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 1 3 5 107
Backtesting Systemic Risk Measures During Historical Bank Runs 0 0 0 63 0 2 4 86
Comparison of Volatility Measures: a Risk Management Perspective 0 0 0 0 0 0 3 17
Comparison of Volatility Measures: a Risk Management Perspective 0 1 1 364 0 1 3 1,011
Credit risk interconnectedness: What does the market really know? 0 0 1 89 5 5 9 266
Detecting Granular Time Series in Large Panels 0 0 0 84 1 1 6 98
Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures 0 0 0 72 2 2 4 136
Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets 0 0 0 58 1 1 2 171
Financial Econometric Analysis at Ultra–High Frequency: Data Handling Concerns 0 0 1 548 2 2 11 1,165
Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria 0 0 0 124 1 1 3 366
Forecasting Intra-daily Volume in Large Panels of Assets 0 0 0 0 4 8 11 11
Forecasting intra-daily volume in large panels of assets 0 0 0 0 1 5 17 17
Impulse Response Estimation By Smooth Local Projections 1 1 2 132 4 7 22 282
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 0 4 207 0 3 12 478
Multiplicative Error Models 0 1 1 741 4 6 11 2,377
Nets: Network Estimation for Time Series 0 0 1 578 0 1 8 1,299
Nets: Network estimation for time series 0 0 0 83 1 1 4 210
Nets: network estimation for time series 0 0 1 37 0 0 3 90
Non-Standard Errors 0 0 0 16 0 2 7 44
Non-Standard Errors 0 0 0 8 2 2 4 36
Non-Standard Errors 0 0 1 19 0 0 3 26
Non-Standard Errors 0 0 1 27 1 4 29 155
Non-Standard Errors 0 0 2 44 0 6 31 446
Non-standard errors 0 0 0 33 2 2 5 62
Nonstandard Errors 0 0 0 0 5 6 8 8
Nonstandard Errors 0 0 3 3 4 7 27 27
Nonstandard Errors 0 0 0 0 3 9 14 14
Nonstandard errors 0 1 2 12 1 6 28 57
Performance of Empirical Risk Minimization For Principal Component Regression 0 0 1 2 0 0 5 8
Performance of Empirical Risk Minimization for Linear Regression with Dependent Data 0 0 2 23 0 0 4 33
SRISK: a conditional capital shortfall measure of systemic risk 5 11 27 452 13 38 136 1,536
Unit Averaging for Heterogeneous Panels 0 0 0 20 0 1 6 15
Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria 0 0 0 201 0 0 1 391
Total Working Papers 6 15 51 4,133 58 132 446 11,045
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 2 2 4 31 3 5 10 152
Backtesting global Growth-at-Risk 0 0 8 89 0 1 21 210
Bank credit risk networks: Evidence from the Eurozone 0 0 2 31 0 1 5 84
Community Detection in Partial Correlation Network Models 0 0 3 7 0 1 4 23
Comparison of Volatility Measures: a Risk Management Perspective 0 0 3 122 1 2 9 394
Corporate hedging and the variance of stock returns 0 1 3 11 1 4 11 34
Credit risk interconnectedness: What does the market really know? 0 0 0 30 2 2 6 144
Detecting granular time series in large panels 0 0 1 10 11 72 74 101
Detecting groups in large vector autoregressions 0 0 0 15 2 3 6 54
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures 0 0 0 18 0 0 2 124
EVALUATING THE ACCURACY OF TAIL RISK FORECASTS FOR SYSTEMIC RISK MEASUREMENT 0 0 2 29 0 0 2 89
Empirical risk minimization for time series: Nonparametric performance bounds for prediction 0 0 0 0 2 3 4 4
Financial econometric analysis at ultra-high frequency: Data handling concerns 0 2 3 341 7 12 23 812
Hierarchical GARCH 0 1 2 11 0 2 6 65
Impulse Response Estimation by Smooth Local Projections 4 6 40 284 13 31 141 939
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 1 6 159 1 4 14 412
NETS: Network estimation for time series 0 1 6 54 7 9 19 211
Nonstandard Errors 2 3 20 41 10 16 76 148
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 0 2 3 0 0 4 16
Projected Dynamic Conditional Correlations 0 0 1 4 0 0 2 10
Realized networks 0 0 0 18 0 3 6 88
SRISK: A Conditional Capital Shortfall Measure of Systemic Risk 2 3 15 318 10 25 82 1,370
Shrinkage estimation of semiparametric multiplicative error models 0 0 0 9 0 1 3 52
Shrinkage estimation of semiparametric multiplicative error models 0 0 0 24 0 0 2 131
Total Journal Articles 10 20 126 1,709 70 197 551 5,821

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
MEASURING SYSTEMIC RISK 2 2 5 83 5 9 18 265
Total Chapters 2 2 5 83 5 9 18 265

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-11-08