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 6 16 118
Backtesting Systemic Risk Measures During Historical Bank Runs 0 0 0 63 0 4 11 93
Comparison of Volatility Measures: a Risk Management Perspective 0 0 1 364 0 15 22 1,031
Comparison of Volatility Measures: a Risk Management Perspective 0 0 0 0 0 3 8 23
Concentration Inequalities for Suprema of Empirical Processes with Dependent Data via Generic Chaining with Applications to Statistical Learning 0 0 12 12 2 9 15 15
Credit risk interconnectedness: What does the market really know? 0 0 1 89 0 4 22 281
Detecting Granular Time Series in Large Panels 0 0 0 84 3 7 13 107
Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures 0 0 0 72 0 5 12 144
Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets 0 0 0 58 2 5 9 179
Financial Econometric Analysis at Ultra–High Frequency: Data Handling Concerns 1 2 2 550 10 24 38 1,197
Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria 0 0 0 124 1 4 6 371
Forecasting Intra-daily Volume in Large Panels of Assets 0 0 0 0 0 3 17 18
Forecasting intra-daily volume in large panels of assets 0 0 0 0 0 3 16 23
Impulse Response Estimation By Smooth Local Projections 0 2 3 134 3 13 30 301
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 1 3 5 211 2 9 21 492
Multiplicative Error Models 0 1 2 742 2 9 19 2,386
Nets: Network Estimation for Time Series 0 0 1 579 3 8 16 1,311
Nets: Network estimation for time series 0 0 0 83 3 8 13 222
Nets: network estimation for time series 1 1 2 38 2 7 14 103
Non-Standard Errors 1 1 1 17 3 12 21 61
Non-Standard Errors 0 0 0 27 3 5 21 166
Non-Standard Errors 0 0 0 19 4 25 30 54
Non-Standard Errors 0 0 2 44 1 13 38 471
Non-Standard Errors 0 0 0 8 1 8 13 46
Non-standard errors 0 0 0 33 0 4 11 69
Nonstandard Errors 0 0 0 0 0 2 16 16
Nonstandard Errors 0 0 2 4 2 8 27 41
Nonstandard Errors 0 0 0 0 5 6 28 28
Nonstandard errors 0 0 1 12 5 13 32 76
Performance of Empirical Risk Minimization For Principal Component Regression 0 0 0 2 0 4 7 13
Performance of Empirical Risk Minimization for Linear Regression with Dependent Data 0 0 0 23 1 1 3 36
SRISK: a conditional capital shortfall measure of systemic risk 2 8 36 468 12 31 148 1,607
Unit Averaging for Heterogeneous Panels 0 0 0 20 1 17 25 36
Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria 0 0 0 201 0 4 6 397
Total Working Papers 6 18 71 4,174 71 299 744 11,532
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 1 1 41
A practical guide to volatility forecasting through calm and storm 0 0 0 4 2 8 14 30
Back to the future: Backtesting systemic risk measures during historical bank runs and the great depression 0 0 5 32 3 6 21 163
Backtesting global Growth-at-Risk 0 0 4 90 4 7 22 224
Bank credit risk networks: Evidence from the Eurozone 0 0 1 31 1 9 14 96
Community Detection in Partial Correlation Network Models 0 0 3 7 0 3 7 26
Comparison of Volatility Measures: a Risk Management Perspective 0 0 1 122 1 6 12 401
Corporate hedging and the variance of stock returns 0 0 4 12 0 10 22 48
Credit risk interconnectedness: What does the market really know? 0 0 0 30 0 7 16 156
Detecting granular time series in large panels 0 0 0 10 1 1 77 105
Detecting groups in large vector autoregressions 0 0 0 15 2 5 13 64
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures 0 0 0 18 1 4 11 134
EVALUATING THE ACCURACY OF TAIL RISK FORECASTS FOR SYSTEMIC RISK MEASUREMENT 0 0 1 29 3 9 12 100
Empirical risk minimization for time series: Nonparametric performance bounds for prediction 0 0 0 0 0 4 14 14
Financial econometric analysis at ultra-high frequency: Data handling concerns 2 5 7 346 14 34 55 849
Hierarchical GARCH 0 0 1 11 0 5 12 73
Impulse Response Estimation by Smooth Local Projections 6 19 44 308 18 49 158 1,017
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 1 1 2 160 2 5 14 419
NETS: Network estimation for time series 1 1 7 58 4 9 33 228
Nonstandard Errors 2 2 13 44 5 16 62 172
On Variable Selection for Volatility Forecasting: The Role of Focused Selection Criteria 0 0 0 38 1 5 5 101
On the estimation of integrated volatility in the presence of jumps and microstructure noise 0 0 2 3 0 5 9 22
PERFORMANCE OF EMPIRICAL RISK MINIMIZATION FOR LINEAR REGRESSION WITH DEPENDENT DATA 0 1 1 1 1 4 5 5
Projected Dynamic Conditional Correlations 0 0 1 4 1 3 6 15
Realized networks 0 0 0 18 1 6 12 96
SRISK: A Conditional Capital Shortfall Measure of Systemic Risk 1 2 15 321 9 26 89 1,409
Shrinkage estimation of semiparametric multiplicative error models 0 0 0 24 0 1 2 133
Shrinkage estimation of semiparametric multiplicative error models 0 0 0 9 1 3 8 57
Total Journal Articles 13 31 112 1,753 75 251 726 6,198

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
MEASURING SYSTEMIC RISK 0 1 5 84 0 6 26 277
Total Chapters 0 1 5 84 0 6 26 277

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Statistics updated 2026-04-09