error Models 0 0 3 740 0 3 8 2,371
Nets: Network Estimation for Time Series 0 0 1 578 0 2 11 1,298
Nets: Network estimation for time series 0 0 0 83 0 0 5 209
Nets: network estimation for time series 0 0 1 37 0 0 3 90
Non-Standard Errors 0 0 3 44 0 2 37 440
Non-Standard Errors 0 0 0 16 0 1 5 42
Non-Standard Errors 0 0 0 8 0 1 2 34
Non-Standard Errors 0 0 1 27 1 6 29 151
Non-Standard Errors 0 0 1 19 0 2 4 26
Non-standard errors 0 0 0 33 0 1 3 60
Nonstandard Errors 0 0 0 0 0 2 2 2
Nonstandard Errors 0 1 3 3 0 1 20 20
Nonstandard Errors 0 0 0 0 0 5 5 5
Nonstandard errors 0 0 5 11 4 7 33 51
Performance of Empirical Risk Minimization For Principal Component Regression 0 0 2 2 1 2 8 8
Performance of Empirical Risk Minimization for Linear Regression with Dependent Data 0 0 2 23 0 0 5 33
SRISK: a conditional capital shortfall measure of systemic risk 2 6 22 441 10 24 117 1,498
Unit Averaging for Heterogeneous Panels 0 0 0 20 0 3 5 14
Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria 0 0 0 201 0 0 1 391
Total Working Papers 3 8 52 4,118 26 84 383 10,913
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
A practical guide to volatility forecasting through calm and storm 0 0 4 4 0 0 18 18
Back to the future: Backtesting systemic risk measures during historical bank runs and the great depression 0 2 2 29 0 5 6 147
Backtesting global Growth-at-Risk 0 3 8 89 1 7 25 209
Bank credit risk networks: Evidence from the Eurozone 0 0 5 31 0 0 8 83
Community Detection in Partial Correlation Network Models 0 1 3 7 0 1 3 22
Comparison of Volatility Measures: a Risk Management Perspective 0 1 4 122 0 2 10 392
Corporate hedging and the variance of stock returns 1 2 2 10 2 4 7 30
Credit risk interconnectedness: What does the market really know? 0 0 0 30 0 2 5 142
Detecting granular time series in large panels 0 0 1 10 0 0 5 29
Detecting groups in large vector autoregressions 0 0 0 15 0 0 4 51
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures 0 0 0 18 0 1 3 124
EVALUATING THE ACCURACY OF TAIL RISK FORECASTS FOR SYSTEMIC RISK MEASUREMENT 1 1 2 29 1 1 3 89
Empirical risk minimization for time series: Nonparametric performance bounds for prediction 0 0 0 0 0 0 1 1
Financial econometric analysis at ultra-high frequency: Data handling concerns 0 0 3 339 2 5 14 800
Hierarchical GARCH 0 0 1 10 1 2 5 63
Impulse Response Estimation by Smooth Local Projections 3 9 43 278 11 35 137 908
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 0 8 158 2 3 17 408
NETS: Network estimation for time series 0 2 5 53 3 6 14 202
Nonstandard Errors 0 2 26 38 5 14 102 132
On Variable Selection for Volatility Forecasting: The Role of Focused Selection Criteria 0 0 1 38 0 0 1 96
On the estimation of integrated volatility in the presence of jumps and microstructure noise 0 1 2 3 0 2 5 16
Projected Dynamic Conditional Correlations 0 1 1 4 0 1 3 10
Realized networks 0 0 0 18 0 1 5 85
SRISK: A Conditional Capital Shortfall Measure of Systemic Risk 2 8 16 315 7 23 76 1,345
Shrinkage estimation of semiparametric multiplicative error models 0 0 0 24 0 0 2 131
Shrinkage estimation of semiparametric multiplicative error models 0 0 0 9 2 2 2 51
Total Journal Articles 7 33 137 1,689 37 117 481 5,624

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
MEASURING SYSTEMIC RISK 0 2 3 81 2 4 10 256
Total Chapters 0 2 3 81 2 4 10 256

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