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 1 94 0 1 17 122
Backtesting Systemic Risk Measures During Historical Bank Runs 0 0 0 63 3 6 14 99
Comparison of Volatility Measures: a Risk Management Perspective 0 0 0 364 2 2 24 1,035
Comparison of Volatility Measures: a Risk Management Perspective 0 0 0 0 0 0 14 31
Concentration Inequalities for Suprema of Empirical Processes with Dependent Data via Generic Chaining with Applications to Statistical Learning 0 0 12 12 3 5 24 24
Credit risk interconnectedness: What does the market really know? 0 0 0 89 1 2 24 285
Detecting Granular Time Series in Large Panels 0 0 0 84 0 0 15 112
Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures 0 0 0 72 2 4 23 157
Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets 0 0 0 58 1 1 12 182
Financial Econometric Analysis at Ultra–High Frequency: Data Handling Concerns 0 1 4 552 4 17 64 1,227
Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria 0 0 0 124 0 0 10 375
Forecasting Intra-daily Volume in Large Panels of Assets 0 0 0 0 0 0 19 23
Forecasting intra-daily volume in large panels of assets 0 0 0 0 1 1 10 24
Impulse Response Estimation By Smooth Local Projections 0 1 5 136 2 5 36 313
Information Diffusion and Intra-daily Volume Forecasting in Large Panels 0 0 0 0 0 0 2 2
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 1 5 212 1 3 23 500
Multiplicative Error Models 1 2 4 745 1 2 26 2,398
Nets: Network Estimation for Time Series 0 0 1 579 3 5 21 1,320
Nets: Network estimation for time series 0 1 1 84 1 2 16 225
Nets: network estimation for time series 1 2 3 40 3 7 22 112
Non-Standard Errors 0 0 0 19 2 4 37 63
Non-Standard Errors 0 0 0 8 0 2 18 52
Non-Standard Errors 1 1 1 45 1 4 41 485
Non-Standard Errors 0 0 1 17 1 1 25 68
Non-Standard Errors 1 1 1 28 2 5 21 173
Non-standard errors 0 0 0 33 1 3 16 76
Nonstandard Errors 0 0 0 0 0 4 22 24
Nonstandard Errors 0 0 0 0 1 1 30 36
Nonstandard Errors 0 0 1 4 1 4 28 48
Nonstandard errors 1 1 2 13 2 5 32 84
Performance of Empirical Risk Minimization For Principal Component Regression 0 0 0 2 1 2 12 20
Performance of Empirical Risk Minimization for Linear Regression with Dependent Data 0 0 0 23 0 1 5 38
SRISK: a conditional capital shortfall measure of systemic risk 1 8 38 480 4 27 147 1,652
Unit Averaging for Heterogeneous Panels 0 0 0 20 1 1 25 39
Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria 0 0 0 201 1 1 11 402
Total Working Papers 6 19 80 4,201 46 128 886 11,826
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 1 9 0 2 6 46
A practical guide to volatility forecasting through calm and storm 0 0 3 7 0 1 21 39
Back to the future: Backtesting systemic risk measures during historical bank runs and the great depression 1 1 5 34 2 6 26 174
Backtesting global Growth-at-Risk 1 1 3 92 1 2 24 234
Bank credit risk networks: Evidence from the Eurozone 0 0 1 32 0 1 21 105
Community Detection in Partial Correlation Network Models 0 1 1 8 0 2 6 28
Comparison of Volatility Measures: a Risk Management Perspective 0 0 0 122 0 1 14 406
Corporate hedging and the variance of stock returns 0 0 1 12 0 4 21 53
Credit risk interconnectedness: What does the market really know? 0 0 0 30 0 1 20 162
Detecting granular time series in large panels 0 0 0 10 0 0 82 111
Detecting groups in large vector autoregressions 0 0 0 15 0 1 13 65
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures 0 0 0 18 0 2 13 137
EVALUATING THE ACCURACY OF TAIL RISK FORECASTS FOR SYSTEMIC RISK MEASUREMENT 0 0 0 29 0 1 14 103
Empirical risk minimization for time series: Nonparametric performance bounds for prediction 0 0 1 1 0 0 17 18
Financial econometric analysis at ultra-high frequency: Data handling concerns 0 2 9 350 5 16 80 884
Hierarchical GARCH 0 0 0 11 0 0 10 75
Impulse Response Estimation by Smooth Local Projections 4 9 45 323 17 40 162 1,079
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 1 2 161 2 7 19 430
NETS: Network estimation for time series 0 2 6 60 4 7 36 239
Nonstandard Errors 0 2 8 46 6 15 57 191
On Variable Selection for Volatility Forecasting: The Role of Focused Selection Criteria 0 0 0 38 0 1 7 103
On the estimation of integrated volatility in the presence of jumps and microstructure noise 0 0 1 4 0 0 7 23
PERFORMANCE OF EMPIRICAL RISK MINIMIZATION FOR LINEAR REGRESSION WITH DEPENDENT DATA 0 0 1 1 0 0 7 7
Projected Dynamic Conditional Correlations 0 0 0 4 1 3 8 18
Realized networks 0 0 0 18 2 4 20 107
SRISK: A Conditional Capital Shortfall Measure of Systemic Risk 1 2 10 325 8 18 90 1,442
Shrinkage estimation of semiparametric multiplicative error models 0 0 0 24 0 0 7 138
Shrinkage estimation of semiparametric multiplicative error models 0 0 0 9 0 1 10 62
Total Journal Articles 7 21 98 1,793 48 136 818 6,479

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
MEASURING SYSTEMIC RISK 0 0 3 84 0 0 26 284
Total Chapters 0 0 3 84 0 0 26 284

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Statistics updated 2026-09-10