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 10 112
Backtesting Systemic Risk Measures During Historical Bank Runs 0 0 0 63 2 3 7 89
Comparison of Volatility Measures: a Risk Management Perspective 0 0 1 364 2 5 8 1,016
Comparison of Volatility Measures: a Risk Management Perspective 0 0 0 0 3 3 5 20
Concentration Inequalities for Suprema of Empirical Processes with Dependent Data via Generic Chaining with Applications to Statistical Learning 0 12 12 12 1 6 6 6
Credit risk interconnectedness: What does the market really know? 0 0 1 89 4 16 20 277
Detecting Granular Time Series in Large Panels 0 0 0 84 1 3 8 100
Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures 0 0 0 72 3 5 7 139
Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets 0 0 0 58 2 4 4 174
Financial Econometric Analysis at Ultra–High Frequency: Data Handling Concerns 0 0 1 548 7 10 16 1,173
Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria 0 0 0 124 0 2 4 367
Forecasting Intra-daily Volume in Large Panels of Assets 0 0 0 0 1 8 15 15
Forecasting intra-daily volume in large panels of assets 0 0 0 0 1 4 18 20
Impulse Response Estimation By Smooth Local Projections 0 1 2 132 2 10 24 288
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 1 1 4 208 4 5 15 483
Multiplicative Error Models 0 0 1 741 0 4 11 2,377
Nets: Network Estimation for Time Series 1 1 2 579 4 4 12 1,303
Nets: Network estimation for time series 0 0 0 83 1 5 8 214
Nets: network estimation for time series 0 0 1 37 2 6 9 96
Non-Standard Errors 0 0 0 16 3 5 11 49
Non-Standard Errors 0 0 1 27 4 7 27 161
Non-Standard Errors 0 0 0 19 1 3 5 29
Non-Standard Errors 0 0 2 44 6 12 35 458
Non-Standard Errors 0 0 0 8 2 4 6 38
Non-standard errors 0 0 0 33 1 5 8 65
Nonstandard Errors 1 1 4 4 4 10 25 33
Nonstandard Errors 0 0 0 0 4 11 22 22
Nonstandard Errors 0 0 0 0 6 11 14 14
Nonstandard errors 0 0 1 12 3 7 28 63
Performance of Empirical Risk Minimization For Principal Component Regression 0 0 0 2 1 1 5 9
Performance of Empirical Risk Minimization for Linear Regression with Dependent Data 0 0 1 23 1 2 5 35
SRISK: a conditional capital shortfall measure of systemic risk 7 13 31 460 27 53 156 1,576
Unit Averaging for Heterogeneous Panels 0 0 0 20 1 4 9 19
Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria 0 0 0 201 1 2 3 393
Total Working Papers 10 29 65 4,156 105 246 566 11,233
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 3 4 22 22
Back to the future: Backtesting systemic risk measures during historical bank runs and the great depression 1 3 5 32 2 8 15 157
Backtesting global Growth-at-Risk 0 1 7 90 4 7 24 217
Bank credit risk networks: Evidence from the Eurozone 0 0 2 31 2 3 8 87
Community Detection in Partial Correlation Network Models 0 0 3 7 0 0 4 23
Comparison of Volatility Measures: a Risk Management Perspective 0 0 3 122 0 2 10 395
Corporate hedging and the variance of stock returns 0 1 4 12 2 5 15 38
Credit risk interconnectedness: What does the market really know? 0 0 0 30 4 7 11 149
Detecting granular time series in large panels 0 0 0 10 3 14 76 104
Detecting groups in large vector autoregressions 0 0 0 15 1 7 11 59
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures 0 0 0 18 3 6 7 130
EVALUATING THE ACCURACY OF TAIL RISK FORECASTS FOR SYSTEMIC RISK MEASUREMENT 0 0 1 29 2 2 3 91
Empirical risk minimization for time series: Nonparametric performance bounds for prediction 0 0 0 0 6 8 10 10
Financial econometric analysis at ultra-high frequency: Data handling concerns 0 0 3 341 3 10 24 815
Hierarchical GARCH 0 0 1 11 3 3 8 68
Impulse Response Estimation by Smooth Local Projections 4 9 36 289 17 42 143 968
Intra-daily Volume Modeling and Prediction for Algorithmic Trading 0 0 4 159 2 3 14 414
NETS: Network estimation for time series 3 3 9 57 4 15 27 219
Nonstandard Errors 1 3 16 42 5 18 65 156
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 1 1 5 17
PERFORMANCE OF EMPIRICAL RISK MINIMIZATION FOR LINEAR REGRESSION WITH DEPENDENT DATA 0 0 0 0 1 1 1 1
Projected Dynamic Conditional Correlations 0 0 1 4 1 2 3 12
Realized networks 0 0 0 18 1 2 7 90
SRISK: A Conditional Capital Shortfall Measure of Systemic Risk 1 3 16 319 7 23 78 1,383
Shrinkage estimation of semiparametric multiplicative error models 0 0 0 24 1 1 2 132
Shrinkage estimation of semiparametric multiplicative error models 0 0 0 9 1 2 5 54
Total Journal Articles 10 23 118 1,722 79 196 599 5,947

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
MEASURING SYSTEMIC RISK 0 2 5 83 4 11 22 271
Total Chapters 0 2 5 83 4 11 22 271

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Statistics updated 2026-01-09